Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | Large Cap Blend Equities | 50% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 35% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 15% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in VTSAX, 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 12, 2026, the VTSAX, SCHD SCHG returned 11.23% Year-To-Date and 14.86% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.75% | -0.09% | 8.02% | 7.15% | 22.78% | 19.45% | 11.73% | 13.53% |
Portfolio VTSAX, SCHD SCHG | 0.52% | -0.22% | 11.23% | 10.09% | 23.85% | 19.05% | 11.38% | 14.86% |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | 0.84% | 2.42% | 19.60% | 18.52% | 25.79% | 14.80% | 8.55% | 12.82% |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.55% | -2.03% | 2.46% | 1.18% | 18.77% | 22.91% | 14.30% | 18.46% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -1.61% | -1.31% | 7.10% | 5.97% | 22.30% | 20.33% | 11.68% | 14.63% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2011, VTSAX, SCHD SCHG's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, an investment would double in approximately 4.8 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, VTSAX, SCHD SCHG closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.56% | 1.59% | -3.97% | 8.74% | 4.14% | -2.78% | 11.23% | ||||||
| 2025 | 2.51% | -0.68% | -4.52% | -2.81% | 5.00% | 4.32% | 1.66% | 3.14% | 1.98% | 1.07% | 0.94% | 0.07% | 12.99% |
| 2024 | 0.79% | 4.39% | 3.52% | -4.38% | 3.99% | 2.66% | 2.95% | 2.18% | 1.71% | -0.38% | 6.00% | -3.74% | 20.93% |
| 2023 | 5.67% | -2.50% | 2.27% | 0.45% | -0.24% | 6.31% | 3.78% | -1.63% | -4.66% | -2.88% | 8.58% | 5.72% | 21.82% |
| 2022 | -5.31% | -2.54% | 3.35% | -7.93% | 0.89% | -8.17% | 7.99% | -3.62% | -8.76% | 8.68% | 5.63% | -5.31% | -16.00% |
| 2021 | -0.59% | 3.78% | 5.17% | 4.50% | 1.06% | 1.90% | 1.58% | 2.75% | -4.35% | 6.24% | -1.40% | 4.63% | 27.77% |
Benchmark Metrics
VTSAX, SCHD SCHG has an annualized alpha of 1.92%, beta of 0.96, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.
- This portfolio captured 101.75% of S&P 500 Index gains but only 93.73% of its losses - a favorable profile for investors.
- With beta of 0.96 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.92%
- Beta
- 0.96
- R²
- 0.98
- Upside Capture
- 101.75%
- Downside Capture
- 93.73%
Expense Ratio
VTSAX, SCHD SCHG has an expense ratio of 0.05%, 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
VTSAX, SCHD SCHG ranks 80 for risk / return — in the top 80% 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 VTSAX, SCHD SCHG and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.28 | 1.85 | +0.43 |
| Sortino ratioReturn per unit of downside risk | 3.12 | 2.52 | +0.61 |
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.52 | +1.19 |
| Martin ratioReturn relative to average drawdown | 15.92 | 11.31 | +4.61 |
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 |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 88 | 2.38 | 3.67 | 1.43 | 5.61 | 13.71 |
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 1.18 | 1.64 | 1.21 | 1.15 | 3.80 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 52 | 1.75 | 2.40 | 1.32 | 2.47 | 11.16 |
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Dividends
Dividend yield
VTSAX, SCHD SCHG provided a 1.71% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.71% | 1.95% | 1.96% | 2.00% | 2.10% | 1.64% | 1.89% | 2.05% | 2.28% | 1.93% | 2.13% | 2.21% |
| Portfolio components: | ||||||||||||
SCHD Schwab U.S. Dividend Equity ETF | 3.25% | 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 | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.04% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
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 VTSAX, 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 VTSAX, SCHD SCHG was 33.81%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current VTSAX, SCHD SCHG drawdown is 2.89%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.81%Mar 2020 | 1mo 2d | 4mo 17d | 5mo 19dFeb 2020 - Aug 2020 |
Bear market2022 | -23.14%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.17%Dec 2018 | 3mo 4d | 3mo 15d | 6mo 19dSep 2018 - Apr 2019 |
2025 selloff2025 | -17.72%Apr 2025 | 4mo 4d | 2mo 25d | 6mo 29dDec 2024 - Jul 2025 |
2016 correction2016 | -12.71%Feb 2016 | 8mo 25d | 2mo 7d | 11mo 2dMay 2015 - Apr 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 2.53, 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 | 1.19 | 1.10 | 1.06 | 1.04 | 1.04 |
The portfolio has a diversification ratio of 1.04, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
VTSAX, SCHD SCHG correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.98 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTSAX has the highest benchmark correlation at 0.99, while SCHD has the lowest at 0.82.
Asset Correlations Table
Find what VTSAX, SCHD SCHG is missing
See which holdings overlap, where VTSAX, SCHD SCHG is concentrated, and which low-correlation assets could fill the gaps.
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