VONG/SCHD/VIG/VYM/VTEB
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 20% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 20% |
VTEB Vanguard Tax-Exempt Bond ETF | Municipal Bonds | 20% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| VONG/SCHD/VIG/VYM/VTEB | -2.85% | 4.91% | -4.92% | 6.27% | 11.79% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
VIG Vanguard Dividend Appreciation ETF | -1.37% | 5.87% | -4.46% | 8.09% | 13.23% | 11.20% |
VYM Vanguard High Dividend Yield ETF | -0.80% | 5.51% | -3.74% | 8.03% | 13.88% | 9.50% |
VTEB Vanguard Tax-Exempt Bond ETF | -1.35% | 1.15% | -1.63% | 0.64% | 0.91% | N/A |
VONG Vanguard Russell 1000 Growth ETF | -6.49% | 9.03% | -5.73% | 11.99% | 17.00% | 15.36% |
Monthly Returns
The table below presents the monthly returns of VONG/SCHD/VIG/VYM/VTEB, 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 | 2.16% | 0.40% | -3.68% | -2.35% | 0.70% | -2.85% | |||||||
| 2024 | 0.86% | 2.92% | 2.93% | -3.56% | 2.88% | 1.81% | 2.91% | 2.12% | 1.50% | -0.73% | 4.75% | -3.10% | 16.00% |
| 2023 | 3.67% | -2.61% | 2.00% | 0.70% | -1.58% | 4.95% | 2.83% | -1.55% | -3.99% | -2.13% | 7.34% | 4.62% | 14.42% |
| 2022 | -3.94% | -2.13% | 1.90% | -5.64% | 1.40% | -6.30% | 5.94% | -3.18% | -7.23% | 7.57% | 5.88% | -3.70% | -10.37% |
| 2021 | -0.95% | 2.12% | 4.96% | 3.32% | 1.37% | 0.87% | 1.63% | 1.86% | -3.68% | 4.98% | -0.87% | 4.51% | 21.63% |
| 2020 | 0.04% | -6.58% | -9.58% | 9.30% | 4.06% | 0.75% | 4.55% | 4.89% | -2.23% | -1.41% | 9.44% | 2.86% | 15.22% |
| 2019 | 5.55% | 3.36% | 1.50% | 2.96% | -4.71% | 5.51% | 1.53% | -0.44% | 1.70% | 1.06% | 2.46% | 2.18% | 24.67% |
| 2018 | 3.91% | -3.54% | -1.64% | -0.42% | 2.15% | 0.35% | 3.31% | 2.37% | 0.64% | -5.23% | 2.58% | -6.41% | -2.53% |
| 2017 | 0.96% | 3.21% | 0.24% | 0.93% | 1.57% | 0.16% | 1.49% | 0.41% | 1.81% | 2.30% | 2.91% | 1.33% | 18.70% |
| 2016 | -2.51% | 0.55% | 5.24% | 0.03% | 1.18% | 1.71% | 2.50% | -0.21% | -0.30% | -1.58% | 1.78% | 1.83% | 10.45% |
| 2015 | 4.13% | -1.28% | 6.64% | 0.28% | -0.65% | 9.22% |
Expense Ratio
VONG/SCHD/VIG/VYM/VTEB has an expense ratio of 0.06%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VONG/SCHD/VIG/VYM/VTEB is 37, 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
VIG Vanguard Dividend Appreciation ETF | 0.54 | 0.95 | 1.14 | 0.64 | 2.62 |
VYM Vanguard High Dividend Yield ETF | 0.53 | 0.94 | 1.13 | 0.66 | 2.59 |
VTEB Vanguard Tax-Exempt Bond ETF | 0.10 | 0.16 | 1.02 | 0.10 | 0.32 |
VONG Vanguard Russell 1000 Growth ETF | 0.49 | 0.85 | 1.12 | 0.53 | 1.77 |
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Dividends
Dividend yield
VONG/SCHD/VIG/VYM/VTEB provided a 2.53% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.53% | 2.36% | 2.40% | 2.28% | 1.86% | 2.14% | 2.21% | 2.40% | 2.09% | 2.22% | 2.12% | 1.76% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VIG Vanguard Dividend Appreciation ETF | 1.85% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
VYM Vanguard High Dividend Yield ETF | 2.93% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.27% | 3.14% | 2.79% | 2.09% | 1.65% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.57% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% |
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 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.
The current VONG/SCHD/VIG/VYM/VTEB drawdown is 6.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -18.73% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -14.03% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -13.78% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -8.32% | Jan 29, 2018 | 39 | Mar 23, 2018 | 103 | Aug 20, 2018 | 142 |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | VTEB | VONG | SCHD | VYM | VIG | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.94 | 0.82 | 0.85 | 0.92 | 0.96 |
| VTEB | 0.00 | 1.00 | 0.03 | -0.02 | -0.04 | 0.02 | 0.06 |
| VONG | 0.94 | 0.03 | 1.00 | 0.65 | 0.67 | 0.81 | 0.86 |
| SCHD | 0.82 | -0.02 | 0.65 | 1.00 | 0.96 | 0.89 | 0.92 |
| VYM | 0.85 | -0.04 | 0.67 | 0.96 | 1.00 | 0.91 | 0.93 |
| VIG | 0.92 | 0.02 | 0.81 | 0.89 | 0.91 | 1.00 | 0.97 |
| Portfolio | 0.96 | 0.06 | 0.86 | 0.92 | 0.93 | 0.97 | 1.00 |