Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SWPPX Schwab S&P 500 Index Fund | Large Cap Blend Equities, S&P 500 | 25% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | Large Cap Growth Equities | 25% |
RYVYX Rydex NASDAQ-100 2x Strategy Fund | Leveraged Equities | 25% |
USNQX USAA Nasdaq 100 Index Fund | Nasdaq-100, Large Cap Growth Equities | 25% |
Find the right asset allocation for Charles Schwab Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
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.
Loading charts...
Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% | — |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.71% | -2.92% | -6.22% | 17.82% | 11.67% | -4.30% | 15.44% | ||||||
| 2025 | 2.63% | -3.41% | -9.29% | 0.61% | 10.57% | 7.61% | 3.15% | 1.27% | 6.24% | 4.91% | -1.81% | -0.86% | 22.03% |
| 2024 | 2.22% | 6.93% | 1.95% | -5.58% | 7.32% | 7.18% | -1.60% | 1.71% | 2.90% | -1.14% | 6.90% | 1.15% | 33.25% |
| 2023 | 11.63% | -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
- R²
- 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.
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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| 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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 53 | 1.95 | 2.41 | 1.32 | 2.65 | 9.01 |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 20 | 1.23 | 1.71 | 1.22 | 1.22 | 4.03 |
SWPPX Schwab S&P 500 Index Fund | 64 | 1.96 | 2.66 | 1.36 | 2.74 | 12.42 |
USNQX USAA Nasdaq 100 Index Fund | 64 | 2.04 | 2.67 | 1.36 | 2.92 | 10.87 |
Loading charts...
Dividends
Dividend yield
Charles Schwab Portfolio provided a 2.38% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.38% | 2.94% | 3.86% | 1.18% | 1.68% | 2.18% | 3.23% | 2.24% | 1.10% | 4.49% | 1.17% | 6.80% |
| Portfolio components: | ||||||||||||
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.
Loading charts...
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 26d | 1y 3mo | 2y 1moNov 2021 - Jan 2024 |
COVID crash2020 | -36.59%Mar 2020 | 1mo 2d | 3mo 2d | 4mo 4dFeb 2020 - Jun 2020 |
2025 selloff2025 | -27.02%Apr 2025 | 3mo 22d | 2mo 19d | 6mo 11dDec 2024 - Jun 2025 |
Rate-hike selloffLate 2018 | -26.55%Dec 2018 | 2mo 23d | 3mo 24d | 6mo 17dOct 2018 - Apr 2019 |
2026 correction2026 | -15.44%Mar 2026 | 5mo 1d | 18d | 5mo 19dOct 2025 - Apr 2026 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
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
| 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.
Asset Correlations Table
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