SCHD/VYM/VONG/BND/KMLM
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
KMLM KFA Mount Lucas Index Strategy ETF | Long-Short, Actively Managed | 10% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 30% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 10% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 30% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 2, 2020, corresponding to the inception date of KMLM
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% |
| SCHD/VYM/VONG/BND/KMLM | -2.49% | 3.55% | -4.92% | 4.07% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
VYM Vanguard High Dividend Yield ETF | -0.80% | 5.51% | -3.74% | 8.03% | 13.88% | 9.50% |
VONG Vanguard Russell 1000 Growth ETF | -6.49% | 9.03% | -5.73% | 11.99% | 17.00% | 15.36% |
BND Vanguard Total Bond Market ETF | 2.21% | 0.98% | 1.19% | 5.53% | -0.78% | 1.51% |
KMLM KFA Mount Lucas Index Strategy ETF | -6.37% | -0.83% | -5.45% | -10.86% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of SCHD/VYM/VONG/BND/KMLM, 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 | 1.78% | 1.10% | -2.08% | -3.49% | 0.27% | -2.49% | |||||||
| 2024 | 0.38% | 2.00% | 3.61% | -2.96% | 1.91% | 0.64% | 3.81% | 1.75% | 1.23% | -0.92% | 3.70% | -3.39% | 12.03% |
| 2023 | 2.54% | -2.55% | 0.55% | 0.80% | -2.38% | 3.57% | 2.86% | -1.26% | -2.87% | -2.49% | 5.16% | 4.30% | 8.05% |
| 2022 | -1.75% | -1.23% | 2.57% | -3.52% | 2.38% | -5.88% | 3.99% | -1.83% | -6.00% | 7.19% | 4.26% | -3.34% | -4.08% |
| 2021 | -0.62% | 3.46% | 4.61% | 2.90% | 1.75% | -0.12% | 0.88% | 1.56% | -2.63% | 4.05% | -1.74% | 4.26% | 19.62% |
| 2020 | 1.91% | 1.91% |
Expense Ratio
SCHD/VYM/VONG/BND/KMLM has an expense ratio of 0.14%, 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 SCHD/VYM/VONG/BND/KMLM is 26, 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 |
VYM Vanguard High Dividend Yield ETF | 0.53 | 0.94 | 1.13 | 0.66 | 2.59 |
VONG Vanguard Russell 1000 Growth ETF | 0.49 | 0.85 | 1.12 | 0.53 | 1.77 |
BND Vanguard Total Bond Market ETF | 1.00 | 1.45 | 1.17 | 0.44 | 2.54 |
KMLM KFA Mount Lucas Index Strategy ETF | -1.03 | -1.29 | 0.85 | -0.35 | -1.50 |
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Dividends
Dividend yield
SCHD/VYM/VONG/BND/KMLM provided a 2.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.99% | 2.79% | 2.67% | 3.35% | 2.81% | 2.42% | 2.45% | 2.62% | 2.26% | 2.39% | 2.52% | 2.32% |
| 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% |
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% |
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% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
KMLM KFA Mount Lucas Index Strategy ETF | 0.87% | 0.82% | 0.00% | 8.12% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 SCHD/VYM/VONG/BND/KMLM. 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 SCHD/VYM/VONG/BND/KMLM was 11.92%, occurring on Sep 30, 2022. Recovery took 204 trading sessions.
The current SCHD/VYM/VONG/BND/KMLM drawdown is 5.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.92% | Jan 5, 2022 | 186 | Sep 30, 2022 | 204 | Jul 26, 2023 | 390 |
| -11.16% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -7.53% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -3.81% | Jul 18, 2024 | 15 | Aug 7, 2024 | 8 | Aug 19, 2024 | 23 |
| -3.78% | Nov 17, 2021 | 10 | Dec 1, 2021 | 16 | Dec 23, 2021 | 26 |
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 4.17, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | KMLM | BND | VONG | SCHD | VYM | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.12 | 0.16 | 0.94 | 0.76 | 0.80 | 0.87 |
| KMLM | -0.12 | 1.00 | -0.39 | -0.14 | -0.10 | -0.08 | -0.01 |
| BND | 0.16 | -0.39 | 1.00 | 0.18 | 0.12 | 0.10 | 0.19 |
| VONG | 0.94 | -0.14 | 0.18 | 1.00 | 0.56 | 0.60 | 0.70 |
| SCHD | 0.76 | -0.10 | 0.12 | 0.56 | 1.00 | 0.95 | 0.95 |
| VYM | 0.80 | -0.08 | 0.10 | 0.60 | 0.95 | 1.00 | 0.97 |
| Portfolio | 0.87 | -0.01 | 0.19 | 0.70 | 0.95 | 0.97 | 1.00 |