Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 25% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 50% |
SHV iShares Short Treasury Bond ETF | Government Bonds | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BND , SCHD, SHV, 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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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 3, 2026, the BND , SCHD, SHV returned 6.45% Year-To-Date and 7.32% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio BND , SCHD, SHV | 0.15% | -1.46% | 6.45% | 7.58% | 9.09% | 7.97% | 5.16% | 7.32% |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
BND Vanguard Total Bond Market ETF | 0.22% | -0.98% | 0.31% | 0.85% | 4.27% | 3.53% | 0.30% | 1.70% |
SHV iShares Short Treasury Bond ETF | 0.04% | 0.30% | 0.86% | 1.84% | 4.01% | 4.70% | 3.20% | 2.17% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, BND , SCHD, SHV's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +7.0%, while the worst month was Mar 2020 at -5.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BND , SCHD, SHV closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +5.0%, while the worst single day was Mar 12, 2020 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.46% | 3.84% | -1.75% | -0.12% | 6.45% | ||||||||
| 2025 | 1.17% | 1.90% | -0.50% | -3.67% | 0.56% | 1.58% | 0.02% | 3.08% | -0.30% | -0.78% | 1.78% | 0.24% | 5.02% |
| 2024 | 0.13% | 0.68% | 2.66% | -2.77% | 1.55% | 0.34% | 3.81% | 1.69% | 0.89% | -0.43% | 2.68% | -3.71% | 7.50% |
| 2023 | 1.95% | -2.26% | 0.30% | -0.18% | -2.26% | 2.67% | 2.17% | -0.81% | -2.64% | -2.17% | 4.37% | 4.17% | 5.04% |
| 2022 | -1.90% | -1.25% | 0.79% | -3.05% | 2.14% | -4.41% | 2.57% | -2.05% | -4.76% | 5.33% | 4.53% | -1.93% | -4.52% |
| 2021 | -0.67% | 2.64% | 4.33% | 1.32% | 1.66% | -0.30% | 0.62% | 1.00% | -2.12% | 2.20% | -1.00% | 3.59% | 13.88% |
Benchmark Metrics
BND , SCHD, SHV has an annualized alpha of 2.27%, beta of 0.40, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This portfolio participated in 46.41% of S&P 500 Index downside but only 46.25% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 2.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.40 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
- 2.27%
- Beta
- 0.40
- R²
- 0.77
- Upside Capture
- 46.25%
- Downside Capture
- 46.41%
Expense Ratio
BND , SCHD, SHV has an expense ratio of 0.08%, 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
BND , SCHD, SHV ranks 32 for risk / return — below 32% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.88 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.37 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.39 | -0.03 |
Martin ratioReturn relative to average drawdown | 4.83 | 6.43 | -1.61 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
BND Vanguard Total Bond Market ETF | 48 | 1.00 | 1.42 | 1.18 | 1.71 | 4.64 |
SHV iShares Short Treasury Bond ETF | 100 | 19.57 | 153.80 | 55.27 | 443.15 | 2,490.75 |
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Dividends
Dividend yield
BND , SCHD, SHV provided a 3.69% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.69% | 3.90% | 3.99% | 3.70% | 2.69% | 1.92% | 2.36% | 2.72% | 2.65% | 2.13% | 2.16% | 2.14% |
| Portfolio components: | ||||||||||||
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
BND Vanguard Total Bond Market ETF | 3.92% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
SHV iShares Short Treasury Bond ETF | 3.93% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
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 BND , SCHD, SHV. 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 BND , SCHD, SHV was 16.83%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current BND , SCHD, SHV drawdown is 1.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.83% | Feb 13, 2020 | 27 | Mar 23, 2020 | 53 | Jun 8, 2020 | 80 |
| -11.95% | Jan 5, 2022 | 186 | Sep 30, 2022 | 311 | Dec 27, 2023 | 497 |
| -8.19% | Sep 24, 2018 | 64 | Dec 24, 2018 | 40 | Feb 22, 2019 | 104 |
| -7.9% | Dec 2, 2024 | 87 | Apr 8, 2025 | 94 | Aug 22, 2025 | 181 |
| -7.16% | Feb 26, 2015 | 126 | Aug 25, 2015 | 133 | Mar 7, 2016 | 259 |
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 2.67, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SHV | BND | SCHD | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.03 | -0.06 | 0.82 | 0.82 |
| SHV | -0.03 | 1.00 | 0.18 | -0.02 | 0.02 |
| BND | -0.06 | 0.18 | 1.00 | -0.07 | 0.08 |
| SCHD | 0.82 | -0.02 | -0.07 | 1.00 | 0.98 |
| Portfolio | 0.82 | 0.02 | 0.08 | 0.98 | 1.00 |