40/40/20 SCHd VIG SCHG

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab U.S. Dividend Equity ETF	Dividend	40%
VIG Vanguard Dividend Appreciation ETF	Dividend	40%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 40/40/20 SCHd VIG SCHG, 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 3 months.

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Returns By Period

As of Jun 6, 2026, the 40/40/20 SCHd VIG SCHG returned 11.33% Year-To-Date and 14.24% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	0.25%	7.86%	7.47%	—	—	—	—
Portfolio 40/40/20 SCHd VIG SCHG	-1.54%	1.33%	11.33%	10.92%	23.92%	17.77%	10.91%	14.24%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	-0.89%	2.02%	18.75%	18.75%	27.90%	15.14%	8.31%	12.64%
SCHG Schwab U.S. Large-Cap Growth ETF	-2.99%	-0.18%	3.59%	2.53%	21.86%	23.83%	14.97%	18.38%
VIG Vanguard Dividend Appreciation ETF	-1.37%	1.51%	6.56%	6.11%	18.98%	16.25%	10.41%	13.07%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, 40/40/20 SCHd VIG SCHG's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +11.9%, while the worst month was Mar 2020 at -10.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 40/40/20 SCHd VIG SCHG closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -10.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.88%	2.64%	-3.95%	6.98%	3.00%	-1.33%							11.33%
2025	2.47%	0.39%	-3.65%	-3.38%	3.75%	3.73%	0.96%	3.26%	1.50%	0.35%	1.90%	-0.28%	11.20%
2024	1.07%	3.49%	3.36%	-4.25%	3.37%	2.00%	3.89%	2.63%	1.44%	-0.79%	5.44%	-4.09%	18.43%
2023	3.98%	-2.65%	2.07%	0.88%	-1.44%	6.10%	3.32%	-1.54%	-4.45%	-2.42%	7.75%	5.03%	17.00%
2022	-5.00%	-2.68%	3.32%	-6.34%	1.04%	-7.27%	6.85%	-3.53%	-8.26%	9.36%	6.26%	-4.44%	-11.96%
2021	-1.67%	3.15%	6.38%	4.04%	1.62%	0.85%	2.20%	2.28%	-4.56%	6.32%	-1.29%	5.76%	27.36%

Benchmark Metrics

40/40/20 SCHd VIG SCHG has an annualized alpha of 6.94%, beta of 0.67, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.67%) than losses (37.79%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 6.94% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.67 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 6.94%

Beta: 0.67

R²: 0.73

Upside Capture: 76.67%

Downside Capture: 37.79%

Expense Ratio

40/40/20 SCHd VIG SCHG has an expense ratio of 0.05%, 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.

SCHD

Schwab U.S. Dividend Equity ETF

VIG

Vanguard Dividend Appreciation ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

Risk / Return Rank

40/40/20 SCHd VIG SCHG ranks 69 for risk / return — better than 69% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 40/40/20 SCHd VIG SCHG and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.53	—	—
Sortino ratioReturn per unit of downside risk	3.59	—	—
Omega ratioGain probability vs. loss probability	1.46	—	—
Calmar ratioReturn relative to maximum drawdown	4.02	—	—
Martin ratioReturn relative to average drawdown	16.22	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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
SCHD Schwab U.S. Dividend Equity ETF	83	2.55	3.94	1.46	6.07	14.90
SCHG Schwab U.S. Large-Cap Growth ETF	35	1.39	1.90	1.25	1.34	4.47
VIG Vanguard Dividend Appreciation ETF	55	1.89	2.74	1.34	2.41	9.72

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.

40/40/20 SCHd VIG SCHG Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.53
5-Year: 0.75
10-Year: 0.87
All Time: 0.93

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.65 to 2.53, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 40/40/20 SCHd VIG SCHG 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

40/40/20 SCHd VIG SCHG provided a 1.97% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.97%	2.25%	2.23%	2.24%	2.25%	1.82%	2.02%	2.04%	2.31%	2.01%	2.22%	2.37%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
VIG Vanguard Dividend Appreciation ETF	1.48%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

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 40/40/20 SCHd VIG SCHG. 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 40/40/20 SCHd VIG SCHG was 32.23%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current 40/40/20 SCHd VIG SCHG drawdown is 1.54%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-32.23%Mar 2020	1mo 2d	4mo 17d	5mo 19dFeb 2020 - Aug 2020
Bear market2022	-21.08%Sep 2022	8mo 28d	1y 2mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-17.92%Dec 2018	3mo 1d	3mo 12d	6mo 13dSep 2018 - Apr 2019
2025 selloff2025	-15.98%Apr 2025	4mo 7d	2mo 25d	7mo 2dDec 2024 - Jul 2025
2015 correction2015	-12.24%Aug 2015	5mo 25d	7mo 7d	1y 27dMar 2015 - Mar 2016

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 3 assets, with an effective number of assets of 2.78, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.21	1.12	1.08	1.05	1.05

The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

40/40/20 SCHd VIG SCHG correlation to the S&P 500 Index

40/40/20 SCHd VIG SCHG has a 0.81 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.81
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011	0.81

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHG has the highest benchmark correlation at 0.94, while SCHD has the lowest at 0.36.

SCHD

0.36

VIG

0.83

SCHG

0.94

Portfolio Correlations

Correlation vs. 40/40/20 SCHd VIG SCHG. VIG has the highest portfolio correlation at 0.98, while SCHG has the lowest at 0.85.

SCHG

0.85

SCHD

0.93

VIG

0.98

Asset Correlations Table

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

	SCHD	SCHG	VIG
SCHD	1.00	0.66	0.89
SCHG	0.66	1.00	0.81
VIG	0.89	0.81	1.00

The correlation results are calculated based on daily price changes starting from Oct 21, 2011

Diversification Analysis

Find what 40/40/20 SCHd VIG SCHG is missing

See which holdings overlap, where 40/40/20 SCHd VIG SCHG is concentrated, and which low-correlation assets could fill the gaps.

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