Schwab Agressive Robo

Asset Allocation

Position	Category/Sector	Target Weight
FNDA Schwab Fundamental US Small Co. Index ETF	Small Cap Blend Equities	8.98%
FNDC Schwab Fundamental International Small Co. Index ETF	Foreign Small & Mid Cap Equities	2.07%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	Emerging Markets Equities	11.22%
FNDF Schwab Fundamental International Large Company Index ETF	Foreign Large Cap Equities	9.96%
FNDX Schwab Fundamental U.S. Large Company Index ETF	Large Cap Blend Equities	15.93%
HAUZ Xtrackers International Real Estate ETF	REIT	1.97%
SCHA Schwab U.S. Small-Cap ETF	Small Cap Growth Equities	6.01%
SCHC Schwab International Small-Cap Equity ETF	Foreign Small & Mid Cap Equities	3.03%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	11.08%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	1.96%
SCHH Schwab US REIT ETF	REIT	1.95%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Blend Equities	12.84%
SPEM SPDR Portfolio Emerging Markets ETF	Emerging Markets Equities	7.02%
USD=X USD Cash		5.98%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Agressive Robo, 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 1, 2013, corresponding to the inception date of HAUZ

Returns By Period

As of Apr 4, 2026, the Schwab Agressive Robo returned 2.71% Year-To-Date and 10.60% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio Schwab Agressive Robo	0.00%	-3.01%	2.71%	5.27%	27.52%	16.00%	8.54%	10.60%
Portfolio components:
FNDX Schwab Fundamental U.S. Large Company Index ETF	0.25%	-2.56%	3.24%	6.41%	25.66%	17.05%	12.09%	13.38%
SCHX Schwab U.S. Large-Cap ETF	0.08%	-4.02%	-3.63%	-1.77%	23.35%	18.46%	11.31%	14.06%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	0.03%	-1.24%	5.80%	8.85%	31.40%	18.68%	9.45%	10.44%
SCHF Schwab International Equity ETF	-0.64%	-3.74%	3.91%	8.28%	32.77%	16.16%	8.89%	9.55%
FNDF Schwab Fundamental International Large Company Index ETF	-0.53%	-2.13%	8.87%	15.94%	43.64%	20.19%	12.57%	11.19%
FNDA Schwab Fundamental US Small Co. Index ETF	0.46%	-4.45%	4.22%	4.99%	28.03%	12.02%	6.47%	10.25%
SPEM SPDR Portfolio Emerging Markets ETF	-0.66%	-3.47%	-0.11%	0.40%	23.88%	14.07%	4.22%	8.27%
SCHA Schwab U.S. Small-Cap ETF	0.58%	-2.80%	3.79%	5.07%	34.68%	13.69%	4.61%	10.10%
SCHC Schwab International Small-Cap Equity ETF	-0.93%	-4.71%	3.16%	5.60%	37.58%	15.34%	6.35%	7.97%
FNDC Schwab Fundamental International Small Co. Index ETF	-0.66%	-3.07%	4.85%	7.47%	35.86%	15.76%	7.40%	8.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 2, 2013, Schwab Agressive Robo's average daily return is +0.03%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +13.5%, while the worst month was Mar 2020 at -16.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Schwab Agressive Robo closed higher 37% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 16, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.76%	3.35%	-5.70%	0.59%									2.71%
2025	2.82%	0.03%	-1.88%	-0.30%	4.55%	4.24%	0.71%	3.87%	2.66%	1.21%	1.21%	1.01%	21.83%
2024	-1.37%	3.26%	3.35%	-2.99%	3.96%	0.21%	3.29%	1.59%	2.55%	-2.56%	3.25%	-3.74%	10.86%
2023	7.79%	-3.21%	0.91%	1.02%	-2.31%	5.74%	4.17%	-3.47%	-3.52%	-3.29%	7.90%	5.88%	17.75%
2022	-2.48%	-2.40%	0.85%	-6.28%	1.10%	-7.87%	5.42%	-3.15%	-9.29%	6.05%	8.40%	-3.60%	-13.99%
2021	1.01%	4.01%	3.46%	3.09%	2.52%	0.32%	-0.63%	2.05%	-2.79%	3.59%	-3.25%	4.23%	18.67%

Benchmark Metrics

Schwab Agressive Robo has an annualized alpha of -0.74%, beta of 0.84, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since October 02, 2013.

