80schg15schm5scha
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHA Schwab U.S. Small-Cap ETF | Small Cap Growth Equities | 5% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 80% |
SCHM Schwab US Mid-Cap ETF | Mid Cap Growth Equities | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 80schg15schm5scha, 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 Jan 13, 2011, corresponding to the inception date of SCHM
Returns By Period
As of Nov 15, 2024, the 80schg15schm5scha returned 29.78% Year-To-Date and 15.59% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| 80schg15schm5scha | 29.78% | 4.15% | 15.22% | 38.62% | 18.67% | 15.59% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 33.21% | 4.48% | 16.57% | 40.95% | 20.47% | 16.71% |
SCHM Schwab US Mid-Cap ETF | 15.87% | 2.49% | 8.17% | 28.10% | 10.56% | 10.89% |
SCHA Schwab U.S. Small-Cap ETF | 15.83% | 3.88% | 12.10% | 30.70% | 10.23% | 9.53% |
Monthly Returns
The table below presents the monthly returns of 80schg15schm5scha, 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 | 1.66% | 6.55% | 2.48% | -4.41% | 5.66% | 5.30% | 0.31% | 1.44% | 2.47% | -0.49% | 29.78% | ||
| 2023 | 9.93% | -1.51% | 6.06% | 0.92% | 4.62% | 7.14% | 3.71% | -1.43% | -5.19% | -2.34% | 10.73% | 5.34% | 43.43% |
| 2022 | -8.66% | -3.10% | 4.01% | -12.18% | -2.27% | -8.31% | 12.41% | -4.66% | -9.97% | 5.44% | 4.30% | -7.70% | -29.05% |
| 2021 | -0.25% | 1.55% | 1.63% | 7.00% | -1.31% | 5.24% | 2.53% | 3.56% | -5.05% | 8.17% | -0.55% | 1.85% | 26.39% |
| 2020 | 1.89% | -6.99% | -12.70% | 14.62% | 7.16% | 3.73% | 7.17% | 8.65% | -3.71% | -1.98% | 11.26% | 5.04% | 35.38% |
| 2019 | 9.46% | 3.50% | 2.06% | 4.36% | -6.34% | 7.19% | 1.72% | -1.49% | 0.60% | 2.84% | 4.41% | 2.63% | 34.55% |
| 2018 | 6.37% | -3.07% | -1.85% | 0.49% | 3.95% | 1.25% | 2.49% | 4.93% | 0.36% | -8.63% | 1.20% | -9.01% | -2.81% |
| 2017 | 3.17% | 3.92% | 0.52% | 1.94% | 1.75% | 0.50% | 2.43% | 0.74% | 1.61% | 2.77% | 3.17% | 1.12% | 26.28% |
| 2016 | -7.08% | 0.30% | 7.18% | -0.04% | 2.06% | -0.84% | 4.89% | 0.22% | 0.62% | -2.74% | 3.63% | 1.05% | 8.87% |
| 2015 | -1.31% | 6.47% | -0.34% | -0.41% | 1.75% | -1.28% | 2.45% | -5.90% | -3.54% | 7.81% | 0.43% | -2.56% | 2.77% |
| 2014 | -2.32% | 5.24% | -0.53% | -0.30% | 3.02% | 2.69% | -1.60% | 4.39% | -2.16% | 3.01% | 2.76% | -0.07% | 14.67% |
| 2013 | 5.34% | 0.67% | 3.94% | 1.47% | 2.99% | -1.73% | 5.89% | -2.03% | 4.56% | 4.45% | 2.76% | 2.58% | 35.18% |
Expense Ratio
80schg15schm5scha 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 rank of 80schg15schm5scha is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.42 | 3.14 | 1.44 | 3.30 | 13.16 |
SCHM Schwab US Mid-Cap ETF | 1.91 | 2.65 | 1.33 | 1.99 | 10.05 |
SCHA Schwab U.S. Small-Cap ETF | 1.62 | 2.31 | 1.28 | 1.43 | 9.30 |
Dividends
Dividend yield
80schg15schm5scha provided a 0.80% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.80% | 0.93% | 1.29% | 0.80% | 0.78% | 1.28% | 1.69% | 1.25% | 1.32% | 1.61% | 1.54% | 1.30% |
| Portfolio components: | ||||||||||||
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% |
SCHM Schwab US Mid-Cap ETF | 2.56% | 2.91% | 5.01% | 2.47% | 2.05% | 3.27% | 3.63% | 2.37% | 2.55% | 3.74% | 3.80% | 2.45% |
SCHA Schwab U.S. Small-Cap ETF | 1.88% | 2.52% | 2.05% | 1.89% | 1.05% | 2.55% | 2.62% | 1.78% | 2.09% | 1.48% | 1.85% | 1.37% |
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 80schg15schm5scha. 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 80schg15schm5scha was 34.25%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current 80schg15schm5scha drawdown is 1.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -32.34% | Nov 22, 2021 | 226 | Oct 14, 2022 | 296 | Dec 19, 2023 | 522 |
| -21.81% | Jul 8, 2011 | 61 | Oct 3, 2011 | 88 | Feb 8, 2012 | 149 |
| -21.63% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
| -17.44% | Jul 21, 2015 | 143 | Feb 11, 2016 | 112 | Jul 22, 2016 | 255 |
Volatility
Volatility Chart
The current 80schg15schm5scha volatility is 5.03%, 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
| SCHG | SCHA | SCHM | |
|---|---|---|---|
| SCHG | 1.00 | 0.80 | 0.83 |
| SCHA | 0.80 | 1.00 | 0.97 |
| SCHM | 0.83 | 0.97 | 1.00 |