Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FXAIX Fidelity 500 Index Fund | S&P 500 | 80% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 10% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FXAIX-SCHD-SCHG-80/10/10, 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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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 2, 2026, the FXAIX-SCHD-SCHG-80/10/10 returned -2.59% Year-To-Date and 14.38% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio FXAIX-SCHD-SCHG-80/10/10 | 0.02% | -3.29% | -2.59% | -0.57% | 17.25% | 18.32% | 11.83% | 14.38% |
| Portfolio components: | ||||||||
FXAIX Fidelity 500 Index Fund | 0.72% | -3.44% | -3.65% | -1.50% | 17.37% | 18.58% | 11.95% | 14.16% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.03% | -3.86% | -9.70% | -8.38% | 16.03% | 22.25% | 12.77% | 17.00% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, FXAIX-SCHD-SCHG-80/10/10's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2020 at -12.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FXAIX-SCHD-SCHG-80/10/10 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.84% | -0.29% | -4.68% | 0.64% | -2.59% | ||||||||
| 2025 | 2.62% | -1.20% | -5.42% | -1.18% | 6.04% | 4.93% | 2.14% | 2.25% | 3.25% | 2.13% | 0.32% | 0.05% | 16.56% |
| 2024 | 1.62% | 5.15% | 3.23% | -4.11% | 4.78% | 3.58% | 1.50% | 2.35% | 2.05% | -0.75% | 5.87% | -2.51% | 24.67% |
| 2023 | 6.23% | -2.40% | 3.69% | 1.30% | 0.59% | 6.50% | 3.34% | -1.51% | -4.76% | -2.21% | 9.06% | 4.70% | 26.26% |
| 2022 | -5.31% | -2.98% | 3.72% | -8.71% | 0.28% | -8.20% | 9.06% | -4.06% | -9.12% | 8.04% | 5.56% | -5.76% | -18.16% |
| 2021 | -0.97% | 2.86% | 4.58% | 5.26% | 0.70% | 2.41% | 2.30% | 3.02% | -4.63% | 6.94% | -0.72% | 4.43% | 28.87% |
Benchmark Metrics
FXAIX-SCHD-SCHG-80/10/10 has an annualized alpha of 2.02%, beta of 0.99, and R² of 1.00 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This portfolio captured 105.67% of S&P 500 Index gains but only 95.65% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 2.02% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.99 and R² of 1.00, 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
- 2.02%
- Beta
- 0.99
- R²
- 1.00
- Upside Capture
- 105.67%
- Downside Capture
- 95.65%
Expense Ratio
FXAIX-SCHD-SCHG-80/10/10 has an expense ratio of 0.03%, 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.
Return for Risk
Risk / Return Rank
FXAIX-SCHD-SCHG-80/10/10 ranks 30 for risk / return — below 30% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.88 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.37 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.39 | +0.08 |
Martin ratioReturn relative to average drawdown | 7.18 | 6.43 | +0.74 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 50 | 1.00 | 1.52 | 1.23 | 1.53 | 7.30 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
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Dividends
Dividend yield
FXAIX-SCHD-SCHG-80/10/10 provided a 1.31% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.31% | 1.31% | 1.40% | 1.56% | 1.75% | 1.30% | 1.65% | 2.03% | 2.61% | 1.94% | 2.41% | 2.68% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 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 | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
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 FXAIX-SCHD-SCHG-80/10/10. 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 FXAIX-SCHD-SCHG-80/10/10 was 33.55%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current FXAIX-SCHD-SCHG-80/10/10 drawdown is 5.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -24.46% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -19.31% | Sep 21, 2018 | 65 | Dec 24, 2018 | 71 | Apr 8, 2019 | 136 |
| -18.58% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
| -12.69% | Jul 21, 2015 | 143 | Feb 11, 2016 | 45 | Apr 18, 2016 | 188 |
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 1.52, 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
| Benchmark | SCHD | SCHG | FXAIX | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.82 | 0.94 | 1.00 | 1.00 |
| SCHD | 0.82 | 1.00 | 0.66 | 0.82 | 0.83 |
| SCHG | 0.94 | 0.66 | 1.00 | 0.94 | 0.94 |
| FXAIX | 1.00 | 0.82 | 0.94 | 1.00 | 1.00 |
| Portfolio | 1.00 | 0.83 | 0.94 | 1.00 | 1.00 |