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Div + Growth (TEST)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 40%SCHG 30%SCHY 30%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

40%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

30%

SCHY
Schwab International Dividend Equity ETF
Dividend, Foreign Large Cap Equities

30%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Div + Growth (TEST), 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%20.00%25.00%NovemberDecember2024FebruaryMarchApril
15.62%
18.74%
Div + Growth (TEST)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 28, 2021, corresponding to the inception date of SCHY

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Div + Growth (TEST)0.90%-4.26%14.10%13.67%N/AN/A
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.94%10.92%
SCHG
Schwab U.S. Large-Cap Growth ETF
5.03%-6.73%20.82%34.53%17.09%15.25%
SCHY
Schwab International Dividend Equity ETF
-4.13%-2.78%9.16%0.95%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.52%2.74%2.68%
2023-4.13%-2.73%8.05%5.41%

Expense Ratio

The Div + Growth (TEST) has an expense ratio of 0.08% 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.


0.50%1.00%1.50%2.00%0.14%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Div + Growth (TEST)
Sharpe ratio
The chart of Sharpe ratio for Div + Growth (TEST), currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.21
Sortino ratio
The chart of Sortino ratio for Div + Growth (TEST), currently valued at 1.79, compared to the broader market-2.000.002.004.006.001.79
Omega ratio
The chart of Omega ratio for Div + Growth (TEST), currently valued at 1.21, compared to the broader market0.801.001.201.401.601.801.21
Calmar ratio
The chart of Calmar ratio for Div + Growth (TEST), currently valued at 1.18, compared to the broader market0.002.004.006.008.001.18
Martin ratio
The chart of Martin ratio for Div + Growth (TEST), currently valued at 4.30, compared to the broader market0.0010.0020.0030.0040.004.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
SCHG
Schwab U.S. Large-Cap Growth ETF
2.132.951.371.4611.63
SCHY
Schwab International Dividend Equity ETF
0.110.231.030.100.28

Sharpe Ratio

The current Div + Growth (TEST) Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.21

The Sharpe ratio of Div + Growth (TEST) lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.21
1.66
Div + Growth (TEST)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Div + Growth (TEST) granted a 2.99% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Div + Growth (TEST)2.99%2.73%2.62%1.76%1.42%1.44%1.61%1.36%1.40%1.56%1.38%1.31%
SCHD
Schwab US Dividend Equity ETF
3.49%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
0.46%0.46%0.55%0.42%0.52%0.82%1.27%1.01%0.82%1.22%1.09%1.07%
SCHY
Schwab International Dividend Equity ETF
4.86%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.85%
-5.46%
Div + Growth (TEST)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Div + Growth (TEST). 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 Div + Growth (TEST) was 22.70%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.

The current Div + Growth (TEST) drawdown is 4.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.7%Jan 5, 2022194Oct 12, 2022294Dec 13, 2023488
-4.96%Sep 7, 202118Sep 30, 202122Nov 1, 202140
-4.85%Apr 1, 202415Apr 19, 2024
-4.2%Nov 8, 202117Dec 1, 202115Dec 22, 202132
-3.23%May 10, 20213May 12, 202114Jun 2, 202117

Volatility

Volatility Chart

The current Div + Growth (TEST) volatility is 2.75%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.75%
3.15%
Div + Growth (TEST)
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SCHGSCHYSCHD
SCHG1.000.600.64
SCHY0.601.000.74
SCHD0.640.741.00