PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
Schwab dividend ETFs
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Schwab dividend ETFs

Currency in USD · Last updated May 17, 2025

Asset Allocation

SCHD 25%FNDB 25%SCHG 25%SWMCX 25%EquityEquity
PositionCategory/SectorTarget Weight
FNDB
Schwab Fundamental U.S. Broad Market Index ETF		Large Cap Blend Equities
25%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
25%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
25%
SWMCX
Schwab U.S. Mid-Cap Index Fund		Mid Cap Blend Equities
25%

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Dec 20, 2017, corresponding to the inception date of SWMCX

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.94%1.49%12.48%15.82%10.87%
Schwab dividend ETFs0.78%11.57%-0.78%10.20%17.05%N/A
Portfolio components:
SCHD
Schwab US Dividend Equity ETF		-1.76%5.85%-5.38%3.58%13.93%10.65%
FNDB
Schwab Fundamental U.S. Broad Market Index ETF		1.33%9.98%-1.00%8.43%18.52%10.97%
SCHG
Schwab U.S. Large-Cap Growth ETF		-0.47%16.38%2.93%17.54%19.71%15.89%
SWMCX
Schwab U.S. Mid-Cap Index Fund		3.03%13.82%-0.86%9.46%14.56%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Schwab dividend ETFs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.01%-1.17%-4.44%-2.56%6.32%0.78%
20240.41%4.48%3.94%-4.66%3.71%1.75%3.56%1.98%1.81%-0.48%6.77%-4.90%19.20%
20236.68%-2.45%1.50%0.30%-0.76%6.84%3.89%-2.08%-4.57%-3.26%8.98%6.07%21.94%
2022-5.21%-1.94%3.26%-7.72%0.95%-8.80%8.47%-3.45%-9.09%9.06%5.71%-5.49%-15.41%
20210.22%4.19%5.04%4.69%1.29%1.63%1.17%2.73%-4.15%6.12%-1.83%4.11%27.72%
2020-0.55%-8.40%-14.73%13.52%5.55%1.61%5.71%6.08%-3.03%-0.90%13.10%4.16%20.06%
20198.70%3.64%1.39%3.82%-6.79%7.18%1.63%-2.10%2.40%1.85%3.66%2.26%30.34%
20184.96%-4.35%-1.63%0.12%2.48%0.86%3.23%3.19%0.44%-7.24%2.01%-9.25%-6.11%
20170.07%0.07%

Expense Ratio

Schwab dividend ETFs 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.

FNDB
Schwab Fundamental U.S. Broad Market Index ETF
SCHD
Schwab US Dividend Equity ETF
SCHG
Schwab U.S. Large-Cap Growth ETF
SWMCX
Schwab U.S. Mid-Cap Index Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Schwab dividend ETFs is 26, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Schwab dividend ETFs is 2626
Overall Rank
The Sharpe Ratio Rank of Schwab dividend ETFs is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of Schwab dividend ETFs is 2525
Sortino Ratio Rank
The Omega Ratio Rank of Schwab dividend ETFs is 2828
Omega Ratio Rank
The Calmar Ratio Rank of Schwab dividend ETFs is 2525
Calmar Ratio Rank
The Martin Ratio Rank of Schwab dividend ETFs is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF		0.220.451.060.250.78
FNDB
Schwab Fundamental U.S. Broad Market Index ETF		0.500.861.120.542.01
SCHG
Schwab U.S. Large-Cap Growth ETF		0.701.191.170.812.70
SWMCX
Schwab U.S. Mid-Cap Index Fund		0.480.841.120.451.50

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 dividend ETFs Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.57
  • 5-Year: 0.97
  • All Time: 0.61

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 0.56 to 1.05, 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 Schwab dividend ETFs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

Schwab dividend ETFs provided a 2.15% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.15%2.09%1.81%1.88%1.94%1.82%2.12%2.04%1.39%1.50%1.61%1.34%
Portfolio components:
SCHD
Schwab US Dividend Equity ETF		3.91%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
FNDB
Schwab Fundamental U.S. Broad Market Index ETF		1.76%1.74%1.80%1.98%1.63%2.15%2.23%2.41%1.91%2.06%2.26%1.65%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.41%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%
SWMCX
Schwab U.S. Mid-Cap Index Fund		2.53%2.60%1.49%1.59%2.93%1.45%2.44%1.41%0.00%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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab dividend ETFs. 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 dividend ETFs was 35.78%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Schwab dividend ETFs drawdown is 4.18%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.78%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-22.82%Jan 5, 2022186Sep 30, 2022302Dec 13, 2023488
-19.86%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-18.51%Dec 5, 202484Apr 8, 2025———
-10.09%Jan 29, 20189Feb 8, 2018124Aug 7, 2018133

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 4.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCSCHGSCHDFNDBSWMCXPortfolio
^GSPC1.000.940.800.900.910.97
SCHG0.941.000.610.740.810.87
SCHD0.800.611.000.920.850.89
FNDB0.900.740.921.000.930.96
SWMCX0.910.810.850.931.000.97
Portfolio0.970.870.890.960.971.00
The correlation results are calculated based on daily price changes starting from Dec 21, 2017