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QQQ+VOO+SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

QQQ+VOO+SCHG

Currency in USD · Last updated Jun 5, 2026

Asset Allocation

QQQ 33.33%VOO 33.33%SCHG 33.33%EquityEquity
PositionCategory/SectorTarget Weight
QQQ
Invesco QQQ ETF		Nasdaq-100
33.33%
VOO
Vanguard S&P 500 ETF		S&P 500
33.33%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
33.33%

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in QQQ+VOO+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 5, 2026, the QQQ+VOO+SCHG returned 12.96% Year-To-Date and 18.80% of annualized return in the last 10 years.

Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.41%4.48%10.79%10.60%27.02%21.07%12.39%13.65%
Portfolio
QQQ+VOO+SCHG
0.07%6.05%12.96%12.18%31.34%25.54%15.97%18.80%
Portfolio components:
QQQ
Invesco QQQ ETF		-0.48%8.66%20.71%19.19%40.74%28.54%17.86%21.84%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.35%4.73%6.78%6.01%24.63%25.14%15.67%18.74%
VOO
Vanguard S&P 500 ETF		0.39%4.62%11.34%11.27%28.62%22.68%13.98%15.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 10, 2010, QQQ+VOO+SCHG's average daily return is +0.07%, while the average monthly return is +1.46%. At this rate, an investment would double in approximately 4.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +14.2%, while the worst month was Apr 2022 at -11.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, QQQ+VOO+SCHG closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -12.1%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.26%-2.35%-4.98%13.08%7.57%-0.18%12.96%
20252.31%-2.69%-7.09%0.70%7.97%5.89%2.72%1.34%4.52%3.93%-1.04%-0.35%18.76%
20242.01%5.80%2.18%-4.11%5.75%5.65%-0.49%1.76%2.47%-0.75%6.14%-0.49%28.50%
20238.96%-1.35%7.19%1.16%4.91%6.52%3.56%-1.35%-5.04%-1.92%10.38%4.85%43.43%
2022-7.64%-3.82%4.37%-11.88%-1.38%-8.36%11.56%-4.81%-9.92%5.52%5.03%-7.63%-27.70%
2021-0.49%1.01%2.62%6.28%-0.73%4.96%2.88%3.68%-5.25%7.93%0.53%2.34%28.20%

Benchmark Metrics

QQQ+VOO+SCHG has an annualized alpha of 3.39%, beta of 1.07, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

  • This portfolio captured 117.71% of S&P 500 Index gains but only 98.10% of its losses - a favorable profile for investors.
  • This portfolio generated an annualized alpha of 3.39% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.07 and R2 of 0.95, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
Alpha
3.39%
Beta
1.07
R²
0.95
Upside Capture
117.71%
Downside Capture
98.10%

Expense Ratio

QQQ+VOO+SCHG has an expense ratio of 0.08%, 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
SCHG
Schwab U.S. Large-Cap Growth ETF
VOO
Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

QQQ+VOO+SCHG ranks 36 for risk / return — below 36% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

QQQ+VOO+SCHG Risk / Return Rank: 3636
Overall Rank
QQQ+VOO+SCHG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
QQQ+VOO+SCHG Sortino Ratio Rank: 3636
Sortino Ratio Rank
QQQ+VOO+SCHG Omega Ratio Rank: 3838
Omega Ratio Rank
QQQ+VOO+SCHG Calmar Ratio Rank: 3131
Calmar Ratio Rank
QQQ+VOO+SCHG Martin Ratio Rank: 3434
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 QQQ+VOO+SCHG and compares them with S&P 500 Index.

PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.22

2.28

-0.06

Sortino ratioReturn per unit of downside risk

2.97

3.12

-0.15

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

2.62

2.98

-0.36

Martin ratioReturn relative to average drawdown

10.35

13.78

-3.42

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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ ETF		742.573.371.443.4213.14
SCHG
Schwab U.S. Large-Cap Growth ETF		401.602.181.281.515.04
VOO
Vanguard S&P 500 ETF		742.443.311.443.2315.03

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.

QQQ+VOO+SCHG Sharpe ratios as of Jun 5, 2026 (values are recalculated daily):

  • 1-Year: 2.22
  • 5-Year: 0.79
  • 10-Year: 0.93
  • All Time: 0.94

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 1.83 to 2.81, 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 QQQ+VOO+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

QQQ+VOO+SCHG provided a 0.59% dividend yield over the last twelve months.

PositionTTM20252024202320222021202020192018201720162015
Portfolio0.59%0.65%0.73%0.85%1.01%0.70%0.87%1.15%1.42%1.21%1.37%1.44%
Portfolio components:
QQQ
Invesco QQQ ETF		0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.36%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%
VOO
Vanguard S&P 500 ETF		1.02%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 QQQ+VOO+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 QQQ+VOO+SCHG was 31.38%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.

The current QQQ+VOO+SCHG drawdown is 0.65%.

Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-31.38%Mar 2020
1mo 2d3mo 11d
4mo 13dFeb 2020 - Jul 2020
Bear market2022
-31.27%Oct 2022
9mo 20d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-21.45%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-21.20%Dec 2018
2mo 23d3mo 19d
6mo 12dOct 2018 - Apr 2019
2011 correction2011
-17.50%Oct 2011
2mo 27d4mo 1d
6mo 28dJul 2011 - Feb 2012

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 3.00, 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

1.01

1.01

1.01

1.01

1.01

The portfolio has a diversification ratio of 1.01, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

QQQ+VOO+SCHG correlation to the S&P 500 Index

QQQ+VOO+SCHG has a 0.97 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

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.96

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while QQQ has the lowest at 0.90.

QQQ
0.90
SCHG
0.95
VOO
1.00

Portfolio Correlations

Correlation vs. QQQ+VOO+SCHG. SCHG has the highest portfolio correlation at 0.99, while VOO has the lowest at 0.96.

VOO
0.96
QQQ
0.98
SCHG
0.99

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
QQQVOOSCHG
QQQ1.000.900.96
VOO0.901.000.94
SCHG0.960.941.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010
Diversification Analysis

Find what QQQ+VOO+SCHG is missing

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

Analyze Diversification