SCHD/VYM/VONG/BND
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 10% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHD/VYM/VONG/BND, 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 Quarterly
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Nov 15, 2024, the SCHD/VYM/VONG/BND returned 17.70% Year-To-Date and 10.76% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| SCHD/VYM/VONG/BND | 17.70% | 0.96% | 10.08% | 26.17% | 11.76% | 10.76% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 16.94% | 1.09% | 10.43% | 26.08% | 12.63% | 11.59% |
VYM Vanguard High Dividend Yield ETF | 19.94% | 0.60% | 9.85% | 28.62% | 10.93% | 10.00% |
VONG Vanguard Russell 1000 Growth ETF | 31.22% | 4.19% | 15.85% | 38.87% | 19.59% | 16.65% |
BND Vanguard Total Bond Market ETF | 1.52% | -1.85% | 2.51% | 7.09% | -0.27% | 1.40% |
Monthly Returns
The table below presents the monthly returns of SCHD/VYM/VONG/BND, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.52% | 2.26% | 4.21% | -4.04% | 2.71% | 0.70% | 4.62% | 2.27% | 1.24% | -0.28% | 17.70% | ||
| 2023 | 2.91% | -3.10% | 0.31% | 0.14% | -3.24% | 4.96% | 3.64% | -1.62% | -3.92% | -3.03% | 6.58% | 5.63% | 8.80% |
| 2022 | -2.59% | -1.93% | 2.44% | -4.92% | 2.90% | -7.31% | 4.76% | -2.86% | -7.45% | 9.71% | 6.13% | -3.59% | -6.18% |
| 2021 | -0.78% | 4.24% | 6.72% | 2.65% | 2.38% | -0.14% | 0.93% | 2.03% | -3.49% | 4.55% | -1.63% | 5.81% | 25.30% |
| 2020 | -1.22% | -8.05% | -11.02% | 11.15% | 3.46% | -0.05% | 4.50% | 4.49% | -2.55% | -0.68% | 11.41% | 3.00% | 12.66% |
| 2019 | 5.84% | 3.53% | 1.40% | 2.91% | -6.17% | 6.42% | 1.28% | -1.10% | 3.01% | 1.30% | 2.56% | 2.34% | 25.27% |
| 2018 | 4.08% | -4.60% | -2.04% | -0.59% | 1.89% | 0.35% | 3.79% | 2.09% | 0.75% | -5.26% | 2.90% | -7.28% | -4.59% |
| 2017 | 0.10% | 3.25% | 0.10% | 0.40% | 1.31% | 0.27% | 1.62% | 0.20% | 2.41% | 2.71% | 3.33% | 1.58% | 18.62% |
| 2016 | -2.43% | 0.62% | 5.92% | 0.08% | 1.31% | 2.25% | 2.69% | -0.33% | 0.01% | -1.49% | 2.87% | 2.18% | 14.25% |
| 2015 | -2.33% | 4.59% | -1.78% | 0.91% | 0.45% | -2.75% | 1.10% | -4.98% | -1.00% | 7.79% | 0.20% | -0.95% | 0.63% |
| 2014 | -3.57% | 3.57% | 1.62% | 1.60% | 1.55% | 1.51% | -1.53% | 3.38% | -0.64% | 2.03% | 2.82% | -0.90% | 11.78% |
| 2013 | 4.85% | 1.83% | 3.89% | 2.72% | 0.92% | -0.80% | 4.22% | -3.23% | 2.61% | 4.48% | 2.20% | 1.78% | 28.27% |
Expense Ratio
SCHD/VYM/VONG/BND has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SCHD/VYM/VONG/BND is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.44 | 3.51 | 1.43 | 3.30 | 13.27 |
VYM Vanguard High Dividend Yield ETF | 2.78 | 3.94 | 1.51 | 5.65 | 17.99 |
VONG Vanguard Russell 1000 Growth ETF | 2.35 | 3.05 | 1.43 | 2.96 | 11.71 |
BND Vanguard Total Bond Market ETF | 1.14 | 1.66 | 1.20 | 0.43 | 3.87 |
Dividends
Dividend yield
SCHD/VYM/VONG/BND provided a 2.94% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.94% | 3.06% | 2.95% | 2.47% | 2.83% | 2.77% | 2.95% | 2.53% | 2.72% | 2.86% | 2.57% | 2.48% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VYM Vanguard High Dividend Yield ETF | 2.77% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHD/VYM/VONG/BND. 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/VYM/VONG/BND was 30.34%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current SCHD/VYM/VONG/BND drawdown is 1.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.34% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -17.25% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -15.38% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -11.76% | May 22, 2015 | 66 | Aug 25, 2015 | 137 | Mar 11, 2016 | 203 |
| -10.44% | Jan 29, 2018 | 39 | Mar 23, 2018 | 123 | Sep 18, 2018 | 162 |
Volatility
Volatility Chart
The current SCHD/VYM/VONG/BND volatility is 3.03%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BND | VONG | SCHD | VYM | |
|---|---|---|---|---|
| BND | 1.00 | -0.03 | -0.10 | -0.11 |
| VONG | -0.03 | 1.00 | 0.72 | 0.73 |
| SCHD | -0.10 | 0.72 | 1.00 | 0.96 |
| VYM | -0.11 | 0.73 | 0.96 | 1.00 |