Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 50% |
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 30% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 20% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dgro/schd/schg, 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
As of Jun 6, 2026, the Dgro/schd/schg returned 13.24% Year-To-Date and 14.25% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | 0.25% | 7.86% | 7.47% | — | — | — | — |
Portfolio Dgro/schd/schg | -1.32% | 1.57% | 13.24% | 13.11% | 26.14% | 17.93% | 10.76% | 14.25% |
| Portfolio components: | ||||||||
DGRO iShares Core Dividend Growth ETF | -0.78% | 2.16% | 8.79% | 9.12% | 23.20% | 17.09% | 10.54% | 13.23% |
SCHD Schwab U.S. Dividend Equity ETF | -0.89% | 2.02% | 18.75% | 18.75% | 27.90% | 15.14% | 8.31% | 12.64% |
SCHG Schwab U.S. Large-Cap Growth ETF | -2.99% | -0.18% | 3.59% | 2.53% | 21.86% | 23.83% | 14.97% | 18.38% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 13, 2014, Dgro/schd/schg's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Mar 2020 at -11.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Dgro/schd/schg closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.02% | 3.49% | -3.52% | 6.40% | 2.60% | -1.08% | 13.24% | ||||||
| 2025 | 2.39% | 0.77% | -3.10% | -4.34% | 3.43% | 3.47% | 1.02% | 3.92% | 0.97% | -0.08% | 1.99% | 0.10% | 10.67% |
| 2024 | 0.97% | 3.24% | 3.88% | -4.14% | 3.12% | 1.61% | 4.32% | 2.46% | 1.41% | -0.35% | 5.18% | -4.68% | 17.79% |
| 2023 | 3.82% | -2.71% | 1.47% | 0.41% | -1.81% | 5.68% | 3.81% | -1.66% | -4.35% | -3.00% | 7.53% | 5.48% | 14.73% |
| 2022 | -4.12% | -2.51% | 3.12% | -6.29% | 1.94% | -7.64% | 6.40% | -3.48% | -8.20% | 9.56% | 6.28% | -4.43% | -10.78% |
| 2021 | -1.07% | 3.92% | 7.01% | 3.66% | 1.78% | 0.69% | 1.77% | 2.50% | -4.27% | 5.71% | -1.38% | 5.90% | 28.86% |
Benchmark Metrics
Dgro/schd/schg has an annualized alpha of 10.55%, beta of 0.59, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (75.71%) than losses (14.42%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 10.55% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.59 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
- 10.55%
- Beta
- 0.59
- R²
- 0.59
- Upside Capture
- 75.71%
- Downside Capture
- 14.42%
Expense Ratio
Dgro/schd/schg has an expense ratio of 0.06%, 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.
Return for Risk
Risk / Return Rank
Dgro/schd/schg ranks 81 for risk / return — in the top 81% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Dgro/schd/schg and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.80 | — | — |
| Sortino ratioReturn per unit of downside risk | 4.03 | — | — |
| Omega ratioGain probability vs. loss probability | 1.51 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.02 | — | — |
| Martin ratioReturn relative to average drawdown | 19.00 | — | — |
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 | 77 | 2.45 | 3.55 | 1.44 | 3.60 | 13.91 |
SCHD Schwab U.S. Dividend Equity ETF | 83 | 2.55 | 3.94 | 1.46 | 6.07 | 14.90 |
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 1.39 | 1.90 | 1.25 | 1.34 | 4.47 |
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Dividends
Dividend yield
Dgro/schd/schg provided a 2.30% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.30% | 2.61% | 2.58% | 2.57% | 2.51% | 2.05% | 2.37% | 2.32% | 2.52% | 2.13% | 2.33% | 2.49% |
| 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% |
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% |
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 Dgro/schd/schg. 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 Dgro/schd/schg was 33.40%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Dgro/schd/schg drawdown is 1.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.40%Mar 2020 | 1mo 9d | 4mo 22d | 6mo 1dFeb 2020 - Aug 2020 |
Bear market2022 | -20.40%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -17.71%Dec 2018 | 3mo 1d | 3mo 11d | 6mo 12dSep 2018 - Apr 2019 |
2025 selloff2025 | -16.05%Apr 2025 | 4mo 7d | 3mo 3d | 7mo 10dDec 2024 - Jul 2025 |
2015 correction2015 | -12.18%Aug 2015 | 3mo 8d | 6mo 29d | 10mo 7dMay 2015 - Mar 2016 |
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 2.63, 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 | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.22 | 1.12 | 1.08 | 1.06 | 1.05 |
The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Dgro/schd/schg correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2014 | 0.71 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHG has the highest benchmark correlation at 0.94, while SCHD has the lowest at 0.36.
Asset Correlations Table
Find what Dgro/schd/schg is missing
See which holdings overlap, where Dgro/schd/schg is concentrated, and which low-correlation assets could fill the gaps.
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