Current Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AVEM Avantis Emerging Markets Equity ETF	Foreign Large Cap Equities	4.88%
FNDB Schwab Fundamental U.S. Broad Market Index ETF	Large Cap Blend Equities	9.15%
FNDF Schwab Fundamental International Large Company Index ETF	Foreign Large Cap Equities	4.27%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	6.10%
SCHO Schwab Short-Term U.S. Treasury ETF	Government Bonds, Short-Term Bond	7%
SCHP Schwab U.S. TIPS ETF	Inflation-Protected Bonds	8.80%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	Government Bonds	13.20%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Blend Equities	18.30%
SWVXX Schwab Value Advantage Money Fund	Money Market	7%
VB Vanguard Small-Cap ETF	Small Cap Growth Equities	3.05%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	9.15%
VO Vanguard Mid-Cap ETF	Mid Cap Growth Equities	4.55%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	4.55%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Current Portfolio, 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 May 25, 2021, corresponding to the inception date of SWVXX

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.62%	0.64%	-0.30%	1.33%	25.06%	18.43%	10.57%	12.82%
Portfolio Current Portfolio	0.12%	1.03%	2.67%	4.66%	20.92%	13.12%	—	—
Portfolio components:
SWVXX Schwab Value Advantage Money Fund	0.00%	0.00%	0.57%	1.55%	3.68%	4.68%	—	—
SCHO Schwab Short-Term U.S. Treasury ETF	0.04%	-0.06%	0.38%	1.39%	3.82%	4.00%	1.81%	1.71%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	0.06%	0.27%	1.20%	1.49%	4.26%	4.71%	3.50%	3.09%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	0.08%	-0.48%	0.25%	1.24%	4.60%	3.25%	0.34%	1.30%
SCHP Schwab U.S. TIPS ETF	0.04%	-0.31%	0.93%	0.78%	4.67%	3.22%	1.52%	2.64%
SCHX Schwab U.S. Large-Cap ETF	0.53%	0.66%	-0.16%	1.42%	26.47%	20.02%	11.50%	14.60%
SCHG Schwab U.S. Large-Cap Growth ETF	0.33%	-1.08%	-6.54%	-6.10%	23.04%	23.94%	12.56%	17.55%
VO Vanguard Mid-Cap ETF	-0.07%	1.36%	3.15%	2.55%	22.73%	14.46%	7.16%	11.29%
VB Vanguard Small-Cap ETF	-0.04%	2.76%	6.22%	7.54%	30.53%	15.15%	6.16%	11.16%
FNDB Schwab Fundamental U.S. Broad Market Index ETF	0.45%	2.61%	6.39%	10.62%	30.91%	18.04%	12.08%	13.56%

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

Monthly Returns

Based on dividend-adjusted daily data since May 26, 2021, Current Portfolio's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +6.2%, while the worst month was Sep 2022 at -7.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Current Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +4.8%, while the worst single day was Apr 4, 2025 at -3.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.09%	1.81%	-3.96%	2.85%									2.67%
2025	2.24%	0.13%	-1.87%	0.39%	3.20%	3.23%	0.79%	2.30%	1.95%	1.34%	0.50%	0.51%	15.61%
2024	0.11%	2.39%	2.34%	-2.63%	3.04%	1.19%	2.02%	1.54%	1.67%	-1.66%	3.07%	-2.32%	11.06%
2023	5.28%	-2.21%	2.27%	0.86%	-0.79%	3.62%	2.37%	-1.72%	-2.86%	-1.88%	6.15%	4.05%	15.64%
2022	-3.15%	-1.36%	0.56%	-5.31%	0.43%	-5.52%	5.24%	-3.03%	-7.06%	4.29%	5.28%	-3.12%	-12.91%
2021					0.47%	0.90%	0.86%	1.37%	-2.53%	3.13%	-1.35%	2.41%	5.26%

Benchmark Metrics

Current Portfolio has an annualized alpha of 0.94%, beta of 0.56, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.

This portfolio participated in 65.55% of S&P 500 Index downside but only 58.07% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.56 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: 0.94%

Beta: 0.56

R²: 0.92

Upside Capture: 58.07%

Downside Capture: 65.55%

Expense Ratio

Current Portfolio 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.

Top 10 holdings

SWVXX

Schwab Value Advantage Money Fund

AVEM

Avantis Emerging Markets Equity ETF

FNDB

Schwab Fundamental U.S. Broad Market Index ETF

FNDF

Schwab Fundamental International Large Company Index ETF

SCHR

Schwab Intermediate-Term U.S. Treasury ETF

SCHP

Schwab U.S. TIPS ETF

Vanguard Small-Cap ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Vanguard Mid-Cap ETF

SCHO

Schwab Short-Term U.S. Treasury ETF

Return for Risk

Risk / Return Rank

Current Portfolio ranks 78 for risk / return — better than 78% 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	2.58	1.84	+0.75
Sortino ratio Return per unit of downside risk	3.65	2.53	+1.12
Omega ratio Gain probability vs. loss probability	1.50	1.35	+0.16
Calmar ratio Return relative to maximum drawdown	4.43	3.83	+0.60
Martin ratio Return relative to average drawdown	19.73	16.98	+2.74
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
SWVXX Schwab Value Advantage Money Fund	—	3.53	—	—	—	—
SCHO Schwab Short-Term U.S. Treasury ETF	77	2.72	4.34	1.55	4.20	16.13
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	73	2.48	3.71	1.52	4.50	15.73
SCHR Schwab Intermediate-Term U.S. Treasury ETF	25	1.27	1.91	1.22	1.61	5.08
SCHP Schwab U.S. TIPS ETF	27	1.23	1.73	1.22	2.28	5.92
SCHX Schwab U.S. Large-Cap ETF	55	1.93	2.65	1.36	4.02	17.62
SCHG Schwab U.S. Large-Cap Growth ETF	29	1.33	1.86	1.25	2.15	7.30
VO Vanguard Mid-Cap ETF	45	1.67	2.37	1.30	3.71	14.13
VB Vanguard Small-Cap ETF	50	1.73	2.44	1.31	4.35	15.64
FNDB Schwab Fundamental U.S. Broad Market Index ETF	77	2.49	3.45	1.46	6.10	22.38

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.

