Asset Allocation
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
| 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 SCHD-FTEC+ | 0.28% | -2.07% | 3.67% | 5.05% | 22.71% | 18.89% | — | — |
| 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% |
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% | — |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.58% | 2.02% | -3.50% | 0.68% | 3.67% | ||||||||
| 2025 | 1.47% | -0.54% | -4.79% | -3.27% | 5.69% | 5.74% | 1.72% | 3.11% | 2.82% | 2.25% | -0.37% | 0.31% | 14.47% |
| 2024 | 1.15% | 4.15% | 3.28% | -4.69% | 4.48% | 3.83% | 2.32% | 1.73% | 1.70% | -0.46% | 5.45% | -3.18% | 21.03% |
| 2023 | 6.44% | -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% |
| 2021 | 1.39% | 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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.88 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.37 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.39 | +0.34 |
Martin ratioReturn relative to average drawdown | 8.66 | 6.43 | +2.23 |
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 |
FTEC Fidelity MSCI Information Technology Index ETF | 59 | 1.10 | 1.69 | 1.24 | 1.92 | 5.88 |
SOXQ Invesco PHLX Semiconductor ETF | 92 | 2.06 | 2.67 | 1.38 | 4.80 | 17.46 |
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
AIQ Global X Artificial Intelligence & Technology ETF | 55 | 1.05 | 1.59 | 1.22 | 1.76 | 5.79 |
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Dividends
Dividend yield
SCHD-FTEC+ provided a 1.93% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.93% | 2.10% | 2.04% | 2.04% | 2.09% | 1.65% | 1.88% | 1.88% | 2.05% | 1.71% | 1.90% | 1.98% |
| 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% |
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, 2021 | 200 | Oct 12, 2022 | 292 | Dec 11, 2023 | 492 |
| -19.45% | Dec 5, 2024 | 84 | Apr 8, 2025 | 57 | Jul 1, 2025 | 141 |
| -8.55% | Jul 17, 2024 | 16 | Aug 7, 2024 | 30 | Sep 19, 2024 | 46 |
| -6.47% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -6.38% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
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
| Benchmark | SCHD | SOXQ | AIQ | SCHG | FTEC | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.71 | 0.80 | 0.87 | 0.94 | 0.92 | 0.97 |
| SCHD | 0.71 | 1.00 | 0.47 | 0.49 | 0.50 | 0.50 | 0.77 |
| SOXQ | 0.80 | 0.47 | 1.00 | 0.85 | 0.82 | 0.89 | 0.84 |
| AIQ | 0.87 | 0.49 | 0.85 | 1.00 | 0.91 | 0.92 | 0.88 |
| SCHG | 0.94 | 0.50 | 0.82 | 0.91 | 1.00 | 0.96 | 0.91 |
| FTEC | 0.92 | 0.50 | 0.89 | 0.92 | 0.96 | 1.00 | 0.92 |
| Portfolio | 0.97 | 0.77 | 0.84 | 0.88 | 0.91 | 0.92 | 1.00 |