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VONG/SCHD/VIG/VYM/VTEB

Last updated Dec 7, 2023

Asset Allocation


VTEB 20%SCHD 20%VIG 20%VYM 20%VONG 20%BondBondEquityEquity
PositionCategory/SectorWeight
VTEB
Vanguard Tax-Exempt Bond ETF
Municipal Bonds20%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend20%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend20%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities20%
VONG
Vanguard Russell 1000 Growth ETF
Large Cap Blend Equities20%

Performance

The chart shows the growth of an initial investment of $10,000 in VONG/SCHD/VIG/VYM/VTEB, 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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.32%
6.60%
VONG/SCHD/VIG/VYM/VTEB
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
VONG/SCHD/VIG/VYM/VTEB9.68%4.34%5.32%8.13%10.75%N/A
SCHD
Schwab US Dividend Equity ETF
-0.95%4.19%3.35%-1.57%11.91%10.64%
VIG
Vanguard Dividend Appreciation ETF
10.06%4.29%5.96%8.67%11.96%10.52%
VYM
Vanguard High Dividend Yield ETF
1.15%3.41%3.37%0.50%8.75%9.05%
VTEB
Vanguard Tax-Exempt Bond ETF
4.29%4.56%2.30%3.72%2.01%N/A
VONG
Vanguard Russell 1000 Growth ETF
35.89%5.14%11.34%30.25%17.36%14.57%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.58%4.95%2.83%-1.55%-3.99%-2.13%7.35%

Sharpe Ratio

The current VONG/SCHD/VIG/VYM/VTEB Sharpe ratio is 0.70. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.70

The Sharpe ratio of VONG/SCHD/VIG/VYM/VTEB 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 Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
0.70
1.00
VONG/SCHD/VIG/VYM/VTEB
Benchmark (^GSPC)
Portfolio components

Dividend yield

VONG/SCHD/VIG/VYM/VTEB granted a 2.65% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VONG/SCHD/VIG/VYM/VTEB2.65%2.28%1.86%2.14%2.21%2.39%2.09%2.22%2.12%1.76%1.68%2.03%
SCHD
Schwab US Dividend Equity ETF
4.66%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%2.86%
VIG
Vanguard Dividend Appreciation ETF
1.92%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%2.37%
VYM
Vanguard High Dividend Yield ETF
3.13%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%3.23%
VTEB
Vanguard Tax-Exempt Bond ETF
2.80%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%1.69%

Expense Ratio

The VONG/SCHD/VIG/VYM/VTEB has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
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
-0.21
VIG
Vanguard Dividend Appreciation ETF
0.65
VYM
Vanguard High Dividend Yield ETF
-0.04
VTEB
Vanguard Tax-Exempt Bond ETF
0.85
VONG
Vanguard Russell 1000 Growth ETF
1.68

Asset Correlations Table

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

VTEBVONGSCHDVYMVIG
VTEB1.000.01-0.06-0.08-0.02
VONG0.011.000.710.700.83
SCHD-0.060.711.000.970.91
VYM-0.080.700.971.000.91
VIG-0.020.830.910.911.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-2.23%
-5.15%
VONG/SCHD/VIG/VYM/VTEB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VONG/SCHD/VIG/VYM/VTEB. 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 VONG/SCHD/VIG/VYM/VTEB was 28.19%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.19%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-18.73%Jan 5, 2022186Sep 30, 2022
-14.03%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-8.32%Jan 29, 201839Mar 23, 2018103Aug 20, 2018142
-7.44%Dec 2, 201533Jan 20, 201639Mar 16, 201672

Volatility Chart

The current VONG/SCHD/VIG/VYM/VTEB volatility is 2.46%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.46%
2.92%
VONG/SCHD/VIG/VYM/VTEB
Benchmark (^GSPC)
Portfolio components
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