SCHD/SCHG/O
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
O Realty Income Corporation | Real Estate | 20% |
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% |
Performance
Performance Chart
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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Nov 14, 2024, the SCHD/SCHG/O returned 20.11% Year-To-Date and 12.90% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| SCHD/SCHG/O | 20.11% | 0.27% | 12.17% | 30.02% | 12.91% | 12.90% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 17.47% | 1.12% | 10.72% | 27.61% | 12.74% | 11.66% |
SCHG Schwab U.S. Large-Cap Growth ETF | 34.32% | 4.20% | 17.14% | 42.00% | 20.69% | 16.80% |
O Realty Income Corporation | 3.81% | -7.98% | 6.11% | 15.38% | -0.78% | 7.32% |
Monthly Returns
The table below presents the monthly returns of SCHD/SCHG/O, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.10% | 2.35% | 3.77% | -3.55% | 2.63% | 2.16% | 4.69% | 3.51% | 1.72% | -1.24% | 20.11% | ||
| 2023 | 5.49% | -3.08% | 1.97% | -0.06% | -1.09% | 4.93% | 3.64% | -2.54% | -5.65% | -3.28% | 9.40% | 5.85% | 15.43% |
| 2022 | -4.58% | -3.04% | 3.91% | -5.94% | 0.92% | -6.21% | 7.56% | -4.43% | -9.55% | 8.43% | 4.99% | -3.92% | -12.95% |
| 2021 | -1.60% | 3.64% | 6.20% | 5.26% | 0.90% | 1.02% | 2.44% | 2.83% | -5.47% | 6.90% | -1.15% | 5.15% | 28.57% |
| 2020 | 1.32% | -8.09% | -15.58% | 12.85% | 4.25% | 2.39% | 5.24% | 6.29% | -2.83% | -1.53% | 10.48% | 3.66% | 16.11% |
| 2019 | 7.58% | 3.20% | 2.88% | 2.08% | -5.66% | 5.51% | 1.53% | 0.44% | 2.85% | 3.02% | 1.51% | 1.31% | 28.97% |
| 2018 | 3.15% | -5.02% | -0.98% | -0.76% | 3.27% | 1.00% | 3.88% | 3.73% | 0.30% | -4.19% | 3.44% | -6.61% | 0.43% |
| 2017 | 1.65% | 3.59% | -0.25% | 0.47% | 0.49% | 0.14% | 2.39% | 0.55% | 1.69% | 1.57% | 3.71% | 1.97% | 19.42% |
| 2016 | -1.56% | 1.57% | 6.68% | -1.22% | 1.67% | 4.17% | 3.59% | -1.63% | 0.66% | -3.76% | 1.42% | 2.17% | 14.15% |
| 2015 | 0.85% | 2.78% | -0.73% | -1.41% | 0.28% | -2.53% | 3.08% | -5.89% | -0.03% | 7.83% | 0.36% | -0.33% | 3.72% |
| 2014 | -1.02% | 5.47% | -0.98% | 2.28% | 1.67% | 1.98% | -1.68% | 3.86% | -2.28% | 4.50% | 2.65% | 0.12% | 17.47% |
| 2013 | 6.05% | 2.20% | 3.39% | 4.58% | -0.71% | -2.45% | 4.81% | -4.01% | 2.83% | 4.94% | 0.55% | 1.42% | 25.67% |
Expense Ratio
SCHD/SCHG/O has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SCHD/SCHG/O is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.70 | 3.89 | 1.48 | 3.71 | 14.94 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.64 | 3.39 | 1.48 | 3.62 | 14.42 |
O Realty Income Corporation | 1.13 | 1.68 | 1.21 | 0.80 | 2.98 |
Dividends
Dividend yield
SCHD/SCHG/O provided a 2.90% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.90% | 2.95% | 2.80% | 2.29% | 2.64% | 2.47% | 2.75% | 2.51% | 2.59% | 2.73% | 2.56% | 2.72% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
O Realty Income Corporation | 5.48% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHD/SCHG/O. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SCHD/SCHG/O was 35.43%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.
The current SCHD/SCHG/O drawdown is 0.64%.
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 | 300 | Dec 26, 2023 | 496 |
| -13.47% | Sep 21, 2018 | 65 | Dec 24, 2018 | 28 | Feb 5, 2019 | 93 |
| -12.07% | 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
Volatility Chart
The current SCHD/SCHG/O volatility is 2.81%, 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.
Diversification
Asset Correlations Table
| O | SCHG | SCHD | |
|---|---|---|---|
| O | 1.00 | 0.32 | 0.42 |
| SCHG | 0.32 | 1.00 | 0.71 |
| SCHD | 0.42 | 0.71 | 1.00 |