SP500 + QQQM + SCHD
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 45% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 35% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.39% | 12.89% | 1.19% | 12.45% | 14.95% | 10.86% |
| SP500 + QQQM + SCHD | 1.53% | 13.40% | 1.78% | 13.24% | N/A | N/A |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 1.82% | 13.00% | 1.81% | 13.87% | 16.69% | 12.73% |
QQQM Invesco NASDAQ 100 ETF | 2.30% | 17.54% | 4.76% | 16.33% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | -1.83% | 4.56% | -5.98% | 3.40% | 13.20% | 10.65% |
Monthly Returns
The table below presents the monthly returns of SP500 + QQQM + SCHD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.29% | -1.13% | -5.58% | -1.19% | 7.61% | 1.53% | |||||||
| 2024 | 1.42% | 4.57% | 2.66% | -4.28% | 5.04% | 4.09% | 0.88% | 1.87% | 2.08% | -0.67% | 5.43% | -1.96% | 22.74% |
| 2023 | 7.42% | -1.66% | 5.54% | 0.61% | 2.90% | 6.19% | 3.74% | -1.56% | -4.76% | -2.45% | 9.34% | 5.38% | 33.99% |
| 2022 | -6.29% | -3.36% | 3.92% | -9.96% | 0.26% | -8.59% | 9.70% | -4.26% | -9.50% | 6.91% | 5.80% | -6.67% | -22.08% |
| 2021 | -0.35% | 2.28% | 4.05% | 4.88% | 0.33% | 3.47% | 2.25% | 3.35% | -4.94% | 6.90% | 0.27% | 3.47% | 28.65% |
| 2020 | -7.11% | 11.37% | 4.15% | 7.74% |
Expense Ratio
SP500 + QQQM + SCHD has an expense ratio of 0.09%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SP500 + QQQM + SCHD is 35, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 0.72 | 1.11 | 1.16 | 0.74 | 2.82 |
QQQM Invesco NASDAQ 100 ETF | 0.65 | 1.05 | 1.15 | 0.71 | 2.30 |
SCHD Schwab US Dividend Equity ETF | 0.21 | 0.40 | 1.05 | 0.21 | 0.64 |
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Dividends
Dividend yield
SP500 + QQQM + SCHD provided a 1.49% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.49% | 1.45% | 1.49% | 1.65% | 1.17% | 1.24% | 1.22% | 1.39% | 1.14% | 1.27% | 1.29% | 1.15% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 1.28% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
QQQM Invesco NASDAQ 100 ETF | 0.58% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.91% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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 SP500 + QQQM + SCHD. 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 SP500 + QQQM + SCHD was 27.18%, occurring on Oct 14, 2022. Recovery took 291 trading sessions.
The current SP500 + QQQM + SCHD drawdown is 3.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.18% | Dec 28, 2021 | 202 | Oct 14, 2022 | 291 | Dec 12, 2023 | 493 |
| -19.36% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -9.01% | Jul 17, 2024 | 16 | Aug 7, 2024 | 30 | Sep 19, 2024 | 46 |
| -7.11% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -5.83% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
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 2.74, 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
| ^GSPC | SCHD | QQQM | SPLG | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.76 | 0.92 | 1.00 | 0.99 |
| SCHD | 0.76 | 1.00 | 0.54 | 0.76 | 0.72 |
| QQQM | 0.92 | 0.54 | 1.00 | 0.92 | 0.96 |
| SPLG | 1.00 | 0.76 | 0.92 | 1.00 | 0.99 |
| Portfolio | 0.99 | 0.72 | 0.96 | 0.99 | 1.00 |