VONG/SCHD/VIG/VYM/VTEB
Asset Allocation
Performance
Performance Chart
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 By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 23.11% | -0.36% | 7.02% | 23.15% | 12.80% | 11.01% |
| VONG/SCHD/VIG/VYM/VTEB | 15.50% | -1.33% | 6.80% | 17.07% | 10.72% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 10.68% | -4.57% | 7.11% | 12.60% | 10.81% | 10.89% |
VIG Vanguard Dividend Appreciation ETF | 16.59% | -1.31% | 6.88% | 18.42% | 11.53% | 11.36% |
VYM Vanguard High Dividend Yield ETF | 16.32% | -2.76% | 7.40% | 18.50% | 9.55% | 9.61% |
VTEB Vanguard Tax-Exempt Bond ETF | 1.12% | -0.61% | 1.35% | 1.47% | 1.02% | N/A |
VONG Vanguard Russell 1000 Growth ETF | 33.66% | 2.50% | 10.79% | 35.32% | 19.14% | 16.68% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.86% | 2.92% | 2.93% | -3.56% | 2.88% | 1.81% | 2.91% | 2.12% | 1.50% | -0.73% | 4.75% | 15.50% | |
| 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 compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VONG/SCHD/VIG/VYM/VTEB is 63, 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 | 1.02 | 1.51 | 1.18 | 1.55 | 5.23 |
VIG Vanguard Dividend Appreciation ETF | 1.68 | 2.35 | 1.31 | 3.39 | 10.81 |
VYM Vanguard High Dividend Yield ETF | 1.62 | 2.29 | 1.29 | 3.13 | 10.12 |
VTEB Vanguard Tax-Exempt Bond ETF | 0.46 | 0.66 | 1.09 | 0.38 | 1.87 |
VONG Vanguard Russell 1000 Growth ETF | 1.99 | 2.59 | 1.36 | 2.61 | 10.24 |
Dividends
Dividend yield
VONG/SCHD/VIG/VYM/VTEB provided a 2.19% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.19% | 2.40% | 2.28% | 1.86% | 2.14% | 2.21% | 2.40% | 2.09% | 2.22% | 2.12% | 1.76% | 1.68% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VIG Vanguard Dividend Appreciation ETF | 1.74% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VYM Vanguard High Dividend Yield ETF | 1.99% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.12% | 2.79% | 2.09% | 1.65% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.42% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
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.
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 3.52%.
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 |
| -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
Volatility Chart
The current VONG/SCHD/VIG/VYM/VTEB volatility is 2.89%, 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.
Diversification
Asset Correlations Table
| VTEB | VONG | SCHD | VYM | VIG | |
|---|---|---|---|---|---|
| VTEB | 1.00 | 0.02 | -0.04 | -0.05 | 0.01 |
| VONG | 0.02 | 1.00 | 0.66 | 0.67 | 0.82 |
| SCHD | -0.04 | 0.66 | 1.00 | 0.96 | 0.89 |
| VYM | -0.05 | 0.67 | 0.96 | 1.00 | 0.90 |
| VIG | 0.01 | 0.82 | 0.89 | 0.90 | 1.00 |