SchwbRobo

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

SchwbRobo

Currency in USD · Last updated May 14, 2025

Asset Allocation

Position	Category/Sector	Target Weight
FNDA Schwab Fundamental US Small Co. Index ETF	Small Cap Blend Equities	10.80%
FNDC Schwab Fundamental International Small Co. Index ETF	Foreign Small & Mid Cap Equities	6.40%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	Emerging Markets Equities	10.90%
FNDF Schwab Fundamental International Large Company Index ETF	Foreign Large Cap Equities	9.70%
FNDX Schwab Fundamental U.S. Large Company Index ETF	Large Cap Blend Equities	16%
HAUZ Xtrackers International Real Estate ETF	REIT	2.10%
IAU iShares Gold Trust	Precious Metals, Gold	2.10%
SCHA Schwab U.S. Small-Cap ETF	Small Cap Growth Equities	6.50%
SCHC Schwab International Small-Cap Equity ETF	Foreign Small & Mid Cap Equities	4.30%
SCHE Schwab Emerging Markets Equity ETF	Emerging Markets Equities	6.40%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	6.50%
SCHH Schwab US REIT ETF	REIT	2.10%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Growth Equities	10.80%
VTEB Vanguard Tax-Exempt Bond ETF	Municipal Bonds	5.40%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.08%	9.75%	-1.63%	12.74%	15.66%	10.77%
SchwbRobo	5.33%	9.12%	2.63%	10.18%	14.14%	N/A
Portfolio components:
IAU iShares Gold Trust	23.77%	0.52%	24.86%	38.64%	13.14%	10.00%
HAUZ Xtrackers International Real Estate ETF	9.50%	6.23%	5.50%	5.57%	3.79%	1.12%
SCHH Schwab US REIT ETF	0.13%	5.58%	-4.23%	10.43%	9.01%	3.54%
SCHC Schwab International Small-Cap Equity ETF	13.46%	10.00%	11.79%	11.94%	10.98%	4.37%
VTEB Vanguard Tax-Exempt Bond ETF	-1.17%	2.11%	-1.06%	0.73%	0.85%	N/A
SCHE Schwab Emerging Markets Equity ETF	8.97%	10.09%	7.03%	12.62%	8.68%	3.80%
FNDC Schwab Fundamental International Small Co. Index ETF	14.21%	9.15%	13.47%	13.34%	12.04%	5.41%
SCHF Schwab International Equity ETF	13.46%	9.21%	11.51%	11.71%	14.29%	6.71%
SCHA Schwab U.S. Small-Cap ETF	-4.62%	13.83%	-10.05%	4.27%	13.88%	7.63%
FNDF Schwab Fundamental International Large Company Index ETF	14.42%	9.20%	12.59%	9.82%	16.10%	6.05%
SCHX Schwab U.S. Large-Cap ETF	0.51%	10.20%	-1.16%	15.69%	18.24%	14.07%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	9.33%	9.93%	7.22%	11.20%	12.83%	5.52%
FNDA Schwab Fundamental US Small Co. Index ETF	-4.61%	12.45%	-9.68%	1.84%	18.04%	8.23%
FNDX Schwab Fundamental U.S. Large Company Index ETF	0.70%	7.57%	-2.73%	8.95%	17.50%	10.12%

*Annualized

Monthly Returns

The table below presents the monthly returns of SchwbRobo, 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	2.87%	0.14%	-1.58%	-0.21%	4.10%								5.33%
2024	-1.68%	2.99%	3.51%	-3.00%	3.92%	0.06%	3.81%	1.50%	2.81%	-2.64%	3.27%	-4.00%	10.53%
2023	8.00%	-3.40%	0.71%	0.85%	-2.64%	5.84%	4.31%	-3.56%	-3.71%	-3.31%	8.07%	6.48%	17.66%
2022	-2.61%	-1.95%	0.53%	-6.14%	1.14%	-7.96%	5.38%	-3.27%	-9.57%	5.90%	8.80%	-3.25%	-13.81%
2021	1.12%	3.98%	3.43%	3.07%	2.77%	0.11%	-0.67%	1.93%	-2.85%	3.36%	-3.43%	4.38%	18.18%
2020	-3.20%	-7.54%	-16.93%	9.48%	4.55%	2.57%	4.10%	4.38%	-2.97%	-1.06%	13.46%	5.73%	9.22%
2019	8.45%	2.02%	0.21%	2.81%	-5.58%	6.10%	-0.28%	-2.61%	2.53%	2.81%	1.81%	3.52%	23.20%
2018	4.69%	-4.49%	-0.38%	0.39%	0.47%	-0.86%	2.61%	0.12%	0.04%	-7.23%	1.56%	-6.54%	-9.85%
2017	2.84%	1.92%	1.04%	1.15%	0.87%	0.91%	2.62%	0.45%	2.12%	1.52%	1.77%	1.89%	20.83%
2016	-4.95%	0.14%	8.38%	2.01%	-0.85%	1.24%	4.36%	0.24%	1.14%	-1.39%	1.75%	2.29%	14.71%
2015								4.78%	-3.48%	6.47%	-0.51%	-2.59%	4.36%

Expense Ratio

SchwbRobo has an expense ratio of 0.19%, 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.

