5-30-26 Fidelity ETV IVLU and VTD all to SCHD

Asset Allocation

Position	Category/Sector	Target Weight
NEAR iShares Short Duration Bond Active ETF	Short-Term Bond	11.14%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	High Yield Bonds	11.04%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	10.89%
IVV iShares Core S&P 500 ETF	S&P 500	10.54%
FLOT iShares Floating Rate Bond ETF	Ultrashort Bond, Corporate Bonds	9.76%
VCSH Vanguard Short-Term Corporate Bond ETF	Corporate Bonds	9.63%
FBALX Fidelity Balanced Fund	Diversified Portfolio	7.14%
VMFXX Vanguard Federal Money Market Fund	Money Market	6.56%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	5.58%
EFV iShares MSCI EAFE Value ETF	Foreign Large Cap Equities	5.18%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	4.85%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	4.50%
VGPMX Vanguard Global Capital Cycles Fund	Global Equities	3.19%
IVLU iShares MSCI Intl Value Factor ETF	Foreign Large Cap Equities	0%
VTV Vanguard Value ETF	Large Cap Value Equities	0%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 5-30-26 Fidelity ETV IVLU and VTD all to SCHD , 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

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio 5-30-26 Fidelity ETV IVLU and VTD all to SCHD	0.09%	0.01%	6.51%	7.56%	16.12%	12.69%	7.70%	—
Portfolio components:
DGRO iShares Core Dividend Growth ETF	-0.29%	2.67%	8.47%	9.27%	21.90%	16.63%	10.64%	13.26%
EFV iShares MSCI EAFE Value ETF	0.35%	-1.10%	8.07%	12.00%	25.73%	21.26%	11.92%	9.94%
FBALX Fidelity Balanced Fund	-2.10%	-0.35%	7.96%	8.36%	21.65%	15.93%	8.87%	11.48%
FLOT iShares Floating Rate Bond ETF	0.00%	0.41%	1.87%	2.15%	4.85%	5.60%	4.20%	3.03%
IVLU iShares MSCI Intl Value Factor ETF	0.45%	0.05%	10.99%	14.55%	32.63%	23.34%	13.74%	11.09%
IVV iShares Core S&P 500 ETF	0.24%	0.23%	8.72%	8.76%	24.89%	21.44%	13.50%	15.32%
NEAR iShares Short Duration Bond Active ETF	-0.02%	-0.18%	0.53%	1.05%	4.12%	5.54%	3.81%	2.82%
SCHD Schwab U.S. Dividend Equity ETF	-0.03%	2.12%	18.71%	19.28%	26.37%	14.73%	8.49%	12.65%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	0.05%	-0.15%	1.32%	1.95%	6.39%	7.95%	4.77%	5.12%
VCSH Vanguard Short-Term Corporate Bond ETF	0.03%	-0.26%	0.44%	0.92%	4.56%	5.56%	2.26%	2.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 26, 2021, 5-30-26 Fidelity ETV IVLU and VTD all to SCHD 's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +5.1%, while the worst month was Jun 2022 at -5.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 5-30-26 Fidelity ETV IVLU and VTD all to SCHD closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +4.0%, while the worst single day was Apr 4, 2025 at -3.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.77%	2.10%	-2.86%	3.80%	1.68%	-1.00%							6.51%
2025	1.82%	1.09%	-0.70%	-0.32%	2.38%	2.32%	0.44%	2.44%	1.49%	0.57%	1.23%	0.98%	14.57%
2024	0.19%	1.59%	2.27%	-1.73%	2.38%	0.42%	2.25%	1.68%	1.34%	-1.10%	1.95%	-1.89%	9.61%
2023	3.62%	-1.74%	1.13%	1.02%	-1.44%	3.08%	2.20%	-1.09%	-1.80%	-1.47%	4.66%	3.21%	11.64%
2022	-1.44%	-1.10%	0.82%	-3.70%	1.24%	-4.97%	3.36%	-2.30%	-4.75%	4.16%	5.05%	-1.71%	-5.79%
2021					0.28%	-0.03%	0.47%	1.03%	-1.82%	2.31%	-1.46%	2.91%	3.65%

Benchmark Metrics

5-30-26 Fidelity ETV IVLU and VTD all to SCHD has an annualized alpha of 2.35%, beta of 0.43, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.

This portfolio participated in 45.54% of S&P 500 Index downside but only 44.64% of its upside - more exposed to losses than it benefited from rallies.
This portfolio generated an annualized alpha of 2.35% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.43 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 2.35%

Beta: 0.43

R²: 0.87

Upside Capture: 44.64%

Downside Capture: 45.54%

Expense Ratio

5-30-26 Fidelity ETV IVLU and VTD all to SCHD has an expense ratio of 0.18%, 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.

