VONG/SCHD/VIG/VYM/VTEB
Asset Allocation
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
The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| VONG/SCHD/VIG/VYM/VTEB | 9.68% | 4.34% | 5.32% | 8.13% | 10.75% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.58% | 4.95% | 2.83% | -1.55% | -3.99% | -2.13% | 7.35% |
Dividend yield
VONG/SCHD/VIG/VYM/VTEB granted a 2.65% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VONG/SCHD/VIG/VYM/VTEB | 2.65% | 2.28% | 1.86% | 2.14% | 2.21% | 2.39% | 2.09% | 2.22% | 2.12% | 1.76% | 1.68% | 2.03% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| VTEB | VONG | SCHD | VYM | VIG | |
|---|---|---|---|---|---|
| VTEB | 1.00 | 0.01 | -0.06 | -0.08 | -0.02 |
| VONG | 0.01 | 1.00 | 0.71 | 0.70 | 0.83 |
| SCHD | -0.06 | 0.71 | 1.00 | 0.97 | 0.91 |
| VYM | -0.08 | 0.70 | 0.97 | 1.00 | 0.91 |
| VIG | -0.02 | 0.83 | 0.91 | 0.91 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -18.73% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -14.03% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -8.32% | Jan 29, 2018 | 39 | Mar 23, 2018 | 103 | Aug 20, 2018 | 142 |
| -7.44% | Dec 2, 2015 | 33 | Jan 20, 2016 | 39 | Mar 16, 2016 | 72 |
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.