Current Portfolio Sharpe ratios as of Apr 9, 2026 (values are recalculated daily):

1-Year: 2.58
All Time: 0.72

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 2.11 to 2.97, 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 Current Portfolio 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

Current Portfolio provided a 2.50% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.50%	2.65%	2.68%	2.57%	2.47%	1.81%	1.44%	1.86%	1.96%	1.54%	1.50%	1.40%
Portfolio components:
SWVXX Schwab Value Advantage Money Fund	3.61%	4.06%	5.02%	4.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHO Schwab Short-Term U.S. Treasury ETF	3.97%	4.06%	4.29%	3.76%	1.34%	0.41%	1.27%	2.27%	1.60%	1.12%	0.82%	0.68%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.61%	3.81%	2.70%	2.86%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	3.88%	3.85%	3.77%	3.16%	2.02%	1.00%	1.62%	2.31%	2.11%	1.65%	1.45%	1.56%
SCHP Schwab U.S. TIPS ETF	3.70%	4.06%	2.99%	3.02%	7.19%	4.39%	1.11%	2.02%	2.26%	1.90%	1.38%	0.28%
SCHX Schwab U.S. Large-Cap ETF	1.12%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
SCHG Schwab U.S. Large-Cap Growth ETF	0.41%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
VO Vanguard Mid-Cap ETF	1.45%	1.52%	1.49%	1.52%	1.60%	1.12%	1.45%	1.48%	1.82%	1.35%	1.45%	1.47%
VB Vanguard Small-Cap ETF	1.28%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%
FNDB Schwab Fundamental U.S. Broad Market Index ETF	1.55%	1.62%	1.74%	1.80%	1.98%	1.63%	2.15%	2.23%	2.41%	1.91%	2.06%	2.26%

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 Current Portfolio. 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 Current Portfolio was 18.57%, occurring on Oct 14, 2022. Recovery took 300 trading sessions.

The current Current Portfolio drawdown is 1.48%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-18.57%	Nov 9, 2021	235	Oct 14, 2022	300	Dec 26, 2023	535
-9.54%	Feb 19, 2025	35	Apr 8, 2025	26	May 15, 2025	61
-5.78%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-4.36%	Jul 17, 2024	14	Aug 5, 2024	12	Aug 21, 2024	26
-3.47%	Dec 9, 2024	22	Jan 10, 2025	23	Feb 13, 2025	45

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 13 assets, with an effective number of assets of 10.18, 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	SWVXX	SCHO	SCHR	VTIP	SCHP	AVEM	SCHG	FNDF	VB	FNDB	VEA	VO	SCHX	Portfolio
Benchmark	1.00	-0.01	0.04	0.07	0.14	0.17	0.66	0.94	0.71	0.85	0.89	0.78	0.89	1.00	0.95
SWVXX	-0.01	1.00	0.05	0.00	0.03	0.00	-0.05	-0.01	-0.04	0.00	0.02	-0.03	0.01	-0.01	-0.00
SCHO	0.04	0.05	1.00	0.86	0.67	0.65	0.07	0.03	0.13	0.06	0.04	0.14	0.08	0.05	0.18
SCHR	0.07	0.00	0.86	1.00	0.66	0.79	0.07	0.06	0.13	0.07	0.05	0.16	0.10	0.07	0.21
VTIP	0.14	0.03	0.67	0.66	1.00	0.84	0.12	0.11	0.20	0.14	0.15	0.20	0.17	0.14	0.27
SCHP	0.17	0.00	0.65	0.79	0.84	1.00	0.13	0.14	0.20	0.17	0.16	0.22	0.19	0.17	0.30
AVEM	0.66	-0.05	0.07	0.07	0.12	0.13	1.00	0.62	0.78	0.64	0.63	0.80	0.65	0.67	0.77
SCHG	0.94	-0.01	0.03	0.06	0.11	0.14	0.62	1.00	0.59	0.73	0.72	0.68	0.77	0.94	0.86
FNDF	0.71	-0.04	0.13	0.13	0.20	0.20	0.78	0.59	1.00	0.74	0.78	0.97	0.74	0.71	0.84
VB	0.85	0.00	0.06	0.07	0.14	0.17	0.64	0.73	0.74	1.00	0.92	0.77	0.96	0.86	0.90
FNDB	0.89	0.02	0.04	0.05	0.15	0.16	0.63	0.72	0.78	0.92	1.00	0.79	0.93	0.89	0.91
VEA	0.78	-0.03	0.14	0.16	0.20	0.22	0.80	0.68	0.97	0.77	0.79	1.00	0.79	0.78	0.89
VO	0.89	0.01	0.08	0.10	0.17	0.19	0.65	0.77	0.74	0.96	0.93	0.79	1.00	0.91	0.93
SCHX	1.00	-0.01	0.05	0.07	0.14	0.17	0.67	0.94	0.71	0.86	0.89	0.78	0.91	1.00	0.95
Portfolio	0.95	-0.00	0.18	0.21	0.27	0.30	0.77	0.86	0.84	0.90	0.91	0.89	0.93	0.95	1.00

The correlation results are calculated based on daily price changes starting from May 26, 2021

Current Portfolio

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