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50% schd

Last updated Feb 21, 2024

Asset Allocation


TLT 25%BIL 25%SCHD 50%BondBondEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

25%

BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

25%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

50%

Performance

The chart shows the growth of an initial investment of $10,000 in 50% schd, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
4.98%
13.40%
50% schd
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Feb 21, 2024, the 50% schd returned -0.73% Year-To-Date and 6.74% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
50% schd-0.73%0.09%4.98%1.91%6.39%6.74%
SCHD
Schwab US Dividend Equity ETF
1.10%0.50%7.54%3.81%12.08%11.43%
TLT
iShares 20+ Year Treasury Bond ETF
-5.81%-1.01%1.51%-6.11%-3.00%1.03%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.72%0.42%2.65%5.14%1.81%1.17%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.36%
20231.55%-1.40%-3.94%-3.16%5.67%5.47%

Sharpe Ratio

The current 50% schd Sharpe ratio is 0.27. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.27

The Sharpe ratio of 50% schd 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.27
1.75
50% schd
Benchmark (^GSPC)
Portfolio components

Dividend yield

50% schd granted a 3.88% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
50% schd3.88%3.82%2.70%1.77%2.03%2.57%2.60%2.09%2.11%2.14%1.98%2.05%
SCHD
Schwab US Dividend Equity ETF
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
TLT
iShares 20+ Year Treasury Bond ETF
3.64%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.99%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%

Expense Ratio

The 50% schd features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
0.00%2.15%
0.14%
0.00%2.15%
0.06%
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
0.33
TLT
iShares 20+ Year Treasury Bond ETF
-0.30
BIL
SPDR Barclays 1-3 Month T-Bill ETF
18.79

Asset Correlations Table

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

BILSCHDTLT
BIL1.000.010.02
SCHD0.011.00-0.27
TLT0.02-0.271.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-6.24%
-1.08%
50% schd
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 50% schd. 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 50% schd was 15.78%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current 50% schd drawdown is 6.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.78%Jan 3, 2022458Oct 27, 2023
-12.86%Feb 21, 202021Mar 20, 202050Jun 2, 202071
-7.77%Jan 23, 2015149Aug 25, 2015131Mar 3, 2016280
-7.64%Jan 29, 2018229Dec 24, 201836Feb 15, 2019265
-4.82%Jun 9, 202014Jun 26, 202022Jul 29, 202036

Volatility Chart

The current 50% schd volatility is 2.50%, 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%SeptemberOctoberNovemberDecember2024February
2.50%
3.37%
50% schd
Benchmark (^GSPC)
Portfolio components
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