This portfolio participated in 91.66% of S&P 500 Index downside but only 82.16% of its upside — more exposed to losses than it benefited from rallies.

Alpha: -0.74%

Beta: 0.84

R²: 0.88

Upside Capture: 82.16%

Downside Capture: 91.66%

Expense Ratio

Schwab Agressive Robo has an expense ratio of 0.17%, 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.

Top 10 holdings

FNDE

Schwab Fundamental Emerging Markets Large Company Index ETF

FNDC

Schwab Fundamental International Small Co. Index ETF

FNDX

Schwab Fundamental U.S. Large Company Index ETF

FNDF

Schwab Fundamental International Large Company Index ETF

FNDA

Schwab Fundamental US Small Co. Index ETF

SPEM

SPDR Portfolio Emerging Markets ETF

SCHC

Schwab International Small-Cap Equity ETF

HAUZ

Xtrackers International Real Estate ETF

SCHH

Schwab US REIT ETF

SCHF

Schwab International Equity ETF

Return for Risk

Risk / Return Rank

Schwab Agressive Robo ranks 75 for risk / return — better than 75% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.44	0.88	+1.56
Sortino ratio Return per unit of downside risk	3.73	1.37	+2.36
Omega ratio Gain probability vs. loss probability	1.50	1.21	+0.29
Calmar ratio Return relative to maximum drawdown	1.92	1.39	+0.53
Martin ratio Return relative to average drawdown	6.63	6.43	+0.20
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
FNDX Schwab Fundamental U.S. Large Company Index ETF	64	1.23	1.79	1.28	1.68	7.99
SCHX Schwab U.S. Large-Cap ETF	51	0.94	1.45	1.22	1.48	6.81
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	76	1.63	2.20	1.33	2.11	9.26
SCHF Schwab International Equity ETF	80	1.69	2.32	1.34	2.63	10.00
FNDF Schwab Fundamental International Large Company Index ETF	92	2.33	3.04	1.46	3.68	14.10
FNDA Schwab Fundamental US Small Co. Index ETF	44	0.87	1.36	1.18	1.44	5.45
SPEM SPDR Portfolio Emerging Markets ETF	60	1.22	1.72	1.25	1.77	6.62
SCHA Schwab U.S. Small-Cap ETF	60	1.11	1.67	1.22	1.90	7.87
SCHC Schwab International Small-Cap Equity ETF	86	2.02	2.69	1.40	2.85	11.19
FNDC Schwab Fundamental International Small Co. Index ETF	89	2.14	2.92	1.43	3.02	11.45

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.

Schwab Agressive Robo Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.44
5-Year: 0.59
10-Year: 0.66
All Time: 0.57

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 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Schwab Agressive Robo 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

Schwab Agressive Robo provided a 2.24% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.24%	2.32%	2.51%	2.36%	2.42%	2.28%	1.83%	2.34%	2.33%	1.74%	1.80%	2.00%
Portfolio components:
FNDX Schwab Fundamental U.S. Large Company Index ETF	1.61%	1.63%	1.76%	1.82%	2.07%	1.64%	2.29%	2.23%	2.40%	1.86%	2.01%	2.01%
SCHX Schwab U.S. Large-Cap ETF	1.16%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	3.96%	4.19%	4.82%	4.74%	5.59%	4.32%	2.50%	3.47%	2.98%	2.05%	1.65%	2.02%
SCHF Schwab International Equity ETF	3.29%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%
FNDF Schwab Fundamental International Large Company Index ETF	3.16%	3.44%	4.01%	3.41%	3.10%	3.54%	2.17%	3.20%	3.47%	2.32%	2.42%	2.08%
FNDA Schwab Fundamental US Small Co. Index ETF	1.20%	1.22%	1.53%	1.37%	1.38%	1.15%	1.31%	1.38%	1.64%	1.30%	1.18%	1.33%
SPEM SPDR Portfolio Emerging Markets ETF	2.78%	2.77%	2.78%	2.80%	3.38%	3.14%	1.92%	2.94%	2.34%	1.12%	1.51%	2.40%
SCHA Schwab U.S. Small-Cap ETF	1.15%	1.26%	1.51%	1.42%	1.37%	1.19%	1.05%	1.39%	1.58%	1.24%	1.50%	1.48%
SCHC Schwab International Small-Cap Equity ETF	3.55%	3.66%	3.72%	2.94%	1.78%	3.02%	1.62%	3.23%	2.51%	2.73%	2.01%	2.34%
FNDC Schwab Fundamental International Small Co. Index ETF	3.68%	3.86%	3.59%	2.86%	1.98%	2.58%	1.77%	2.71%	2.68%	1.94%	1.95%	1.30%