Top 10 holdings

FBALX

Fidelity Balanced Fund

EFV

iShares MSCI EAFE Value ETF

VGPMX

Vanguard Global Capital Cycles Fund

IVLU

iShares MSCI Intl Value Factor ETF

SHYG

iShares 0-5 Year High Yield Corporate Bond ETF

NEAR

iShares Short Duration Bond Active ETF

FLOT

iShares Floating Rate Bond ETF

VMFXX

Vanguard Federal Money Market Fund

DGRO

iShares Core Dividend Growth ETF

VYMI

Vanguard International High Dividend Yield ETF

Return for Risk

Risk / Return Rank

5-30-26 Fidelity ETV IVLU and VTD all to SCHD ranks 85 for risk / return — in the top 85% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 5-30-26 Fidelity ETV IVLU and VTD all to SCHD and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.73	1.94	+0.80
Sortino ratioReturn per unit of downside risk	3.93	2.63	+1.30
Omega ratioGain probability vs. loss probability	1.53	1.35	+0.18
Calmar ratioReturn relative to maximum drawdown	3.75	2.59	+1.16
Martin ratioReturn relative to average drawdown	15.81	11.84	+3.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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
DGRO iShares Core Dividend Growth ETF	78	2.32	3.37	1.42	3.40	13.12
EFV iShares MSCI EAFE Value ETF	57	1.80	2.50	1.32	2.37	8.79
FBALX Fidelity Balanced Fund	79	2.52	3.48	1.48	3.46	16.47
FLOT iShares Floating Rate Bond ETF	99	6.54	11.79	3.22	11.27	104.83
IVLU iShares MSCI Intl Value Factor ETF	69	2.14	2.92	1.38	2.80	10.66
IVV iShares Core S&P 500 ETF	69	2.07	2.79	1.38	2.81	12.97
NEAR iShares Short Duration Bond Active ETF	89	3.05	4.80	1.63	3.65	16.68
SCHD Schwab U.S. Dividend Equity ETF	85	2.43	3.75	1.43	5.74	14.06
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	77	2.02	3.09	1.40	3.67	15.93
VCSH Vanguard Short-Term Corporate Bond ETF	82	2.45	3.82	1.48	3.27	13.41

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.

5-30-26 Fidelity ETV IVLU and VTD all to SCHD Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.73
5-Year: 0.99
All Time: 1.00

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 5-30-26 Fidelity ETV IVLU and VTD all to SCHD 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

5-30-26 Fidelity ETV IVLU and VTD all to SCHD provided a 3.96% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.96%	4.14%	4.17%	3.93%	3.17%	2.74%	2.57%	3.06%	3.58%	2.75%	2.38%	2.55%
Portfolio components:
DGRO iShares Core Dividend Growth ETF	1.96%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
EFV iShares MSCI EAFE Value ETF	3.85%	4.16%	4.66%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%
FBALX Fidelity Balanced Fund	5.25%	5.69%	5.67%	2.28%	8.06%	9.66%	5.90%	4.24%	10.99%	7.90%	3.07%	7.70%
FLOT iShares Floating Rate Bond ETF	4.54%	4.84%	5.82%	5.66%	2.06%	0.43%	1.25%	2.78%	2.41%	1.46%	0.97%	0.53%
IVLU iShares MSCI Intl Value Factor ETF	3.34%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%
IVV iShares Core S&P 500 ETF	1.09%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
NEAR iShares Short Duration Bond Active ETF	4.44%	4.54%	5.00%	4.59%	1.78%	0.76%	1.53%	2.69%	2.25%	1.52%	1.07%	0.85%
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	7.03%	7.03%	6.93%	6.54%	5.57%	4.83%	5.07%	5.33%	5.90%	5.49%	5.53%	5.17%
VCSH Vanguard Short-Term Corporate Bond ETF	4.46%	4.35%	3.96%	3.09%	2.01%	1.81%	2.27%	2.87%	2.65%	2.26%	2.10%	2.08%

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 5-30-26 Fidelity ETV IVLU and VTD all to 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 5-30-26 Fidelity ETV IVLU and VTD all to SCHD was 13.02%, occurring on Sep 30, 2022. Recovery took 195 trading sessions.