FNDC

Schwab Fundamental International Small Co. Index ETF

FNDE

Schwab Fundamental Emerging Markets Large Company Index ETF

IAU

iShares Gold Trust

FNDF

Schwab Fundamental International Large Company Index ETF

FNDA

Schwab Fundamental US Small Co. Index ETF

FNDX

Schwab Fundamental U.S. Large Company Index ETF

SCHC

Schwab International Small-Cap Equity ETF

SCHE

Schwab Emerging Markets Equity ETF

HAUZ

Xtrackers International Real Estate ETF

SCHH

Schwab US REIT ETF

SCHF

Schwab International Equity ETF

VTEB

Vanguard Tax-Exempt Bond ETF

SCHA

Schwab U.S. Small-Cap ETF

SCHX

Schwab U.S. Large-Cap ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SchwbRobo is 40, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IAU iShares Gold Trust	2.21	2.91	1.37	4.70	12.43
HAUZ Xtrackers International Real Estate ETF	0.35	0.54	1.07	0.17	0.55
SCHH Schwab US REIT ETF	0.59	0.92	1.12	0.46	1.80
SCHC Schwab International Small-Cap Equity ETF	0.69	1.07	1.14	0.66	2.51
VTEB Vanguard Tax-Exempt Bond ETF	0.15	0.21	1.03	0.14	0.43
SCHE Schwab Emerging Markets Equity ETF	0.67	1.17	1.15	0.68	2.33
FNDC Schwab Fundamental International Small Co. Index ETF	0.82	1.25	1.17	1.09	2.72
SCHF Schwab International Equity ETF	0.69	1.08	1.15	0.88	2.66
SCHA Schwab U.S. Small-Cap ETF	0.18	0.41	1.05	0.14	0.43
FNDF Schwab Fundamental International Large Company Index ETF	0.58	0.93	1.13	0.72	2.12
SCHX Schwab U.S. Large-Cap ETF	0.80	1.23	1.18	0.83	3.18
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	0.56	1.04	1.14	0.71	1.89
FNDA Schwab Fundamental US Small Co. Index ETF	0.08	0.29	1.04	0.08	0.23
FNDX Schwab Fundamental U.S. Large Company Index ETF	0.53	0.87	1.13	0.56	2.17

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.

SchwbRobo Sharpe ratios as of May 14, 2025 (values are recalculated daily):

1-Year: 0.65
5-Year: 0.91
All Time: 0.59

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 0.59 to 1.09, 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 SchwbRobo compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

SchwbRobo provided a 2.54% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.54%	2.66%	2.50%	2.35%	2.19%	1.60%	2.14%	2.29%	1.73%	1.68%	1.85%	1.49%
Portfolio components:
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%
HAUZ Xtrackers International Real Estate ETF	4.11%	4.50%	3.50%	1.99%	4.84%	3.37%	3.69%	1.93%	2.59%	2.18%	9.42%	4.98%
SCHH Schwab US REIT ETF	3.20%	3.22%	3.24%	2.55%	1.50%	2.86%	2.87%	3.66%	2.22%	2.81%	2.48%	2.18%
SCHC Schwab International Small-Cap Equity ETF	3.28%	3.73%	2.94%	1.78%	3.02%	1.62%	3.23%	2.51%	2.72%	2.01%	2.34%	2.59%
VTEB Vanguard Tax-Exempt Bond ETF	3.26%	3.14%	2.79%	2.09%	1.65%	1.99%	2.30%	2.25%	1.96%	1.66%	0.58%	0.00%
SCHE Schwab Emerging Markets Equity ETF	2.78%	3.03%	3.83%	2.87%	2.86%	2.09%	3.27%	2.69%	2.31%	2.26%	2.50%	2.86%
FNDC Schwab Fundamental International Small Co. Index ETF	3.14%	3.59%	2.86%	1.98%	2.58%	1.77%	2.71%	2.68%	1.94%	1.96%	1.30%	1.61%
SCHF Schwab International Equity ETF	2.88%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%	2.90%
SCHA Schwab U.S. Small-Cap ETF	1.59%	1.51%	1.42%	1.37%	1.19%	1.05%	1.39%	1.62%	1.24%	1.50%	1.48%	1.45%
FNDF Schwab Fundamental International Large Company Index ETF	3.51%	4.01%	3.41%	3.10%	3.54%	2.17%	3.20%	3.47%	2.32%	2.42%	2.08%	1.83%
SCHX Schwab U.S. Large-Cap ETF	1.22%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.17%	1.70%	1.93%	2.04%	1.76%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	4.41%	4.82%	4.74%	5.59%	4.31%	2.49%	3.47%	3.05%	2.05%	1.65%	2.02%	1.36%
FNDA Schwab Fundamental US Small Co. Index ETF	1.51%	1.53%	1.37%	1.38%	1.15%	0.93%	1.01%	0.81%	0.48%	0.65%	0.96%	0.74%
FNDX Schwab Fundamental U.S. Large Company Index ETF	1.80%	1.36%	1.41%	1.55%	0.87%	0.53%	0.51%	1.88%	1.36%	1.05%	1.50%	0.42%