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 Schwab Agressive Robo. 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 Schwab Agressive Robo was 35.10%, occurring on Mar 23, 2020. Recovery took 238 trading sessions.

The current Schwab Agressive Robo drawdown is 5.55%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.1%	Jan 21, 2020	63	Mar 23, 2020	238	Nov 16, 2020	301
-23.46%	Nov 9, 2021	326	Sep 30, 2022	453	Dec 27, 2023	779
-20.68%	Apr 29, 2015	289	Feb 11, 2016	299	Dec 6, 2016	588
-18.8%	Jan 29, 2018	330	Dec 24, 2018	315	Nov 4, 2019	645
-14.55%	Feb 19, 2025	49	Apr 8, 2025	37	May 15, 2025	86

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 10.07, 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.

	Benchmark	USD=X	SCHH	HAUZ	FNDE	SCHG	SPEM	FNDA	SCHA	FNDX	SCHC	FNDC	FNDF	SCHX	SCHF	Portfolio
Benchmark	1.00	0.00	0.56	0.53	0.65	0.94	0.68	0.82	0.84	0.91	0.76	0.75	0.76	1.00	0.80	0.90
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SCHH	0.56	0.00	1.00	0.43	0.35	0.42	0.36	0.54	0.52	0.53	0.45	0.45	0.45	0.52	0.46	0.53
HAUZ	0.53	0.00	0.43	1.00	0.55	0.43	0.56	0.47	0.47	0.49	0.61	0.62	0.59	0.49	0.61	0.61
FNDE	0.65	0.00	0.35	0.55	1.00	0.53	0.90	0.56	0.55	0.61	0.72	0.72	0.74	0.60	0.74	0.79
SCHG	0.94	0.00	0.42	0.43	0.53	1.00	0.59	0.66	0.70	0.71	0.64	0.62	0.61	0.91	0.67	0.75
SPEM	0.68	0.00	0.36	0.56	0.90	0.59	1.00	0.57	0.58	0.61	0.72	0.72	0.72	0.64	0.74	0.80
FNDA	0.82	0.00	0.54	0.47	0.56	0.66	0.57	1.00	0.95	0.86	0.67	0.67	0.69	0.78	0.69	0.84
SCHA	0.84	0.00	0.52	0.47	0.55	0.70	0.58	0.95	1.00	0.82	0.68	0.67	0.68	0.80	0.69	0.83
FNDX	0.91	0.00	0.53	0.49	0.61	0.71	0.61	0.86	0.82	1.00	0.70	0.71	0.75	0.87	0.75	0.88
SCHC	0.76	0.00	0.45	0.61	0.72	0.64	0.72	0.67	0.68	0.70	1.00	0.92	0.87	0.71	0.89	0.85
FNDC	0.75	0.00	0.45	0.62	0.72	0.62	0.72	0.67	0.67	0.71	0.92	1.00	0.90	0.71	0.91	0.85
FNDF	0.76	0.00	0.45	0.59	0.74	0.61	0.72	0.69	0.68	0.75	0.87	0.90	1.00	0.71	0.95	0.88
SCHX	1.00	0.00	0.52	0.49	0.60	0.91	0.64	0.78	0.80	0.87	0.71	0.71	0.71	1.00	0.75	0.86
SCHF	0.80	0.00	0.46	0.61	0.74	0.67	0.74	0.69	0.69	0.75	0.89	0.91	0.95	0.75	1.00	0.90
Portfolio	0.90	0.00	0.53	0.61	0.79	0.75	0.80	0.84	0.83	0.88	0.85	0.85	0.88	0.86	0.90	1.00

The correlation results are calculated based on daily price changes starting from Oct 2, 2013

Schwab Agressive Robo

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table