The current 5-30-26 Fidelity ETV IVLU and VTD all to SCHD drawdown is 1.01%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-13.02%Sep 2022	8mo 20d	9mo 16d	1y 6moJan 2022 - Jul 2023
2025 selloff2025	-7.24%Apr 2025	1mo 16d	1mo 4d	2mo 20dFeb 2025 - May 2025
2023 pullback2023	-5.04%Oct 2023	2mo 27d	1mo 4d	4mo 1dAug 2023 - Nov 2023
2026 pullback2026	-4.32%Mar 2026	29d	21d	1mo 20dFeb 2026 - Apr 2026
2024 pullback2024	-3.02%Aug 2024	19d	11d	1moJul 2024 - Aug 2024

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 15 assets, with an effective number of assets of 11.50, 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	All Time
Diversification Ratio	1.22	1.19	1.16	1.16

The portfolio has a diversification ratio of 1.16, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

5-30-26 Fidelity ETV IVLU and VTD all to SCHD correlation to the S&P 500 Index

5-30-26 Fidelity ETV IVLU and VTD all to SCHD has a 0.85 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since May 26, 2021	0.90

Benchmark Correlations

Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while VMFXX has the lowest at 0.04.

0.04

0.11

0.28

0.30

0.66

0.66

0.67

0.68

0.70

0.73

0.77

0.80

0.85

0.97

1.00

Portfolio Correlations

Correlation vs. 5-30-26 Fidelity ETV IVLU and VTD all to SCHD . DGRO has the highest portfolio correlation at 0.91, while VMFXX has the lowest at 0.05.

0.05

0.22

0.32

0.40

0.79

0.82

0.84

0.86

0.87

0.88

0.90

0.90

0.90

0.90

0.91

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	VMFXX	NEAR	FLOT	VCSH	SCHD	SHYG	VGPMX	IVLU	EFV	VTV	IVV	DGRO	VYMI	FBALX	VEU
VMFXX	1.00	0.11	0.02	0.08	0.07	0.04	-0.00	-0.03	-0.02	0.07	0.04	0.07	-0.03	0.04	-0.02
NEAR	0.11	1.00	0.14	0.70	0.11	0.35	0.16	0.17	0.19	0.12	0.12	0.13	0.19	0.20	0.19
FLOT	0.02	0.14	1.00	0.16	0.25	0.33	0.24	0.26	0.25	0.27	0.30	0.28	0.26	0.29	0.27
VCSH	0.08	0.70	0.16	1.00	0.25	0.58	0.29	0.31	0.33	0.25	0.28	0.28	0.33	0.40	0.35
SCHD	0.07	0.11	0.25	0.25	1.00	0.59	0.62	0.66	0.67	0.93	0.70	0.92	0.67	0.66	0.63
SHYG	0.04	0.35	0.33	0.58	0.59	1.00	0.58	0.63	0.63	0.64	0.73	0.67	0.64	0.78	0.69
VGPMX	-0.00	0.16	0.24	0.29	0.62	0.58	1.00	0.81	0.82	0.69	0.67	0.66	0.86	0.68	0.86
IVLU	-0.03	0.17	0.26	0.31	0.66	0.63	0.81	1.00	0.98	0.72	0.67	0.71	0.96	0.69	0.91
EFV	-0.02	0.19	0.25	0.33	0.67	0.63	0.82	0.98	1.00	0.73	0.66	0.71	0.98	0.68	0.92
VTV	0.07	0.12	0.27	0.25	0.93	0.64	0.69	0.72	0.73	1.00	0.80	0.97	0.74	0.76	0.71
IVV	0.04	0.12	0.30	0.28	0.70	0.73	0.67	0.67	0.66	0.80	1.00	0.85	0.68	0.97	0.77
DGRO	0.07	0.13	0.28	0.28	0.92	0.67	0.66	0.71	0.71	0.97	0.85	1.00	0.71	0.80	0.71
VYMI	-0.03	0.19	0.26	0.33	0.67	0.64	0.86	0.96	0.98	0.74	0.68	0.71	1.00	0.70	0.95
FBALX	0.04	0.20	0.29	0.40	0.66	0.78	0.68	0.69	0.68	0.76	0.97	0.80	0.70	1.00	0.79
VEU	-0.02	0.19	0.27	0.35	0.63	0.69	0.86	0.91	0.92	0.71	0.77	0.71	0.95	0.79	1.00

The correlation results are calculated based on daily price changes starting from May 26, 2021

Diversification Analysis

Find what 5-30-26 Fidelity ETV IVLU and VTD all to SCHD is missing

See which holdings overlap, where 5-30-26 Fidelity ETV IVLU and VTD all to SCHD is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification