Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VB Vanguard Small-Cap ETF | Small Cap Growth Equities | 5% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 35% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 35% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Schwab Moderate Aggresive Portfolio (International Overweight), 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 month.
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The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Apr 7, 2026, the Schwab Moderate Aggresive Portfolio (International Overweight) returned 0.16% Year-To-Date and 8.34% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -1.90% | -3.41% | -1.91% | 30.31% | 17.22% | 10.14% | 12.44% |
Portfolio Schwab Moderate Aggresive Portfolio (International Overweight) | 0.27% | -0.74% | 0.16% | 1.76% | 23.14% | 12.21% | 6.11% | 8.34% |
| Portfolio components: | ||||||||
VTI Vanguard Total Stock Market ETF | 0.45% | -1.56% | -2.70% | -1.22% | 32.43% | 18.56% | 10.52% | 13.90% |
VB Vanguard Small-Cap ETF | 0.32% | 0.49% | 3.32% | 3.59% | 34.05% | 14.52% | 5.76% | 10.83% |
VXUS Vanguard Total International Stock ETF | 0.63% | 0.09% | 3.46% | 6.23% | 40.04% | 15.81% | 7.50% | 9.05% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.19% | -0.87% | -0.15% | 0.92% | 2.79% | 2.85% | 0.27% | 1.27% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 31, 2011, Schwab Moderate Aggresive Portfolio (International Overweight)'s average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +8.2%, while the worst month was Mar 2020 at -9.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Schwab Moderate Aggresive Portfolio (International Overweight) closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.4%, while the worst single day was Mar 16, 2020 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.18% | 1.84% | -4.51% | 0.79% | 0.16% | ||||||||
| 2025 | 2.30% | 0.25% | -2.09% | 0.77% | 3.39% | 3.43% | 0.52% | 2.65% | 2.18% | 1.38% | 0.55% | 0.54% | 16.92% |
| 2024 | -0.07% | 2.31% | 2.34% | -3.14% | 3.36% | 1.16% | 2.50% | 1.77% | 1.85% | -2.23% | 3.04% | -2.55% | 10.54% |
| 2023 | 5.92% | -2.88% | 2.56% | 1.04% | -1.19% | 3.45% | 2.48% | -2.02% | -3.40% | -2.35% | 6.90% | 4.57% | 15.37% |
| 2022 | -3.75% | -1.70% | 0.03% | -6.10% | 0.53% | -5.58% | 5.35% | -3.55% | -7.35% | 3.92% | 6.16% | -3.15% | -15.15% |
| 2021 | -0.10% | 1.49% | 1.41% | 2.90% | 1.03% | 0.92% | 0.67% | 1.36% | -2.93% | 3.04% | -1.62% | 2.23% | 10.72% |
Benchmark Metrics
Schwab Moderate Aggresive Portfolio (International Overweight) has an annualized alpha of 0.53%, beta of 0.60, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.
- This portfolio participated in 68.07% of S&P 500 Index downside but only 60.93% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.60 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.53%
- Beta
- 0.60
- R²
- 0.92
- Upside Capture
- 60.93%
- Downside Capture
- 68.07%
Expense Ratio
Schwab Moderate Aggresive Portfolio (International Overweight) 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.
Return for Risk
Risk / Return Rank
Schwab Moderate Aggresive Portfolio (International Overweight) ranks 74 for risk / return — better than 74% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.24 | 1.84 | +0.39 |
Sortino ratioReturn per unit of downside risk | 3.52 | 2.97 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.40 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.82 | +0.54 |
Martin ratioReturn relative to average drawdown | 10.02 | 7.76 | +2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 81 | 1.89 | 3.04 | 1.42 | 2.06 | 8.60 |
VB Vanguard Small-Cap ETF | 75 | 1.70 | 2.63 | 1.33 | 2.13 | 7.43 |
VXUS Vanguard Total International Stock ETF | 87 | 2.53 | 3.60 | 1.49 | 2.56 | 9.93 |
VGIT Vanguard Intermediate-Term Treasury ETF | 38 | 0.76 | 1.12 | 1.13 | 1.61 | 4.85 |
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Dividends
Dividend yield
Schwab Moderate Aggresive Portfolio (International Overweight) provided a 2.55% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.55% | 2.58% | 2.64% | 2.35% | 2.04% | 1.85% | 1.87% | 2.24% | 2.31% | 1.93% | 2.07% | 2.07% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.16% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VB Vanguard Small-Cap ETF | 1.32% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VXUS Vanguard Total International Stock ETF | 2.93% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.83% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
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 Schwab Moderate Aggresive Portfolio (International Overweight). 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 Schwab Moderate Aggresive Portfolio (International Overweight) was 21.85%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Schwab Moderate Aggresive Portfolio (International Overweight) drawdown is 4.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -21.78% | Nov 9, 2021 | 235 | Oct 14, 2022 | 349 | Mar 7, 2024 | 584 |
| -13.45% | May 2, 2011 | 108 | Oct 3, 2011 | 88 | Feb 8, 2012 | 196 |
| -12.13% | Jan 29, 2018 | 229 | Dec 24, 2018 | 69 | Apr 4, 2019 | 298 |
| -11.41% | May 22, 2015 | 183 | Feb 11, 2016 | 106 | Jul 14, 2016 | 289 |
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 3.23, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VGIT | VXUS | VB | VTI | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.21 | 0.81 | 0.87 | 0.99 | 0.94 |
| VGIT | -0.21 | 1.00 | -0.15 | -0.19 | -0.21 | -0.06 |
| VXUS | 0.81 | -0.15 | 1.00 | 0.77 | 0.82 | 0.93 |
| VB | 0.87 | -0.19 | 0.77 | 1.00 | 0.91 | 0.89 |
| VTI | 0.99 | -0.21 | 0.82 | 0.91 | 1.00 | 0.95 |
| Portfolio | 0.94 | -0.06 | 0.93 | 0.89 | 0.95 | 1.00 |