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SCHD-FTEC+
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SCHD-FTEC+, 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 Jun 11, 2021, corresponding to the inception date of SOXQ

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
SCHD-FTEC+
0.28%-2.07%3.67%5.05%22.71%18.89%
SCHD
Schwab U.S. Dividend Equity ETF
0.16%-2.44%12.35%13.88%13.89%11.70%8.35%12.30%
FTEC
Fidelity MSCI Information Technology Index ETF
0.86%-1.39%-5.31%-5.60%30.19%23.87%15.25%21.45%
SOXQ
Invesco PHLX Semiconductor ETF
0.37%0.89%10.67%18.44%82.34%35.71%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.03%-3.86%-9.70%-8.38%16.03%22.25%12.77%17.00%
AIQ
Global X Artificial Intelligence & Technology ETF
-0.15%-3.16%-7.06%-5.98%28.05%24.72%10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 14, 2021, SCHD-FTEC+'s average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +9.5%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SCHD-FTEC+ closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.58%2.02%-3.50%0.68%3.67%
20251.47%-0.54%-4.79%-3.27%5.69%5.74%1.72%3.11%2.82%2.25%-0.37%0.31%14.47%
20241.15%4.15%3.28%-4.69%4.48%3.83%2.32%1.73%1.70%-0.46%5.45%-3.18%21.03%
20236.44%-1.76%4.24%-0.71%2.17%5.93%3.93%-1.80%-5.02%-2.91%9.53%5.83%27.80%
2022-5.82%-3.02%3.13%-8.50%1.36%-8.71%8.39%-4.26%-9.34%8.28%6.74%-5.76%-18.26%
20211.39%1.65%2.86%-4.54%6.13%0.25%4.57%12.61%

Benchmark Metrics

SCHD-FTEC+ has an annualized alpha of 1.76%, beta of 1.01, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since June 14, 2021.

  • This portfolio captured 103.97% of S&P 500 Index gains but only 95.91% of its losses — a favorable profile for investors.
  • With beta of 1.01 and R² of 0.97, 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
1.76%
Beta
1.01
0.97
Upside Capture
103.97%
Downside Capture
95.91%

Expense Ratio

SCHD-FTEC+ has an expense ratio of 0.10%, 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

SCHD-FTEC+ ranks 52 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.


SCHD-FTEC+ Risk / Return Rank: 5252
Overall Rank
SCHD-FTEC+ Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SCHD-FTEC+ Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCHD-FTEC+ Omega Ratio Rank: 6161
Omega Ratio Rank
SCHD-FTEC+ Calmar Ratio Rank: 4242
Calmar Ratio Rank
SCHD-FTEC+ Martin Ratio Rank: 5858
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.88

+0.34

Sortino ratio

Return per unit of downside risk

1.80

1.37

+0.43

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

1.73

1.39

+0.34

Martin ratio

Return relative to average drawdown

8.66

6.43

+2.23


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab U.S. Dividend Equity ETF
400.891.341.191.093.69
FTEC
Fidelity MSCI Information Technology Index ETF
591.101.691.241.925.88
SOXQ
Invesco PHLX Semiconductor ETF
922.062.671.384.8017.46
SCHG
Schwab U.S. Large-Cap Growth ETF
350.721.191.171.043.47
AIQ
Global X Artificial Intelligence & Technology ETF
551.051.591.221.765.79

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.

SCHD-FTEC+ Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.22
  • All Time: 0.66

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 1.00 to 1.70, 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 SCHD-FTEC+ 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

SCHD-FTEC+ provided a 1.93% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.93%2.10%2.04%2.04%2.09%1.65%1.88%1.88%2.05%1.71%1.90%1.98%
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%
FTEC
Fidelity MSCI Information Technology Index ETF
0.45%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
SOXQ
Invesco PHLX Semiconductor ETF
0.46%0.50%0.68%0.87%1.36%0.72%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%
AIQ
Global X Artificial Intelligence & Technology ETF
0.20%0.18%0.14%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%

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 SCHD-FTEC+. 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 SCHD-FTEC+ was 25.86%, occurring on Oct 12, 2022. Recovery took 292 trading sessions.

The current SCHD-FTEC+ drawdown is 3.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.86%Dec 28, 2021200Oct 12, 2022292Dec 11, 2023492
-19.45%Dec 5, 202484Apr 8, 202557Jul 1, 2025141
-8.55%Jul 17, 202416Aug 7, 202430Sep 19, 202446
-6.47%Feb 26, 202623Mar 30, 2026
-6.38%Apr 1, 202415Apr 19, 202418May 15, 202433

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 5 assets, with an effective number of assets of 2.99, 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

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

BenchmarkSCHDSOXQAIQSCHGFTECPortfolio
Benchmark1.000.710.800.870.940.920.97
SCHD0.711.000.470.490.500.500.77
SOXQ0.800.471.000.850.820.890.84
AIQ0.870.490.851.000.910.920.88
SCHG0.940.500.820.911.000.960.91
FTEC0.920.500.890.920.961.000.92
Portfolio0.970.770.840.880.910.921.00
The correlation results are calculated based on daily price changes starting from Jun 14, 2021