Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHB Schwab U.S. Broad Market ETF | Large Cap Blend Equities | 40% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 30% |
SCHF Schwab International Equity ETF | Foreign Large Cap Equities | 20% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
Find the right asset allocation for 3-2 - real ex fund vs total world fund w/ schb > schg
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 3-2 - real ex fund vs total world fund w/ schb > 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 13, 2026, the 3-2 - real ex fund vs total world fund w/ schb > schg returned 7.95% Year-To-Date and 14.10% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 3-2 - real ex fund vs total world fund w/ schb > schg | 0.28% | 0.45% | 7.95% | 8.49% | 23.57% | 19.60% | 11.47% | 14.10% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | -0.12% | 1.03% | 0.52% | 0.91% | 4.77% | 4.17% | 0.03% | 1.58% |
SCHB Schwab U.S. Broad Market ETF | 0.49% | 0.95% | 9.68% | 9.76% | 26.16% | 20.63% | 12.26% | 15.01% |
SCHF Schwab International Equity ETF | 0.29% | 3.90% | 15.39% | 17.24% | 31.75% | 19.18% | 9.76% | 10.82% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.12% | -2.45% | 2.58% | 2.96% | 20.32% | 22.68% | 14.33% | 18.50% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 11, 2009, 3-2 - real ex fund vs total world fund w/ schb > schg's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +11.2%, while the worst month was Mar 2020 at -11.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 3-2 - real ex fund vs total world fund w/ schb > schg closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.26% | 0.08% | -5.43% | 9.59% | 5.10% | -2.21% | 7.95% | ||||||
| 2025 | 2.74% | -1.27% | -4.63% | 0.93% | 6.02% | 4.71% | 1.64% | 2.18% | 3.37% | 2.74% | -0.21% | 0.43% | 19.82% |
| 2024 | 1.02% | 4.71% | 2.68% | -3.86% | 4.82% | 3.09% | 1.26% | 2.15% | 1.92% | -1.67% | 5.09% | -1.91% | 20.56% |
| 2023 | 7.87% | -2.23% | 4.34% | 1.45% | 1.29% | 5.65% | 3.09% | -1.91% | -4.50% | -2.32% | 9.29% | 4.93% | 29.23% |
| 2022 | -6.00% | -2.84% | 2.54% | -9.40% | -0.40% | -7.67% | 8.87% | -4.54% | -9.07% | 5.64% | 6.24% | -5.25% | -21.59% |
| 2021 | -0.61% | 1.73% | 2.39% | 5.02% | 0.37% | 2.85% | 1.90% | 2.53% | -4.23% | 6.03% | -1.33% | 2.73% | 20.68% |
Benchmark Metrics
3-2 - real ex fund vs total world fund w/ schb > schg has an annualized alpha of 1.14%, beta of 0.91, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since December 11, 2009.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.43%) than losses (91.98%) - typical of diversified or defensive assets.
- With beta of 0.91 and R2 of 0.98, 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
- 1.14%
- Beta
- 0.91
- R²
- 0.98
- Upside Capture
- 94.43%
- Downside Capture
- 91.98%
Expense Ratio
3-2 - real ex fund vs total world fund w/ schb > schg has an expense ratio of 0.04%, 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
3-2 - real ex fund vs total world fund w/ schb > schg ranks 37 for risk / return — below 37% 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
The table below presents risk-adjusted performance metrics for 3-2 - real ex fund vs total world fund w/ schb > schg and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.77 | 1.86 | -0.10 |
| Sortino ratioReturn per unit of downside risk | 2.44 | 2.53 | -0.09 |
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 2.53 | -0.08 |
| Martin ratioReturn relative to average drawdown | 10.67 | 11.37 | -0.70 |
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 |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 36 | 1.18 | 1.77 | 1.21 | 1.65 | 4.81 |
SCHB Schwab U.S. Broad Market ETF | 67 | 1.96 | 2.66 | 1.35 | 2.78 | 12.44 |
SCHF Schwab International Equity ETF | 60 | 1.82 | 2.52 | 1.33 | 2.64 | 10.14 |
SCHG Schwab U.S. Large-Cap Growth ETF | 32 | 1.18 | 1.64 | 1.21 | 1.14 | 3.78 |
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Dividends
Dividend yield
3-2 - real ex fund vs total world fund w/ schb > schg provided a 1.51% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.51% | 1.62% | 1.63% | 1.60% | 1.63% | 1.46% | 1.46% | 1.83% | 2.07% | 1.69% | 1.82% | 1.88% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
SCHB Schwab U.S. Broad Market ETF | 1.03% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
SCHF Schwab International Equity ETF | 2.96% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 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 3-2 - real ex fund vs total world fund w/ schb > 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 3-2 - real ex fund vs total world fund w/ schb > schg was 30.76%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current 3-2 - real ex fund vs total world fund w/ schb > schg drawdown is 2.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.76%Mar 2020 | 1mo 2d | 3mo 29d | 5mo 1dFeb 2020 - Jul 2020 |
Bear market2022 | -27.48%Oct 2022 | 9mo 20d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
2011 correction2011 | -19.04%Oct 2011 | 5mo 4d | 4mo 28d | 10mo 2dMay 2011 - Feb 2012 |
Rate-hike selloffLate 2018 | -17.58%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
2025 selloff2025 | -16.83%Apr 2025 | 1mo 18d | 1mo 27d | 3mo 15dFeb 2025 - Jun 2025 |
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 4 assets, with an effective number of assets of 3.33, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.08 | 1.08 | 1.07 | 1.06 | 1.06 |
The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
3-2 - real ex fund vs total world fund w/ schb > schg correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009 | 0.98 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHB has the highest benchmark correlation at 0.99, while BND has the lowest at -0.10.
Asset Correlations Table
Find what 3-2 - real ex fund vs total world fund w/ schb > schg is missing
See which holdings overlap, where 3-2 - real ex fund vs total world fund w/ schb > schg is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification