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VYM/SCHG/SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 40%VYM 40%SCHG 20%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
40%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities
20%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities
40%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VYM/SCHG/SCHD, 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


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
9.01%
9.66%
VYM/SCHG/SCHD
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Oct 2, 2024, the VYM/SCHG/SCHD returned 17.38% Year-To-Date and 12.28% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.68%1.07%9.66%33.12%14.47%11.27%
VYM/SCHG/SCHD17.38%1.00%9.01%29.92%14.52%12.28%
SCHG
Schwab U.S. Large-Cap Growth ETF
24.19%1.16%11.89%40.66%20.65%16.42%
SCHD
Schwab US Dividend Equity ETF
14.03%0.84%8.04%24.97%13.56%11.79%
VYM
Vanguard High Dividend Yield ETF
17.00%1.11%8.18%29.22%11.64%10.25%

Monthly Returns

The table below presents the monthly returns of VYM/SCHG/SCHD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.88%3.18%4.40%-4.09%3.24%1.31%4.23%2.28%1.40%17.38%
20233.77%-2.96%1.11%0.46%-2.39%5.71%3.99%-1.74%-4.08%-2.94%7.27%5.63%13.75%
2022-3.08%-2.14%3.20%-5.98%2.49%-7.93%5.97%-3.13%-8.14%10.27%6.07%-4.34%-8.36%
2021-0.73%4.34%6.75%3.45%2.12%0.43%1.14%2.45%-3.85%5.52%-1.66%5.84%28.35%
2020-1.15%-8.91%-12.28%12.09%4.05%0.28%4.90%5.33%-2.85%-1.10%12.19%3.45%13.82%
20196.66%3.78%1.35%3.33%-6.80%6.98%1.33%-1.55%3.13%1.60%2.98%2.65%27.72%
20184.90%-4.69%-2.30%-0.27%2.15%0.42%3.98%2.36%0.78%-5.82%2.98%-8.43%-4.81%
20170.50%3.64%0.07%0.52%1.31%0.44%1.84%0.13%2.56%2.75%3.52%1.59%20.49%
2016-3.45%0.53%6.64%0.13%1.52%1.80%3.08%-0.20%0.03%-1.65%3.55%2.25%14.80%
2015-2.66%5.37%-1.83%0.95%0.68%-2.67%1.29%-5.59%-1.62%8.53%0.25%-1.27%0.66%
2014-3.86%4.03%1.63%1.58%1.83%1.81%-1.54%3.73%-0.88%2.35%3.02%-0.90%13.24%
20135.45%1.77%4.08%2.74%1.44%-0.78%4.77%-3.33%2.85%4.83%2.53%2.07%32.01%

Expense Ratio

VYM/SCHG/SCHD 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.


Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VYM/SCHG/SCHD is 65, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VYM/SCHG/SCHD is 6565
VYM/SCHG/SCHD
The Sharpe Ratio Rank of VYM/SCHG/SCHD is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of VYM/SCHG/SCHD is 6666Sortino Ratio Rank
The Omega Ratio Rank of VYM/SCHG/SCHD is 6363Omega Ratio Rank
The Calmar Ratio Rank of VYM/SCHG/SCHD is 6262Calmar Ratio Rank
The Martin Ratio Rank of VYM/SCHG/SCHD is 6868Martin 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.


VYM/SCHG/SCHD
Sharpe ratio
The chart of Sharpe ratio for VYM/SCHG/SCHD, currently valued at 2.67, compared to the broader market-1.000.001.002.003.004.005.002.67
Sortino ratio
The chart of Sortino ratio for VYM/SCHG/SCHD, currently valued at 3.67, compared to the broader market-2.000.002.004.006.003.67
Omega ratio
The chart of Omega ratio for VYM/SCHG/SCHD, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for VYM/SCHG/SCHD, currently valued at 2.77, compared to the broader market0.002.004.006.008.0010.002.77
Martin ratio
The chart of Martin ratio for VYM/SCHG/SCHD, currently valued at 16.83, compared to the broader market0.0010.0020.0030.0040.0016.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.005.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.002.004.006.008.0010.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.15, compared to the broader market0.0010.0020.0030.0040.0016.15

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHG
Schwab U.S. Large-Cap Growth ETF
2.433.141.432.7712.89
SCHD
Schwab US Dividend Equity ETF
2.042.931.351.8110.78
VYM
Vanguard High Dividend Yield ETF
2.543.541.452.7816.10

Sharpe Ratio

The current VYM/SCHG/SCHD Sharpe ratio is 2.67. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.12 to 2.84, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of VYM/SCHG/SCHD with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.50MayJuneJulyAugustSeptemberOctober
2.67
2.64
VYM/SCHG/SCHD
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

VYM/SCHG/SCHD granted a 2.61% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
VYM/SCHG/SCHD2.61%2.74%2.67%2.30%2.64%2.57%2.84%2.38%2.57%2.72%2.38%2.32%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
SCHD
Schwab US Dividend Equity ETF
3.47%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
2.84%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.40%
-0.93%
VYM/SCHG/SCHD
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VYM/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 VYM/SCHG/SCHD was 33.57%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current VYM/SCHG/SCHD drawdown is 0.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.57%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-18.93%Jan 5, 2022186Sep 30, 2022302Dec 13, 2023488
-17.42%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-12.59%May 22, 201566Aug 25, 2015142Mar 18, 2016208
-10.9%Jan 29, 201839Mar 23, 2018120Sep 13, 2018159

Volatility

Volatility Chart

The current VYM/SCHG/SCHD volatility is 3.19%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.19%
4.04%
VYM/SCHG/SCHD
Benchmark (^GSPC)
Portfolio components

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.

SCHGSCHDVYM
SCHG1.000.710.73
SCHD0.711.000.97
VYM0.730.971.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011