Chux
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Chux, 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 every 3 months.
The earliest data available for this chart is Feb 7, 2019, corresponding to the inception date of VHYAX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.24% | -1.44% | 6.72% | 18.16% | 14.02% | 11.07% |
| Chux | 3.32% | -0.20% | 5.51% | 15.81% | 11.54% | N/A |
| Portfolio components: | ||||||
SCHB Schwab U.S. Broad Market ETF | 2.11% | -1.78% | 7.62% | 19.14% | 15.17% | 12.43% |
SCHD Schwab US Dividend Equity ETF | 3.26% | 0.50% | 3.07% | 12.69% | 13.16% | 11.18% |
SCHV Schwab U.S. Large-Cap Value ETF | 4.49% | 0.11% | 6.30% | 18.77% | 13.93% | 12.27% |
SWISX Schwab International Index Fund | 7.78% | 2.83% | 0.30% | 8.61% | 7.85% | 5.39% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.50% | -3.08% | 10.54% | 23.88% | 19.83% | 16.13% |
VTIVX Vanguard Target Retirement 2045 Fund | 3.30% | 0.16% | 4.35% | 13.65% | 10.35% | 8.37% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 4.52% | 0.20% | 7.44% | 18.69% | 12.23% | N/A |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 1.28% | 1.39% | -0.70% | 4.53% | -0.70% | 1.34% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.41% | 0.87% | 1.52% | 4.88% | -0.48% | 1.73% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 6.37% | 2.81% | 1.58% | 10.03% | 7.06% | 5.14% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 2.13% | -1.82% | 7.56% | 18.99% | 15.12% | 12.41% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 1.37% | -1.92% | 11.06% | 23.40% | 18.50% | 15.38% |
GLD SPDR Gold Trust | 11.82% | 5.90% | 16.32% | 43.54% | 12.01% | 8.87% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.65% | 0.46% | 1.39% | 4.76% | 1.20% | 1.30% |
Monthly Returns
The table below presents the monthly returns of Chux, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.95% | 3.32% | |||||||||||
| 2024 | 0.30% | 3.89% | 3.18% | -3.46% | 4.02% | 1.68% | 2.34% | 2.18% | 2.05% | -1.58% | 4.17% | -2.85% | 16.68% |
| 2023 | 6.43% | -2.78% | 2.60% | 1.12% | -0.92% | 5.17% | 3.22% | -2.26% | -4.05% | -2.39% | 8.12% | 4.91% | 19.89% |
| 2022 | -4.60% | -2.24% | 1.84% | -7.33% | 0.41% | -7.46% | 6.62% | -3.70% | -8.46% | 6.09% | 6.99% | -4.03% | -16.26% |
| 2021 | -0.49% | 2.39% | 2.85% | 3.91% | 1.43% | 1.08% | 1.00% | 2.17% | -3.77% | 4.82% | -2.03% | 3.66% | 18.03% |
| 2020 | -0.70% | -6.69% | -12.24% | 10.11% | 4.48% | 2.40% | 4.75% | 5.32% | -2.73% | -1.88% | 10.65% | 4.32% | 16.41% |
| 2019 | 2.67% | 1.16% | 3.08% | -5.19% | 6.03% | 0.36% | -1.38% | 1.75% | 2.21% | 2.42% | 2.86% | 16.72% |
Expense Ratio
Chux has an expense ratio of 0.08%, 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 Chux is 60, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 1.66 | 2.24 | 1.31 | 2.54 | 10.03 |
SCHD Schwab US Dividend Equity ETF | 1.23 | 1.82 | 1.21 | 1.76 | 4.51 |
SCHV Schwab U.S. Large-Cap Value ETF | 1.92 | 2.73 | 1.34 | 2.65 | 7.74 |
SWISX Schwab International Index Fund | 0.77 | 1.14 | 1.14 | 0.98 | 2.30 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.52 | 2.04 | 1.28 | 2.22 | 8.37 |
VTIVX Vanguard Target Retirement 2045 Fund | 1.52 | 2.11 | 1.27 | 2.36 | 8.65 |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 1.87 | 2.64 | 1.33 | 3.46 | 9.86 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.89 | 1.32 | 1.16 | 0.34 | 2.21 |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 1.53 | 2.33 | 1.26 | 0.54 | 6.90 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 0.94 | 1.37 | 1.17 | 1.17 | 2.97 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.64 | 2.22 | 1.30 | 2.51 | 9.89 |
VIGAX Vanguard Growth Index Fund Admiral Shares | 1.50 | 2.03 | 1.27 | 2.07 | 7.82 |
GLD SPDR Gold Trust | 2.90 | 3.67 | 1.49 | 5.47 | 14.93 |
