BEST ETF VOO, SCHD, QQQ

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	25%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	25%
QQQ Invesco QQQ ETF	Nasdaq-100	10%
NVDA NVIDIA Corporation	Technology	10%
AVGO Broadcom Inc.	Technology	10%
MU Micron Technology, Inc.	Technology	10%
AMD Advanced Micro Devices, Inc.	Technology	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BEST ETF VOO, SCHD, QQQ, 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 year.

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Returns By Period

As of Jun 13, 2026, the BEST ETF VOO, SCHD, QQQ returned 49.25% Year-To-Date and 37.75% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio BEST ETF VOO, SCHD, QQQ	0.67%	5.24%	49.25%	55.58%	110.18%	53.18%	37.23%	37.75%
Portfolio components:
AMD Advanced Micro Devices, Inc.	4.73%	14.83%	138.87%	142.70%	331.70%	60.16%	44.46%	60.93%
AVGO Broadcom Inc.	-0.91%	-8.33%	10.62%	6.58%	50.41%	67.17%	55.09%	40.96%
MU Micron Technology, Inc.	-1.43%	22.15%	244.07%	307.41%	746.93%	144.69%	66.21%	55.83%
NVDA NVIDIA Corporation	0.16%	-9.03%	10.16%	17.38%	41.70%	71.13%	63.13%	67.95%
QQQ Invesco QQQ ETF	0.59%	0.93%	17.57%	17.85%	35.82%	26.43%	16.85%	21.79%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.37%	20.66%	19.57%	26.16%	14.90%	8.75%	12.91%
VOO Vanguard S&P 500 ETF	0.55%	-0.07%	9.08%	9.44%	24.36%	20.95%	13.43%	15.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 20, 2011, BEST ETF VOO, SCHD, QQQ's average daily return is +0.12%, while the average monthly return is +2.54%. At this rate, an investment would double in approximately 2.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +22.8%, while the worst month was Oct 2018 at -17.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BEST ETF VOO, SCHD, QQQ closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -13.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.01%	-1.44%	-5.01%	22.77%	22.27%	-1.68%							49.25%
2025	0.31%	-1.56%	-5.66%	-2.76%	10.93%	11.57%	3.82%	1.67%	7.80%	14.17%	-0.98%	2.92%	48.40%
2024	5.04%	8.77%	6.26%	-4.85%	8.17%	6.01%	-2.48%	0.65%	3.44%	-0.08%	2.59%	0.35%	38.37%
2023	10.65%	1.07%	8.33%	-0.42%	12.87%	4.70%	5.53%	-0.31%	-6.42%	-3.10%	12.08%	9.94%	67.57%
2022	-8.95%	-0.29%	1.70%	-12.05%	3.72%	-12.77%	10.01%	-5.92%	-11.02%	7.78%	9.79%	-6.32%	-25.00%
2021	-0.44%	4.89%	2.15%	3.52%	1.69%	5.02%	1.13%	3.69%	-4.77%	9.00%	8.91%	2.69%	43.56%

Benchmark Metrics

BEST ETF VOO, SCHD, QQQ has an annualized alpha of 15.03%, beta of 1.23, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.

This portfolio captured 182.72% of S&P 500 Index gains and 100.56% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 15.03% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 15.03%

Beta: 1.23

R²: 0.76

Upside Capture: 182.72%

Downside Capture: 100.56%

See how alpha, beta & R² have trended over time →

Expense Ratio

BEST ETF VOO, SCHD, QQQ 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.

QQQ

Invesco QQQ ETF

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

BEST ETF VOO, SCHD, QQQ ranks 98 for risk / return — in the top 98% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for BEST ETF VOO, SCHD, QQQ and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	4.27	1.86	+2.41
Sortino ratioReturn per unit of downside risk	4.72	2.53	+2.19
Omega ratioGain probability vs. loss probability	1.67	1.34	+0.33
Calmar ratioReturn relative to maximum drawdown	10.32	2.53	+7.79
Martin ratioReturn relative to average drawdown	37.99	11.37	+26.61

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AMD Advanced Micro Devices, Inc.	98	5.01	4.54	1.60	12.04	24.74
AVGO Broadcom Inc.	74	1.11	1.69	1.22	1.77	4.11
MU Micron Technology, Inc.	99	10.83	6.14	1.78	24.91	94.64
NVDA NVIDIA Corporation	75	1.20	1.75	1.21	2.07	4.94
QQQ Invesco QQQ ETF	71	2.09	2.73	1.37	3.01	11.22
SCHD Schwab U.S. Dividend Equity ETF	87	2.41	3.72	1.43	5.70	13.97
VOO Vanguard S&P 500 ETF	70	1.99	2.70	1.36	2.75	12.42

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current BEST ETF VOO, SCHD, QQQ Sharpe ratio is 4.27 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of BEST ETF VOO, SCHD, QQQ compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

BEST ETF VOO, SCHD, QQQ provided a 1.19% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.19%	1.37%	1.43%	1.53%	1.75%	1.30%	1.55%	1.67%	1.73%	1.40%	1.52%	1.60%
Portfolio components:
AMD Advanced Micro Devices, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
MU Micron Technology, Inc.	0.05%	0.16%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 BEST ETF VOO, SCHD, QQQ. 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 BEST ETF VOO, SCHD, QQQ was 34.11%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current BEST ETF VOO, SCHD, QQQ drawdown is 5.42%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-34.11%Oct 2022	9mo 20d	7mo 14d	1y 4moDec 2021 - May 2023
COVID crash2020	-33.09%Mar 2020	29d	4mo 2d	5mo 1dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018	-29.69%Dec 2018	2mo 23d	10mo 5d	1y 23dOct 2018 - Oct 2019
2025 selloff2025	-24.66%Apr 2025	2mo 15d	2mo 5d	4mo 20dJan 2025 - Jun 2025
2015 correction2015	-19.81%Aug 2015	5mo 25d	3mo 11d	9mo 6dMar 2015 - Dec 2015

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 7 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.38	1.29	1.24	1.24	1.27

The portfolio has a diversification ratio of 1.27, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

BEST ETF VOO, SCHD, QQQ correlation to the S&P 500 Index

BEST ETF VOO, SCHD, QQQ has a 0.77 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while AMD has the lowest at 0.53.

AMD

0.53

0.57

0.61

0.64

0.82

0.90

1.00

Portfolio Correlations

Correlation vs. BEST ETF VOO, SCHD, QQQ. QQQ has the highest portfolio correlation at 0.85, while SCHD has the lowest at 0.64.

SCHD

0.64

AVGO

0.75

AMD

0.76

0.77

NVDA

0.80

VOO

0.82

QQQ

0.85

Asset Correlations Table

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

	AMD	SCHD	MU	AVGO	NVDA	QQQ	VOO
AMD	1.00	0.37	0.50	0.49	0.60	0.59	0.53
SCHD	0.37	1.00	0.44	0.46	0.38	0.63	0.82
MU	0.50	0.44	1.00	0.55	0.56	0.60	0.57
AVGO	0.49	0.46	0.55	1.00	0.59	0.69	0.63
NVDA	0.60	0.38	0.56	0.59	1.00	0.70	0.61
QQQ	0.59	0.63	0.60	0.69	0.70	1.00	0.90
VOO	0.53	0.82	0.57	0.63	0.61	0.90	1.00

The correlation results are calculated based on daily price changes starting from Oct 20, 2011

Diversification Analysis

Find what BEST ETF VOO, SCHD, QQQ is missing

See which holdings overlap, where BEST ETF VOO, SCHD, QQQ is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification