40/30/30 FDVV/SCHG/FFRHX

Asset Allocation

Position	Category/Sector	Target Weight
FDVV Fidelity High Dividend ETF	Large Cap Blend Equities, Dividend	40%
FFRHX Fidelity Floating Rate High Income Fund	Bank Loan	30%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	30%

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 40/30/30 FDVV/SCHG/FFRHX, 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 40/30/30 FDVV/SCHG/FFRHX	-0.04%	0.45%	5.08%	5.06%	17.28%	17.46%	11.80%	—
Portfolio components:
FDVV Fidelity High Dividend ETF	-0.21%	1.68%	7.59%	7.85%	22.32%	19.56%	13.25%	—
FFRHX Fidelity Floating Rate High Income Fund	-0.11%	0.33%	1.82%	2.24%	5.90%	7.48%	5.42%	4.91%
SCHG Schwab U.S. Large-Cap Growth ETF	0.15%	-0.94%	3.75%	2.93%	20.82%	24.03%	14.90%	18.53%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 15, 2016, 40/30/30 FDVV/SCHG/FFRHX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +10.7%, while the worst month was Mar 2020 at -14.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 40/30/30 FDVV/SCHG/FFRHX closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Mar 16, 2020 at -8.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.49%	-0.79%	-3.50%	7.08%	4.11%	-2.03%							5.08%
2025	1.25%	-0.47%	-3.61%	-1.04%	4.95%	3.95%	2.35%	1.68%	2.29%	1.67%	0.29%	0.11%	13.96%
2024	1.41%	3.29%	2.39%	-2.06%	4.40%	2.17%	1.58%	1.88%	1.66%	-0.07%	4.30%	-1.42%	21.12%
2023	6.16%	-1.51%	2.84%	1.48%	0.75%	5.26%	3.17%	-0.70%	-3.20%	-1.45%	6.76%	3.98%	25.54%
2022	-2.44%	-1.88%	3.54%	-6.56%	-0.23%	-7.03%	7.26%	-2.36%	-8.06%	5.77%	4.79%	-4.19%	-12.16%
2021	0.02%	2.35%	3.01%	4.04%	0.70%	2.13%	1.39%	2.02%	-2.88%	4.95%	-0.72%	2.91%	21.53%

Benchmark Metrics

40/30/30 FDVV/SCHG/FFRHX has an annualized alpha of 2.57%, beta of 0.71, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since September 15, 2016.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.45%) than losses (75.53%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.57% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 2.57%

Beta: 0.71

R²: 0.97

Upside Capture: 77.45%

Downside Capture: 75.53%

Expense Ratio

40/30/30 FDVV/SCHG/FFRHX has an expense ratio of 0.33%, 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.

FFRHX

Fidelity Floating Rate High Income Fund

FDVV

Fidelity High Dividend ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

Risk / Return Rank

40/30/30 FDVV/SCHG/FFRHX ranks 47 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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 40/30/30 FDVV/SCHG/FFRHX and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.07	1.94	+0.13
Sortino ratioReturn per unit of downside risk	2.91	2.63	+0.28
Omega ratioGain probability vs. loss probability	1.39	1.35	+0.04
Calmar ratioReturn relative to maximum drawdown	2.55	2.59	-0.04
Martin ratioReturn relative to average drawdown	11.49	11.84	-0.35
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
FDVV Fidelity High Dividend ETF	69	2.23	3.12	1.41	2.41	10.00
FFRHX Fidelity Floating Rate High Income Fund	91	2.51	5.98	1.89	4.97	17.53
SCHG Schwab U.S. Large-Cap Growth ETF	36	1.33	1.82	1.24	1.27	4.25

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.

40/30/30 FDVV/SCHG/FFRHX Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.07
5-Year: 0.97
All Time: 0.97

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 1.59 to 2.46, 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 40/30/30 FDVV/SCHG/FFRHX 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

40/30/30 FDVV/SCHG/FFRHX provided a 3.33% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.33%	3.49%	3.38%	4.12%	2.68%	2.03%	2.59%	3.36%	3.42%	2.98%	2.06%	1.47%
Portfolio components:
FDVV Fidelity High Dividend ETF	2.74%	2.89%	2.94%	3.77%	3.44%	2.70%	3.19%	3.93%	4.05%	3.66%	1.04%	0.00%
FFRHX Fidelity Floating Rate High Income Fund	7.09%	7.41%	6.94%	8.24%	3.81%	2.74%	3.84%	5.15%	4.74%	4.05%	4.44%	3.69%
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

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 40/30/30 FDVV/SCHG/FFRHX. 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 40/30/30 FDVV/SCHG/FFRHX was 32.42%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current 40/30/30 FDVV/SCHG/FFRHX drawdown is 2.21%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-32.42%Mar 2020	1mo 2d	5mo 8d	6mo 10dFeb 2020 - Aug 2020
Bear market2022	-18.01%Oct 2022	9mo 11d	8mo 6d	1y 5moJan 2022 - Jun 2023
2025 selloff2025	-14.07%Apr 2025	1mo 17d	2mo 17d	4mo 4dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018	-13.52%Dec 2018	2mo 21d	3mo 8d	5mo 29dOct 2018 - Apr 2019
2026 pullback2026	-6.82%Mar 2026	1mo 18d	16d	2mo 4dFeb 2026 - 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 3 assets, with an effective number of assets of 2.94, 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	1.13	1.11	1.10	1.10

The portfolio has a diversification ratio of 1.10, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

40/30/30 FDVV/SCHG/FFRHX correlation to the S&P 500 Index

40/30/30 FDVV/SCHG/FFRHX 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	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Sep 15, 2016	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHG has the highest benchmark correlation at 0.94, while FFRHX has the lowest at 0.30.

FFRHX

0.30

FDVV

0.88

SCHG

0.94

Portfolio Correlations

Correlation vs. 40/30/30 FDVV/SCHG/FFRHX. FDVV has the highest portfolio correlation at 0.92, while FFRHX has the lowest at 0.36.

FFRHX

0.36

SCHG

0.92

FDVV

0.92

Asset Correlations Table

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

	FFRHX	FDVV	SCHG
FFRHX	1.00	0.32	0.26
FDVV	0.32	1.00	0.72
SCHG	0.26	0.72	1.00

The correlation results are calculated based on daily price changes starting from Sep 15, 2016

Diversification Analysis

Find what 40/30/30 FDVV/SCHG/FFRHX is missing

See which holdings overlap, where 40/30/30 FDVV/SCHG/FFRHX is concentrated, and which low-correlation assets could fill the gaps.

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