Golden Butterfly MOD
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 15% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 10% |
SCHH Schwab US REIT ETF | REIT | 15% |
SCHO Schwab Short-Term U.S. Treasury ETF | Government Bonds | 15% |
SCHQ Schwab Long-Term U.S. Treasury ETF | Government Bonds | 15% |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 20% |
VGT Vanguard Information Technology ETF | Technology Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Golden Butterfly MOD, 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.
The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of SCHQ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Golden Butterfly MOD | -2.47% | -3.00% | -4.60% | 10.22% | 8.87% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -6.12% | -8.13% | -10.14% | 4.46% | 12.75% | 10.25% |
VGT Vanguard Information Technology ETF | -18.60% | -9.34% | -15.75% | 2.12% | 17.43% | 17.97% |
VBR Vanguard Small-Cap Value ETF | -12.08% | -7.72% | -14.52% | -0.40% | 15.21% | 6.86% |
SCHQ Schwab Long-Term U.S. Treasury ETF | 1.64% | -2.76% | -3.80% | 3.35% | -8.89% | N/A |
SCHO Schwab Short-Term U.S. Treasury ETF | 2.33% | 0.76% | 2.35% | 6.19% | 1.16% | 1.47% |
SCHH Schwab US REIT ETF | -1.35% | -3.50% | -8.76% | 15.14% | 6.33% | 3.31% |
IAU iShares Gold Trust | 26.50% | 9.36% | 23.19% | 39.61% | 14.30% | 10.50% |
Monthly Returns
The table below presents the monthly returns of Golden Butterfly MOD, 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 | 2.26% | 0.07% | -1.57% | -3.17% | -2.47% | ||||||||
| 2024 | -1.06% | 2.01% | 3.80% | -3.87% | 3.76% | 1.34% | 4.45% | 1.69% | 2.35% | -0.47% | 3.84% | -4.21% | 13.98% |
| 2023 | 6.54% | -3.00% | 1.53% | -0.11% | -1.00% | 3.90% | 2.62% | -2.12% | -4.91% | -1.46% | 7.49% | 5.90% | 15.50% |
| 2022 | -4.37% | -0.43% | 1.50% | -5.56% | -0.57% | -6.05% | 5.44% | -3.53% | -7.87% | 4.67% | 5.64% | -3.27% | -14.54% |
| 2021 | -0.82% | 1.17% | 2.08% | 3.64% | 1.91% | 0.38% | 1.55% | 1.46% | -3.45% | 4.06% | -0.35% | 3.72% | 16.18% |
| 2020 | 1.37% | -3.99% | -8.74% | 7.05% | 2.13% | 1.77% | 4.91% | 1.80% | -2.50% | -0.99% | 6.37% | 3.66% | 12.34% |
| 2019 | 2.00% | 0.57% | 1.24% | 3.85% |
Expense Ratio
Golden Butterfly MOD 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
With an overall rank of 80, Golden Butterfly MOD is among the top 20% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
VGT Vanguard Information Technology ETF | 0.02 | 0.23 | 1.03 | 0.02 | 0.08 |
VBR Vanguard Small-Cap Value ETF | -0.05 | 0.08 | 1.01 | -0.04 | -0.14 |
SCHQ Schwab Long-Term U.S. Treasury ETF | 0.34 | 0.56 | 1.07 | 0.11 | 0.67 |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.57 | 5.97 | 1.82 | 6.42 | 19.09 |
SCHH Schwab US REIT ETF | 0.81 | 1.19 | 1.16 | 0.57 | 2.65 |
IAU iShares Gold Trust | 2.37 | 3.14 | 1.41 | 4.75 | 12.80 |
Dividends
Dividend yield
Golden Butterfly MOD provided a 2.75% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.75% | 2.63% | 2.46% | 1.85% | 1.23% | 1.58% | 1.66% | 1.72% | 1.22% | 1.32% | 1.30% | 1.13% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VGT Vanguard Information Technology ETF | 0.63% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
VBR Vanguard Small-Cap Value ETF | 2.44% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
SCHQ Schwab Long-Term U.S. Treasury ETF | 4.48% | 4.58% | 3.79% | 2.88% | 1.69% | 1.52% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.22% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% |
SCHH Schwab US REIT ETF | 3.24% | 3.22% | 3.24% | 2.55% | 1.50% | 2.86% | 2.87% | 3.66% | 2.22% | 2.81% | 2.48% | 2.18% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 Golden Butterfly MOD. 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 Golden Butterfly MOD was 21.30%, occurring on Mar 20, 2020. Recovery took 94 trading sessions.
The current Golden Butterfly MOD drawdown is 5.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.3% | Feb 21, 2020 | 21 | Mar 20, 2020 | 94 | Aug 4, 2020 | 115 |
| -20.51% | Jan 3, 2022 | 198 | Oct 14, 2022 | 345 | Mar 1, 2024 | 543 |
| -12.12% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -5.81% | Sep 3, 2020 | 14 | Sep 23, 2020 | 34 | Nov 10, 2020 | 48 |
| -5% | Jul 17, 2024 | 16 | Aug 7, 2024 | 8 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current Golden Butterfly MOD volatility is 8.78%, 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
| IAU | SCHO | SCHQ | VGT | SCHH | SCHD | VBR | |
|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.34 | 0.28 | 0.11 | 0.15 | 0.09 | 0.10 |
| SCHO | 0.34 | 1.00 | 0.59 | -0.02 | 0.12 | -0.02 | -0.03 |
| SCHQ | 0.28 | 0.59 | 1.00 | -0.02 | 0.11 | -0.11 | -0.11 |
| VGT | 0.11 | -0.02 | -0.02 | 1.00 | 0.48 | 0.57 | 0.61 |
| SCHH | 0.15 | 0.12 | 0.11 | 0.48 | 1.00 | 0.69 | 0.70 |
| SCHD | 0.09 | -0.02 | -0.11 | 0.57 | 0.69 | 1.00 | 0.87 |
| VBR | 0.10 | -0.03 | -0.11 | 0.61 | 0.70 | 0.87 | 1.00 |