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 SchwbRobo. 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 SchwbRobo was 35.66%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current SchwbRobo drawdown is 0.05%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.66%	Jan 21, 2020	44	Mar 23, 2020	166	Nov 16, 2020	210
-23.85%	Nov 9, 2021	225	Sep 30, 2022	311	Dec 27, 2023	536
-18.8%	Jan 29, 2018	229	Dec 24, 2018	216	Nov 1, 2019	445
-14.21%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-14.12%	Nov 4, 2015	68	Feb 11, 2016	42	Apr 13, 2016	110

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 14 assets, with an effective number of assets of 10.76, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	VTEB	IAU	SCHH	HAUZ	SCHE	FNDE	SCHA	FNDA	SCHX	FNDX	FNDF	FNDC	SCHC	SCHF	Portfolio
^GSPC	1.00	0.00	0.01	0.58	0.55	0.68	0.65	0.84	0.81	0.99	0.91	0.76	0.76	0.77	0.80	0.89
VTEB	0.00	1.00	0.28	0.19	0.13	0.02	0.01	0.00	-0.01	0.01	-0.03	-0.01	0.04	0.06	0.03	0.03
IAU	0.01	0.28	1.00	0.11	0.17	0.18	0.20	0.02	0.02	0.02	0.02	0.16	0.20	0.24	0.17	0.14
SCHH	0.58	0.19	0.11	1.00	0.50	0.39	0.40	0.60	0.62	0.59	0.61	0.50	0.51	0.52	0.53	0.61
HAUZ	0.55	0.13	0.17	0.50	1.00	0.61	0.61	0.55	0.55	0.55	0.55	0.66	0.69	0.70	0.68	0.68
SCHE	0.68	0.02	0.18	0.39	0.61	1.00	0.94	0.63	0.61	0.68	0.65	0.77	0.77	0.78	0.79	0.83
FNDE	0.65	0.01	0.20	0.40	0.61	0.94	1.00	0.62	0.62	0.66	0.67	0.80	0.78	0.78	0.79	0.84
SCHA	0.84	0.00	0.02	0.60	0.55	0.63	0.62	1.00	0.97	0.85	0.88	0.74	0.74	0.75	0.75	0.89
FNDA	0.81	-0.01	0.02	0.62	0.55	0.61	0.62	0.97	1.00	0.82	0.91	0.76	0.74	0.74	0.75	0.90
SCHX	0.99	0.01	0.02	0.59	0.55	0.68	0.66	0.85	0.82	1.00	0.90	0.76	0.77	0.77	0.81	0.89
FNDX	0.91	-0.03	0.02	0.61	0.55	0.65	0.67	0.88	0.91	0.90	1.00	0.81	0.78	0.77	0.80	0.92
FNDF	0.76	-0.01	0.16	0.50	0.66	0.77	0.80	0.74	0.76	0.76	0.81	1.00	0.94	0.92	0.97	0.92
FNDC	0.76	0.04	0.20	0.51	0.69	0.77	0.78	0.74	0.74	0.77	0.78	0.94	1.00	0.96	0.95	0.91
SCHC	0.77	0.06	0.24	0.52	0.70	0.78	0.78	0.75	0.74	0.77	0.77	0.92	0.96	1.00	0.94	0.91
SCHF	0.80	0.03	0.17	0.53	0.68	0.79	0.79	0.75	0.75	0.81	0.80	0.97	0.95	0.94	1.00	0.93
Portfolio	0.89	0.03	0.14	0.61	0.68	0.83	0.84	0.89	0.90	0.89	0.92	0.92	0.91	0.91	0.93	1.00

The correlation results are calculated based on daily price changes starting from Aug 26, 2015

Performance Analysis

Risk Analysis

Optimization

Factor Model

SchwbRobo

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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