Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | Large Cap Blend Equities | 70% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 20% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | Inflation-Protected Bonds | 10% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vtsax/schd/vtip, 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 Every 3 months.
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Returns By Period
As of Jun 11, 2026, the Vtsax/schd/vtip returned 9.36% Year-To-Date and 13.35% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.75% | -0.09% | 8.02% | 7.15% | 22.78% | 19.45% | 11.73% | 13.53% |
Portfolio Vtsax/schd/vtip | 0.17% | -0.52% | 9.36% | 8.36% | 21.67% | 17.68% | 10.46% | 13.35% |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | 0.84% | 2.42% | 19.60% | 18.52% | 25.79% | 14.80% | 8.55% | 12.82% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.12% | -0.18% | 1.89% | 1.97% | 4.68% | 5.18% | 3.38% | 3.09% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -1.61% | -1.31% | 7.10% | 5.97% | 22.30% | 20.33% | 11.68% | 14.63% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 16, 2012, Vtsax/schd/vtip's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +11.9%, while the worst month was Mar 2020 at -12.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Vtsax/schd/vtip closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.90% | 1.05% | -3.88% | 8.28% | 3.97% | -2.82% | 9.36% | ||||||
| 2025 | 2.63% | -0.72% | -4.23% | -1.93% | 4.71% | 4.11% | 1.63% | 2.79% | 2.17% | 1.13% | 0.84% | 0.07% | 13.62% |
| 2024 | 0.57% | 4.13% | 3.24% | -4.01% | 3.81% | 2.27% | 2.62% | 2.05% | 1.70% | -0.54% | 5.61% | -3.46% | 19.01% |
| 2023 | 5.32% | -2.34% | 1.86% | 0.58% | -0.58% | 5.85% | 3.39% | -1.64% | -4.22% | -2.56% | 7.91% | 5.40% | 19.70% |
| 2022 | -4.83% | -2.05% | 2.76% | -7.14% | 0.68% | -7.56% | 7.53% | -3.33% | -8.30% | 8.07% | 5.12% | -4.85% | -14.70% |
| 2021 | -0.36% | 3.45% | 4.31% | 4.13% | 1.01% | 1.60% | 1.46% | 2.42% | -3.89% | 5.66% | -1.44% | 4.18% | 24.48% |
Benchmark Metrics
Vtsax/schd/vtip has an annualized alpha of 1.54%, beta of 0.87, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 16, 2012.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.61%) than losses (88.42%) - typical of diversified or defensive assets.
- With beta of 0.87 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.54%
- Beta
- 0.87
- R²
- 0.98
- Upside Capture
- 91.61%
- Downside Capture
- 88.42%
Expense Ratio
Vtsax/schd/vtip 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.
Return for Risk
Risk / Return Rank
Vtsax/schd/vtip ranks 77 for risk / return — better than 77% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Vtsax/schd/vtip and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.19 | 1.85 | +0.34 |
| Sortino ratioReturn per unit of downside risk | 3.02 | 2.52 | +0.50 |
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 2.52 | +0.88 |
| Martin ratioReturn relative to average drawdown | 14.97 | 11.31 | +3.66 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 88 | 2.38 | 3.67 | 1.43 | 5.61 | 13.71 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 95 | 3.14 | 5.36 | 1.67 | 6.72 | 26.02 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 52 | 1.75 | 2.40 | 1.32 | 2.47 | 11.16 |
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Dividends
Dividend yield
Vtsax/schd/vtip provided a 1.74% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.74% | 1.92% | 1.88% | 1.98% | 2.52% | 1.87% | 1.74% | 2.03% | 2.28% | 1.87% | 2.00% | 1.98% |
| Portfolio components: | ||||||||||||
SCHD Schwab U.S. Dividend Equity ETF | 3.25% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.59% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.04% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
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 Vtsax/schd/vtip. 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 Vtsax/schd/vtip was 31.39%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current Vtsax/schd/vtip drawdown is 2.12%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.39%Mar 2020 | 1mo 2d | 4mo 20d | 5mo 22dFeb 2020 - Aug 2020 |
Bear market2022 | -21.49%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -17.55%Dec 2018 | 3mo 4d | 3mo 15d | 6mo 19dSep 2018 - Apr 2019 |
2025 selloff2025 | -16.07%Apr 2025 | 1mo 17d | 2mo 23d | 4mo 10dFeb 2025 - Jun 2025 |
2016 correction2016 | -12.15%Feb 2016 | 8mo 25d | 2mo 8d | 11mo 3dMay 2015 - Apr 2016 |
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 1.85, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.12 | 1.07 | 1.05 | 1.04 | 1.03 |
The portfolio has a diversification ratio of 1.03, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Vtsax/schd/vtip correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2012 | 0.99 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTSAX has the highest benchmark correlation at 0.99, while VTIP has the lowest at 0.07.
Asset Correlations Table
Find what Vtsax/schd/vtip is missing
See which holdings overlap, where Vtsax/schd/vtip is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification