SPLG + SCHG + SCHD
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 40% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 40% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of May 14, 2025, the SPLG + SCHG + SCHD returned -0.77% Year-To-Date and 13.68% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| SPLG + SCHG + SCHD | -0.77% | 9.83% | -2.08% | 14.03% | 17.94% | 13.68% |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 0.46% | 9.92% | -1.04% | 14.16% | 17.40% | 12.69% |
SCHD Schwab US Dividend Equity ETF | -2.83% | 3.99% | -7.32% | 3.02% | 13.75% | 10.50% |
SCHG Schwab U.S. Large-Cap Growth ETF | -1.59% | 12.48% | -1.19% | 18.47% | 19.70% | 15.81% |
Monthly Returns
The table below presents the monthly returns of SPLG + SCHG + SCHD, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.28% | -1.64% | -5.67% | -1.28% | 5.91% | -0.77% | |||||||
| 2024 | 1.73% | 5.21% | 3.04% | -4.09% | 4.84% | 4.23% | 1.32% | 2.15% | 2.08% | -0.51% | 6.19% | -2.09% | 26.30% |
| 2023 | 6.90% | -2.14% | 4.67% | 1.02% | 1.96% | 6.37% | 3.56% | -1.30% | -4.86% | -2.22% | 9.39% | 4.82% | 30.77% |
| 2022 | -6.21% | -3.17% | 3.97% | -9.64% | -0.17% | -8.10% | 9.63% | -4.25% | -9.21% | 7.29% | 5.18% | -6.17% | -21.01% |
| 2021 | -0.84% | 2.47% | 4.31% | 5.59% | 0.22% | 3.28% | 2.44% | 3.16% | -4.77% | 7.24% | -0.54% | 3.77% | 29.03% |
| 2020 | 0.80% | -7.70% | -11.59% | 13.50% | 5.48% | 2.26% | 6.48% | 7.77% | -3.61% | -2.05% | 11.00% | 3.87% | 25.82% |
| 2019 | 8.20% | 3.53% | 2.04% | 4.09% | -6.49% | 7.12% | 1.69% | -1.39% | 1.59% | 2.41% | 3.90% | 2.71% | 32.66% |
| 2018 | 5.89% | -3.68% | -2.34% | 0.20% | 2.96% | 0.85% | 3.30% | 3.88% | 0.66% | -7.39% | 1.88% | -8.66% | -3.53% |
| 2017 | 2.06% | 3.80% | 0.44% | 1.26% | 1.81% | 0.42% | 2.14% | 0.47% | 1.85% | 2.85% | 3.28% | 1.31% | 23.90% |
| 2016 | -5.86% | 0.85% | 6.44% | -0.31% | 1.94% | 0.24% | 4.14% | 0.07% | 0.50% | -2.25% | 3.53% | 1.47% | 10.73% |
| 2015 | -2.27% | 5.98% | -1.19% | 0.19% | 1.31% | -1.95% | 2.11% | -5.82% | -2.99% | 8.82% | 0.19% | -1.81% | 1.72% |
| 2014 | -2.88% | 4.71% | 0.21% | 0.34% | 2.79% | 2.11% | -1.30% | 3.89% | -1.12% | 2.27% | 2.96% | -0.40% | 14.13% |
Expense Ratio
SPLG + SCHG + SCHD has an expense ratio of 0.04%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SPLG + SCHG + SCHD is 42, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 0.73 | 1.15 | 1.17 | 0.77 | 2.94 |
SCHD Schwab US Dividend Equity ETF | 0.19 | 0.42 | 1.06 | 0.22 | 0.71 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.74 | 1.17 | 1.16 | 0.79 | 2.64 |
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Dividends
Dividend yield
SPLG + SCHG + SCHD provided a 1.47% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.47% | 1.40% | 1.46% | 1.58% | 1.23% | 1.46% | 1.64% | 2.01% | 1.63% | 1.78% | 1.87% | 1.68% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 1.30% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
SCHD Schwab US Dividend Equity ETF | 3.95% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
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 SPLG + SCHG + SCHD. 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 SPLG + SCHG + SCHD was 33.05%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current SPLG + SCHG + SCHD drawdown is 4.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.05% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -26.35% | Dec 28, 2021 | 200 | Oct 12, 2022 | 294 | Dec 13, 2023 | 494 |
| -19.77% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -19.2% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -13.64% | Jul 21, 2015 | 143 | Feb 11, 2016 | 79 | Jun 6, 2016 | 222 |
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 3 assets, with an effective number of assets of 2.78, 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
| ^GSPC | SCHD | SCHG | SPLG | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.85 | 0.95 | 0.92 | 0.98 |
| SCHD | 0.85 | 1.00 | 0.69 | 0.77 | 0.82 |
| SCHG | 0.95 | 0.69 | 1.00 | 0.87 | 0.96 |
| SPLG | 0.92 | 0.77 | 0.87 | 1.00 | 0.96 |
| Portfolio | 0.98 | 0.82 | 0.96 | 0.96 | 1.00 |