SCHG(70%)+SCHD(15%)+DGRO(15%)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 15% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 15% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHG(70%)+SCHD(15%)+DGRO(15%), 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 Quarterly
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Nov 13, 2024, the SCHG(70%)+SCHD(15%)+DGRO(15%) returned 29.77% Year-To-Date and 15.51% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| SCHG(70%)+SCHD(15%)+DGRO(15%) | 29.77% | 3.10% | 15.32% | 38.00% | 18.53% | 15.51% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 34.42% | 4.28% | 17.22% | 42.10% | 20.72% | 16.81% |
SCHD Schwab US Dividend Equity ETF | 17.07% | 0.77% | 10.34% | 27.17% | 12.67% | 11.62% |
DGRO iShares Core Dividend Growth ETF | 20.38% | -0.13% | 10.29% | 29.00% | 11.93% | 12.00% |
Monthly Returns
The table below presents the monthly returns of SCHG(70%)+SCHD(15%)+DGRO(15%), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.04% | 5.58% | 2.66% | -3.99% | 4.99% | 4.97% | 0.97% | 2.06% | 2.17% | -0.46% | 29.77% | ||
| 2023 | 7.66% | -1.75% | 5.83% | 1.12% | 3.34% | 6.38% | 3.61% | -1.25% | -4.93% | -2.02% | 9.83% | 4.74% | 36.43% |
| 2022 | -7.14% | -3.47% | 4.04% | -10.68% | -1.08% | -7.77% | 10.55% | -4.58% | -9.39% | 6.33% | 4.89% | -6.75% | -24.45% |
| 2021 | -0.88% | 1.60% | 3.56% | 6.20% | -0.44% | 4.26% | 2.82% | 3.37% | -5.01% | 7.76% | -0.29% | 3.01% | 28.50% |
| 2020 | 1.46% | -7.34% | -11.06% | 13.92% | 6.08% | 2.78% | 6.85% | 8.39% | -3.56% | -2.24% | 10.85% | 4.02% | 30.74% |
| 2019 | 8.14% | 3.45% | 2.21% | 4.23% | -6.32% | 7.07% | 1.78% | -1.07% | 1.24% | 2.73% | 4.11% | 2.65% | 33.79% |
| 2018 | 6.41% | -3.38% | -2.47% | 0.25% | 3.28% | 1.02% | 3.29% | 4.29% | 0.69% | -7.62% | 1.76% | -8.44% | -2.07% |
| 2017 | 2.57% | 4.16% | 0.48% | 1.75% | 2.07% | 0.30% | 2.29% | 0.78% | 1.59% | 2.98% | 3.40% | 1.21% | 26.21% |
| 2016 | -5.78% | 0.32% | 6.68% | -0.15% | 1.86% | -0.22% | 4.37% | 0.12% | 0.33% | -2.24% | 3.16% | 1.21% | 9.50% |
| 2015 | -1.94% | 6.17% | -1.17% | 0.00% | 1.43% | -1.87% | 2.46% | -5.86% | -2.82% | 8.31% | 0.23% | -1.99% | 2.14% |
| 2014 | 1.71% | -1.27% | 4.10% | -1.29% | 2.74% | 3.05% | -0.37% | 8.85% |
Expense Ratio
SCHG(70%)+SCHD(15%)+DGRO(15%) has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SCHG(70%)+SCHD(15%)+DGRO(15%) is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.64 | 3.39 | 1.48 | 3.61 | 14.40 |
SCHD Schwab US Dividend Equity ETF | 2.64 | 3.81 | 1.47 | 2.92 | 14.57 |
DGRO iShares Core Dividend Growth ETF | 3.23 | 4.57 | 1.60 | 4.06 | 21.73 |
Dividends
Dividend yield
SCHG(70%)+SCHD(15%)+DGRO(15%) provided a 1.11% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.11% | 1.22% | 1.24% | 1.00% | 1.18% | 1.35% | 1.72% | 1.41% | 1.50% | 1.68% | 1.30% | 1.12% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
DGRO iShares Core Dividend Growth ETF | 2.16% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHG(70%)+SCHD(15%)+DGRO(15%). 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 SCHG(70%)+SCHD(15%)+DGRO(15%) was 32.79%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current SCHG(70%)+SCHD(15%)+DGRO(15%) drawdown is 0.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -28.87% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -19.87% | Oct 2, 2018 | 58 | Dec 24, 2018 | 70 | Apr 5, 2019 | 128 |
| -14.24% | Jul 21, 2015 | 143 | Feb 11, 2016 | 81 | Jun 8, 2016 | 224 |
| -9.99% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
Volatility
Volatility Chart
The current SCHG(70%)+SCHD(15%)+DGRO(15%) volatility is 4.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SCHG | SCHD | DGRO | |
|---|---|---|---|
| SCHG | 1.00 | 0.68 | 0.78 |
| SCHD | 0.68 | 1.00 | 0.94 |
| DGRO | 0.78 | 0.94 | 1.00 |