SHY iShares 1-3 Year Treasury Bond ETF | 2.87 | 4.58 | 1.60 | 4.86 | 13.13 |
Dividends
Dividend yield
Chux provided a 2.13% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.13% | 2.20% | 2.20% | 2.07% | 1.92% | 1.72% | 2.21% | 2.38% | 1.90% | 2.10% | 2.10% | 2.05% |
| Portfolio components: | ||||||||||||
SCHB Schwab U.S. Broad Market ETF | 1.22% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% |
SCHD Schwab US Dividend Equity ETF | 3.53% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
SCHV Schwab U.S. Large-Cap Value ETF | 2.15% | 2.25% | 3.61% | 5.00% | 4.82% | 6.42% | 4.39% | 5.87% | 3.72% | 6.95% | 4.06% | 4.85% |
SWISX Schwab International Index Fund | 3.06% | 3.30% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.39% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
VTIVX Vanguard Target Retirement 2045 Fund | 2.23% | 2.31% | 2.28% | 2.13% | 2.22% | 1.60% | 2.23% | 2.39% | 1.90% | 1.99% | 2.17% | 2.05% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.60% | 2.72% | 3.10% | 2.98% | 2.74% | 3.16% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.69% | 3.69% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.17% | 4.15% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 3.13% | 3.33% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.23% | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.45% | 0.46% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.94% | 3.91% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.72% | 0.54% | 0.36% |
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 Chux. 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 Chux was 30.08%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Chux drawdown is 1.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -23.57% | Nov 9, 2021 | 235 | Oct 14, 2022 | 301 | Dec 27, 2023 | 536 |
| -6.84% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -6.82% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.13% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current Chux volatility is 2.74%, 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
| VTABX | SHY | VBTLX | GLD | SCHD | SCHG | VHYAX | VIGAX | SCHV | SWISX | VTIAX | SCHB | VTSAX | VTIVX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VTABX | 1.00 | 0.61 | 0.78 | 0.29 | -0.01 | 0.07 | -0.02 | 0.07 | -0.00 | 0.05 | 0.04 | 0.04 | 0.03 | 0.07 |
| SHY | 0.61 | 1.00 | 0.76 | 0.40 | -0.01 | 0.04 | -0.02 | 0.04 | -0.01 | 0.08 | 0.06 | 0.02 | 0.02 | 0.07 |
| VBTLX | 0.78 | 0.76 | 1.00 | 0.38 | -0.04 | 0.05 | -0.05 | 0.05 | -0.03 | 0.05 | 0.04 | 0.01 | 0.01 | 0.06 |
| GLD | 0.29 | 0.40 | 0.38 | 1.00 | 0.07 | 0.10 | 0.09 | 0.10 | 0.08 | 0.24 | 0.25 | 0.10 | 0.10 | 0.17 |
| SCHD | -0.01 | -0.01 | -0.04 | 0.07 | 1.00 | 0.58 | 0.96 | 0.59 | 0.94 | 0.72 | 0.71 | 0.80 | 0.80 | 0.80 |
| SCHG | 0.07 | 0.04 | 0.05 | 0.10 | 0.58 | 1.00 | 0.60 | 0.99 | 0.65 | 0.69 | 0.71 | 0.92 | 0.92 | 0.88 |
| VHYAX | -0.02 | -0.02 | -0.05 | 0.09 | 0.96 | 0.60 | 1.00 | 0.61 | 0.97 | 0.74 | 0.73 | 0.83 | 0.83 | 0.82 |
| VIGAX | 0.07 | 0.04 | 0.05 | 0.10 | 0.59 | 0.99 | 0.61 | 1.00 | 0.66 | 0.70 | 0.72 | 0.93 | 0.93 | 0.89 |
| SCHV | -0.00 | -0.01 | -0.03 | 0.08 | 0.94 | 0.65 | 0.97 | 0.66 | 1.00 | 0.77 | 0.76 | 0.86 | 0.86 | 0.86 |
| SWISX | 0.05 | 0.08 | 0.05 | 0.24 | 0.72 | 0.69 | 0.74 | 0.70 | 0.77 | 1.00 | 0.97 | 0.80 | 0.80 | 0.90 |
| VTIAX | 0.04 | 0.06 | 0.04 | 0.25 | 0.71 | 0.71 | 0.73 | 0.72 | 0.76 | 0.97 | 1.00 | 0.81 | 0.81 | 0.92 |
| SCHB | 0.04 | 0.02 | 0.01 | 0.10 | 0.80 | 0.92 | 0.83 | 0.93 | 0.86 | 0.80 | 0.81 | 1.00 | 1.00 | 0.96 |
| VTSAX | 0.03 | 0.02 | 0.01 | 0.10 | 0.80 | 0.92 | 0.83 | 0.93 | 0.86 | 0.80 | 0.81 | 1.00 | 1.00 | 0.97 |
| VTIVX | 0.07 | 0.07 | 0.06 | 0.17 | 0.80 | 0.88 | 0.82 | 0.89 | 0.86 | 0.90 | 0.92 | 0.96 | 0.97 | 1.00 |