VYM/SCHG/SCHD
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 40% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 40% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 20% |
Performance
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
Returns
As of Oct 3, 2023, the VYM/SCHG/SCHD returned 2.77% Year-To-Date and 11.23% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 8.16% | 9.78% |
| VYM/SCHG/SCHD | -4.89% | 1.21% | 2.77% | 12.03% | 9.33% | 11.23% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | -4.50% | 13.02% | 32.52% | 29.07% | 13.48% | 14.57% |
SCHD Schwab US Dividend Equity ETF | -5.17% | -1.90% | -4.61% | 6.62% | 9.45% | 11.10% |
VYM Vanguard High Dividend Yield ETF | -4.81% | -1.55% | -3.49% | 8.11% | 6.44% | 9.28% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.11% | 0.46% | -2.39% | 5.71% | 3.99% | -1.74% | -4.08% |
Dividend yield
VYM/SCHG/SCHD granted a 2.90% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VYM/SCHG/SCHD | 2.90% | 2.73% | 2.43% | 2.87% | 2.89% | 3.28% | 2.83% | 3.14% | 3.43% | 3.09% | 3.09% | 3.70% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.47% | 0.55% | 0.43% | 0.53% | 0.84% | 1.31% | 1.05% | 1.34% | 1.30% | 1.18% | 1.17% | 1.52% |
SCHD Schwab US Dividend Equity ETF | 3.73% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
VYM Vanguard High Dividend Yield ETF | 3.28% | 3.07% | 2.91% | 3.45% | 3.41% | 3.95% | 3.37% | 3.60% | 4.11% | 3.66% | 3.80% | 4.51% |
Expense Ratio
The VYM/SCHG/SCHD has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 1.37 | ||||
SCHD Schwab US Dividend Equity ETF | 0.54 | ||||
VYM Vanguard High Dividend Yield ETF | 0.65 |
Asset Correlations Table
| SCHG | SCHD | VYM | |
|---|---|---|---|
| SCHG | 1.00 | 0.74 | 0.75 |
| SCHD | 0.74 | 1.00 | 0.97 |
| VYM | 0.75 | 0.97 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the VYM/SCHG/SCHD. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the VYM/SCHG/SCHD is 33.57%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.57% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -18.93% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -17.42% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -12.59% | May 22, 2015 | 66 | Aug 25, 2015 | 142 | Mar 18, 2016 | 208 |
| -10.9% | Jan 29, 2018 | 39 | Mar 23, 2018 | 120 | Sep 13, 2018 | 159 |
Volatility Chart
The current VYM/SCHG/SCHD volatility is 2.86%, 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.