SCHD/SCHG/O
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 30% |
O Realty Income Corporation | Real Estate | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in SCHD/SCHG/O, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Sep 21, 2023, the SCHD/SCHG/O returned 6.20% Year-To-Date and 12.17% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| SCHD/SCHG/O | -0.55% | 6.42% | 6.20% | 10.33% | 10.45% | 12.22% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 0.24% | 5.02% | -1.48% | 8.21% | 9.83% | 11.24% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 18.00% | 33.91% | 26.31% | 13.52% | 14.70% |
O Realty Income Corporation | -4.04% | -6.89% | -12.33% | -9.63% | 4.08% | 8.36% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| O | SCHG | SCHD | |
|---|---|---|---|
| O | 1.00 | 0.34 | 0.42 |
| SCHG | 0.34 | 1.00 | 0.74 |
| SCHD | 0.42 | 0.74 | 1.00 |
Dividend yield
SCHD/SCHG/O granted a 3.07% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD/SCHG/O | 3.07% | 2.87% | 2.54% | 2.94% | 2.85% | 3.26% | 3.10% | 3.37% | 3.58% | 3.49% | 3.90% | 3.95% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.61% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.46% | 0.55% | 0.43% | 0.53% | 0.84% | 1.31% | 1.05% | 1.34% | 1.30% | 1.18% | 1.17% | 1.52% |
O Realty Income Corporation | 5.63% | 4.84% | 4.67% | 5.27% | 4.52% | 5.33% | 5.95% | 5.85% | 6.44% | 7.03% | 9.40% | 7.51% |
Expense Ratio
The SCHD/SCHG/O has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.36 | ||||
SCHG Schwab U.S. Large-Cap Growth ETF | 1.03 | ||||
O Realty Income Corporation | -0.60 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the SCHD/SCHG/O. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the SCHD/SCHG/O is 35.43%, recorded on Mar 23, 2020. It took 110 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.43% | Feb 21, 2020 | 22 | Mar 23, 2020 | 110 | Aug 27, 2020 | 132 |
| -21.24% | Jan 5, 2022 | 196 | Oct 14, 2022 | — | — | — |
| -13.46% | Sep 21, 2018 | 65 | Dec 24, 2018 | 28 | Feb 5, 2019 | 93 |
| -12.05% | Mar 23, 2015 | 109 | Aug 25, 2015 | 48 | Nov 2, 2015 | 157 |
| -10.58% | Jan 29, 2018 | 9 | Feb 8, 2018 | 122 | Aug 3, 2018 | 131 |
Volatility Chart
The current SCHD/SCHG/O volatility is 3.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.