3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	50%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	20%
VXUS Vanguard Total International Stock ETF	Global Equities	20%
BND Vanguard Total Bond Market ETF	Total Bond Market	10%

Benchmark Against

Benchmark

S&P 500 Index

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Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG, 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.

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Returns By Period

As of Jun 13, 2026, the 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG returned 8.28% Year-To-Date and 13.61% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG	0.38%	0.67%	8.28%	8.78%	23.83%	19.15%	10.88%	13.61%
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.12%	1.03%	0.52%	0.91%	4.77%	4.17%	0.03%	1.58%
SCHG Schwab U.S. Large-Cap Growth ETF	0.12%	-2.45%	2.58%	2.96%	20.32%	22.68%	14.33%	18.50%
VTI Vanguard Total Stock Market ETF	0.57%	1.00%	9.62%	9.69%	26.27%	20.60%	12.20%	15.02%
VXUS Vanguard Total International Stock ETF	0.40%	3.09%	13.69%	15.52%	30.12%	18.37%	8.32%	10.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 28, 2011, 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +11.3%, while the worst month was Mar 2020 at -12.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -10.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.55%	0.22%	-5.31%	9.38%	4.75%	-1.95%							8.28%
2025	2.67%	-1.18%	-4.38%	0.54%	5.71%	4.77%	1.63%	2.32%	3.44%	2.41%	-0.08%	0.37%	19.35%
2024	0.72%	4.50%	2.77%	-3.67%	4.56%	2.85%	1.52%	2.05%	2.20%	-1.60%	4.90%	-2.15%	19.82%
2023	7.52%	-2.57%	3.86%	1.25%	0.68%	5.61%	3.31%	-2.11%	-4.40%	-2.45%	9.04%	4.90%	26.37%
2022	-5.59%	-2.72%	2.16%	-8.90%	-0.27%	-7.42%	8.21%	-4.08%	-9.02%	5.50%	6.35%	-5.06%	-20.61%
2021	-0.35%	1.96%	2.40%	4.70%	0.51%	2.55%	1.43%	2.49%	-4.12%	5.70%	-1.48%	2.86%	19.85%

Benchmark Metrics

3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG has an annualized alpha of 0.79%, beta of 0.90, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since January 28, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.20%) than losses (91.59%) - typical of diversified or defensive assets.
With beta of 0.90 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 0.79%

Beta: 0.90

R²: 0.98

Upside Capture: 92.20%

Downside Capture: 91.59%

See how alpha, beta & R² have trended over time →

Expense Ratio

3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VXUS

Vanguard Total International Stock ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

BND

Vanguard Total Bond Market ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG ranks 43 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.83	1.86	-0.03
Sortino ratioReturn per unit of downside risk	2.52	2.53	-0.01
Omega ratioGain probability vs. loss probability	1.33	1.34	-0.01
Calmar ratioReturn relative to maximum drawdown	2.56	2.53	+0.03
Martin ratioReturn relative to average drawdown	11.21	11.37	-0.16

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BND Vanguard Total Bond Market ETF	36	1.18	1.77	1.21	1.65	4.81
SCHG Schwab U.S. Large-Cap Growth ETF	32	1.18	1.64	1.21	1.14	3.78
VTI Vanguard Total Stock Market ETF	67	1.97	2.67	1.35	2.79	12.52
VXUS Vanguard Total International Stock ETF	58	1.77	2.44	1.33	2.53	9.72

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG Sharpe ratio is 1.83 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG provided a 1.52% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.52%	1.65%	1.75%	1.77%	1.82%	1.52%	1.48%	1.94%	2.19%	1.86%	2.01%	2.06%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.96%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
VXUS Vanguard Total International Stock ETF	2.67%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG. 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 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG was 30.88%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG drawdown is 2.38%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-30.88%Mar 2020	1mo 2d	4mo 13d	5mo 15dFeb 2020 - Aug 2020
Bear market2022	-26.61%Oct 2022	11mo 9d	1y 3mo	2y 2moNov 2021 - Jan 2024
2011 correction2011	-19.27%Oct 2011	5mo 4d	4mo 28d	10mo 2dMay 2011 - Feb 2012
Rate-hike selloffLate 2018	-17.16%Dec 2018	3mo 4d	3mo 12d	6mo 16dSep 2018 - Apr 2019
2025 selloff2025	-16.54%Apr 2025	1mo 18d	1mo 29d	3mo 17dFeb 2025 - Jun 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.07	1.08	1.07	1.06	1.06

The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG correlation to the S&P 500 Index

3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG has a 0.98 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.07.

-0.07

0.81

0.95

0.99

Portfolio Correlations

Correlation vs. 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG. VTI has the highest portfolio correlation at 0.99, while BND has the lowest at -0.03.

-0.03

0.88

0.95

0.99

Asset Correlations Table

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

	BND	VXUS	SCHG	VTI
BND	1.00	-0.03	-0.05	-0.07
VXUS	-0.03	1.00	0.75	0.82
SCHG	-0.05	0.75	1.00	0.94
VTI	-0.07	0.82	0.94	1.00

The correlation results are calculated based on daily price changes starting from Jan 28, 2011

Diversification Analysis

Find what 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG is missing

See which holdings overlap, where 3-2 - 30 SWTSX, 30 SCHG, 20 SCHF, 20 SHYG is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification