SCHD/VYM/VONG/BND/KMLM
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in SCHD/VYM/VONG/BND/KMLM, 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 Dec 2, 2020, corresponding to the inception date of KMLM
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 |
| SCHD/VYM/VONG/BND/KMLM | 4.19% | 3.67% | 3.26% | 2.41% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -0.41% | 5.31% | 4.01% | -1.65% | 12.01% | 10.76% |
VYM Vanguard High Dividend Yield ETF | 1.73% | 4.98% | 3.97% | 0.56% | 8.86% | 9.13% |
VONG Vanguard Russell 1000 Growth ETF | 38.14% | 5.45% | 11.75% | 31.45% | 17.72% | 14.76% |
BND Vanguard Total Bond Market ETF | 2.87% | 2.79% | 0.64% | 0.66% | 0.71% | 1.42% |
KMLM KFA Mount Lucas Index Strategy ETF | -3.60% | -5.18% | -4.97% | -4.54% | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.38% | 3.57% | 2.86% | -1.26% | -2.87% | -2.49% | 5.16% |
Dividend yield
SCHD/VYM/VONG/BND/KMLM granted a 3.57% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD/VYM/VONG/BND/KMLM | 3.57% | 3.35% | 2.81% | 2.42% | 2.45% | 2.62% | 2.26% | 2.39% | 2.52% | 2.32% | 2.27% | 2.64% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% | 2.86% |
VYM Vanguard High Dividend Yield ETF | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% | 3.23% |
VONG Vanguard Russell 1000 Growth ETF | 0.70% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% | 1.69% |
BND Vanguard Total Bond Market ETF | 3.11% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% | 3.24% |
KMLM KFA Mount Lucas Index Strategy ETF | 8.42% | 8.12% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The SCHD/VYM/VONG/BND/KMLM features an expense ratio of 0.14%, falling within the medium range. 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 | -0.08 | ||||
VYM Vanguard High Dividend Yield ETF | 0.09 | ||||
VONG Vanguard Russell 1000 Growth ETF | 1.99 | ||||
BND Vanguard Total Bond Market ETF | 0.05 | ||||
KMLM KFA Mount Lucas Index Strategy ETF | -0.33 |
Asset Correlations Table
| BND | KMLM | VONG | VYM | SCHD | |
|---|---|---|---|---|---|
| BND | 1.00 | -0.48 | 0.20 | 0.06 | 0.08 |
| KMLM | -0.48 | 1.00 | -0.21 | -0.11 | -0.13 |
| VONG | 0.20 | -0.21 | 1.00 | 0.63 | 0.65 |
| VYM | 0.06 | -0.11 | 0.63 | 1.00 | 0.97 |
| SCHD | 0.08 | -0.13 | 0.65 | 0.97 | 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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.92% | Jan 5, 2022 | 186 | Sep 30, 2022 | 204 | Jul 26, 2023 | 390 |
| -7.53% | Aug 1, 2023 | 63 | Oct 27, 2023 | — | — | — |
| -3.78% | Nov 17, 2021 | 10 | Dec 1, 2021 | 16 | Dec 23, 2021 | 26 |
| -3.28% | Aug 17, 2021 | 25 | Sep 21, 2021 | 20 | Oct 19, 2021 | 45 |
| -3.06% | Jun 7, 2021 | 10 | Jun 18, 2021 | 25 | Jul 26, 2021 | 35 |
Volatility Chart
The current SCHD/VYM/VONG/BND/KMLM volatility is 1.90%, 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.