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Charles Schwab Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Charles Schwab Portfolio, 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.93%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
Charles Schwab Portfolio
3.54%-1.70%15.44%15.76%38.50%29.49%17.43%
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
6.56%-1.77%30.64%30.67%70.56%46.26%22.45%34.73%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
1.63%-3.37%2.97%3.50%20.58%22.79%14.07%
SWPPX
Schwab S&P 500 Index Fund
1.76%-1.30%8.55%8.92%25.15%21.04%13.31%15.41%
USNQX
USAA Nasdaq 100 Index Fund
3.29%-0.39%16.78%17.02%36.47%26.28%16.43%21.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 19, 2017, Charles Schwab Portfolio's average daily return is +0.09%, while the average monthly return is +1.84%. At this rate, an investment would double in approximately 3.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +18.3%, while the worst month was Apr 2022 at -15.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Charles Schwab Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.0%, while the worst single day was Mar 16, 2020 at -15.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.71%-2.92%-6.22%17.82%11.67%-4.30%15.44%
20252.63%-3.41%-9.29%0.61%10.57%7.61%3.15%1.27%6.24%4.91%-1.81%-0.86%22.03%
20242.22%6.93%1.95%-5.58%7.32%7.18%-1.60%1.71%2.90%-1.14%6.90%1.15%33.25%
202311.63%-1.45%9.92%0.82%6.94%8.17%4.36%-2.02%-6.48%-2.64%13.09%6.37%57.95%
2022-9.81%-5.26%4.71%-14.98%-1.98%-10.54%14.80%-6.32%-12.73%6.14%6.36%-10.20%-36.53%
2021-0.35%0.51%2.41%7.46%-1.22%7.02%3.46%4.86%-6.92%9.90%1.33%1.11%32.48%

Benchmark Metrics

Charles Schwab Portfolio has an annualized alpha of 4.07%, beta of 1.40, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since December 19, 2017.

  • This portfolio captured 160.73% of S&P 500 Index gains and 123.00% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 4.07% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
4.07%
Beta
1.40
0.92
Upside Capture
160.73%
Downside Capture
123.00%

Expense Ratio

Charles Schwab Portfolio has an expense ratio of 0.59%, placing it in the medium range. 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

Charles Schwab Portfolio 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.


Charles Schwab Portfolio Risk / Return Rank: 3636
Overall Rank
Charles Schwab Portfolio Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
Charles Schwab Portfolio Sortino Ratio Rank: 3434
Sortino Ratio Rank
Charles Schwab Portfolio Omega Ratio Rank: 3636
Omega Ratio Rank
Charles Schwab Portfolio Calmar Ratio Rank: 3535
Calmar Ratio Rank
Charles Schwab Portfolio 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 Charles Schwab Portfolio 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.84

1.86

-0.02

Sortino ratioReturn per unit of downside risk

2.41

2.53

-0.13

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

2.40

2.53

-0.14

Martin ratioReturn relative to average drawdown

8.77

11.37

-2.60


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
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
53
1.952.411.322.659.01
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
20
1.231.711.221.224.03
SWPPX
Schwab S&P 500 Index Fund
64
1.962.661.362.7412.42
USNQX
USAA Nasdaq 100 Index Fund
64
2.042.671.362.9210.87

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.

The current Charles Schwab Portfolio Sharpe ratio is 1.84 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 Charles Schwab Portfolio 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

Charles Schwab Portfolio provided a 2.38% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.38%2.94%3.86%1.18%1.68%2.18%3.23%2.24%1.10%4.49%1.17%6.80%
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
5.48%7.16%11.52%0.00%0.00%1.23%8.91%5.19%0.00%14.19%1.63%21.29%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.44%0.46%0.52%0.67%0.93%1.76%0.67%0.96%1.03%0.00%0.00%0.00%
SWPPX
Schwab S&P 500 Index Fund
1.02%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%
USNQX
USAA Nasdaq 100 Index Fund
2.58%3.01%2.19%2.60%4.13%4.48%1.53%0.88%0.69%1.97%0.50%2.73%

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 Charles Schwab Portfolio. 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 Charles Schwab Portfolio was 40.41%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.

The current Charles Schwab Portfolio drawdown is 5.34%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-40.41%Oct 2022
10mo 26d1y 3mo
2y 1moNov 2021 - Jan 2024
COVID crash2020
-36.59%Mar 2020
1mo 2d3mo 2d
4mo 4dFeb 2020 - Jun 2020
2025 selloff2025
-27.02%Apr 2025
3mo 22d2mo 19d
6mo 11dDec 2024 - Jun 2025
Rate-hike selloffLate 2018
-26.55%Dec 2018
2mo 23d3mo 24d
6mo 17dOct 2018 - Apr 2019
2026 correction2026
-15.44%Mar 2026
5mo 1d18d
5mo 19dOct 2025 - Apr 2026

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 4.00, 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
All Time
Diversification Ratio

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.

Charles Schwab Portfolio correlation to the S&P 500 Index

Charles Schwab Portfolio has a 0.96 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

0.96

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2017

0.95


Benchmark Correlations

Correlation vs. S&P 500 Index. SWPPX has the highest benchmark correlation at 0.99, while USNQX has the lowest at 0.91.

USNQX
0.91
RYVYX
0.92
SWLGX
0.94
SWPPX
0.99

Portfolio Correlations

Correlation vs. Charles Schwab Portfolio. RYVYX has the highest portfolio correlation at 0.99, while SWPPX has the lowest at 0.94.

SWPPX
0.94
SWLGX
0.99
USNQX
0.99
RYVYX
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.

SWPPXUSNQXRYVYXSWLGX
SWPPX1.000.910.910.94
USNQX0.911.000.990.97
RYVYX0.910.991.000.97
SWLGX0.940.970.971.00
The correlation results are calculated based on daily price changes starting from Dec 19, 2017
Diversification Analysis

Find what Charles Schwab Portfolio is missing

See which holdings overlap, where Charles Schwab Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification