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SCHD/SCHG/O

Last updated Sep 21, 2023

Asset Allocation


SCHD 50%SCHG 30%O 20%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend50%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities30%
O
Realty Income Corporation
Real Estate20%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
5.31%
10.86%
SCHD/SCHG/O
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

OSCHGSCHD
O1.000.340.42
SCHG0.341.000.74
SCHD0.420.741.00

Sharpe Ratio

The current SCHD/SCHG/O Sharpe ratio is 0.48. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.48

The Sharpe ratio of SCHD/SCHG/O is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.48
0.74
SCHD/SCHG/O
Benchmark (^GSPC)
Portfolio components

Dividend yield

SCHD/SCHG/O granted a 3.07% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SCHD/SCHG/O3.07%2.87%2.54%2.94%2.85%3.26%3.10%3.37%3.58%3.49%3.90%3.95%
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.


0.06%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-8.09%
-8.22%
SCHD/SCHG/O
Benchmark (^GSPC)
Portfolio components

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, 202022Mar 23, 2020110Aug 27, 2020132
-21.24%Jan 5, 2022196Oct 14, 2022
-13.46%Sep 21, 201865Dec 24, 201828Feb 5, 201993
-12.05%Mar 23, 2015109Aug 25, 201548Nov 2, 2015157
-10.58%Jan 29, 20189Feb 8, 2018122Aug 3, 2018131

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.15%
3.47%
SCHD/SCHG/O
Benchmark (^GSPC)
Portfolio components