Schwab Intelligent Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 2% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | Government Bonds | 12% |
SCHX Schwab U.S. Large-Cap ETF | Large Cap Growth Equities | 79% |
USD=X USD Cash | 7% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Schwab Intelligent Portfolio, 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 Aug 6, 2010, corresponding to the inception date of SCHR
Returns By Period
As of Nov 13, 2024, the Schwab Intelligent Portfolio returned 22.48% Year-To-Date and 12.02% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Schwab Intelligent Portfolio | 22.50% | 1.84% | 11.82% | 29.77% | 13.68% | 12.02% |
| Portfolio components: | ||||||
SCHX Schwab U.S. Large-Cap ETF | 27.83% | 2.60% | 14.36% | 36.49% | 16.63% | 14.50% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 2.74% | -1.43% | 3.04% | 6.56% | 0.93% | 2.08% |
IAU iShares Gold Trust | 24.49% | -3.01% | 7.67% | 30.69% | 11.29% | 7.51% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of Schwab Intelligent Portfolio, 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 | 1.16% | 4.14% | 2.83% | -3.41% | 3.86% | 2.86% | 1.54% | 2.04% | 2.41% | -0.79% | 22.50% | ||
| 2023 | 5.57% | -2.26% | 3.81% | 1.12% | 0.36% | 5.71% | 2.85% | -1.40% | -3.97% | -1.82% | 7.81% | 4.26% | 23.50% |
| 2022 | -4.73% | -2.12% | 2.86% | -7.46% | -0.18% | -5.90% | 7.41% | -3.51% | -7.77% | 6.08% | 4.80% | -3.98% | -14.92% |
| 2021 | -0.75% | 1.96% | 2.88% | 4.42% | 0.65% | 1.85% | 2.01% | 2.27% | -3.35% | 5.39% | -0.98% | 3.87% | 21.81% |
| 2020 | 0.48% | -6.00% | -9.70% | 10.38% | 4.21% | 1.90% | 4.92% | 5.79% | -3.00% | -1.97% | 9.02% | 3.36% | 18.90% |
| 2019 | 6.50% | 2.70% | 1.60% | 3.15% | -4.75% | 5.81% | 1.17% | -0.96% | 1.34% | 1.79% | 2.91% | 3.32% | 26.96% |
| 2018 | 4.27% | -3.04% | -1.71% | 0.12% | 2.04% | 0.49% | 2.75% | 2.65% | 1.04% | -5.51% | 1.62% | -6.20% | -2.06% |
| 2017 | 1.72% | 3.15% | 0.84% | 1.00% | 1.12% | 0.46% | 1.68% | 0.43% | 1.48% | 1.80% | 2.35% | 1.86% | 19.40% |
| 2016 | -3.86% | 0.24% | 7.57% | 0.43% | 1.23% | 0.59% | 3.06% | 0.02% | 0.69% | -1.62% | 2.51% | 2.65% | 13.91% |
| 2015 | -1.64% | 4.03% | -0.23% | 0.59% | 0.99% | -1.68% | 1.57% | -4.67% | -2.01% | 6.46% | 0.17% | -1.43% | 1.70% |
| 2014 | -2.30% | 3.78% | 0.39% | 0.57% | 1.92% | 2.61% | -1.33% | 3.32% | -0.77% | 1.95% | 2.33% | -0.25% | 12.71% |
| 2013 | 4.20% | 0.92% | 3.74% | 1.51% | 1.41% | -1.45% | 4.38% | -2.32% | 2.79% | 3.51% | 1.99% | 2.03% | 24.92% |
Expense Ratio
Schwab Intelligent Portfolio has an expense ratio of 0.03%, 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 rank of Schwab Intelligent Portfolio is 73, 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.
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 | |
|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 2.83 | 3.78 | 1.54 | 4.06 | 18.30 |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 1.26 | 1.87 | 1.23 | 0.67 | 4.27 |
IAU iShares Gold Trust | 1.87 | 2.54 | 1.33 | 3.55 | 11.57 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Schwab Intelligent Portfolio provided a 1.60% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.60% | 1.60% | 1.65% | 1.12% | 1.59% | 1.84% | 2.19% | 1.69% | 1.83% | 1.92% | 1.62% | 1.49% |
| Portfolio components: | ||||||||||||
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 5.60% | 4.19% | 3.00% | 1.34% | 2.44% | 3.32% | 4.02% | 2.88% | 2.55% | 2.62% | 1.92% | 1.57% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Schwab Intelligent Portfolio. 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 Intelligent Portfolio was 26.83%, occurring on Mar 23, 2020. Recovery took 87 trading sessions.
The current Schwab Intelligent Portfolio drawdown is 0.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.83% | Feb 20, 2020 | 23 | Mar 23, 2020 | 87 | Jul 22, 2020 | 110 |
| -20.88% | Dec 28, 2021 | 209 | Oct 14, 2022 | 206 | Jul 31, 2023 | 415 |
| -14.75% | Oct 4, 2018 | 58 | Dec 24, 2018 | 63 | Mar 21, 2019 | 121 |
| -13.71% | Jul 8, 2011 | 62 | Oct 3, 2011 | 78 | Jan 19, 2012 | 140 |
| -10.28% | May 22, 2015 | 191 | Feb 11, 2016 | 27 | Mar 21, 2016 | 218 |
Volatility
Volatility Chart
The current Schwab Intelligent Portfolio volatility is 3.10%, 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
| USD=X | SCHX | IAU | SCHR | |
|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 |
| SCHX | 0.00 | 1.00 | 0.04 | -0.23 |
| IAU | 0.00 | 0.04 | 1.00 | 0.32 |
| SCHR | 0.00 | -0.23 | 0.32 | 1.00 |