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FTEC-SCHG-SCHD-25/25/50
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FTEC-SCHG-SCHD-25/25/50, 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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The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FTEC

Returns By Period

As of Apr 2, 2026, the FTEC-SCHG-SCHD-25/25/50 returned 2.44% Year-To-Date and 16.16% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.72%-4.45%-3.95%-2.02%16.73%16.96%10.34%12.24%
Portfolio
FTEC-SCHG-SCHD-25/25/50
0.30%-3.41%2.44%3.34%20.14%18.18%11.88%16.16%
FTEC
Fidelity MSCI Information Technology Index ETF
1.28%-3.61%-6.12%-5.70%30.17%23.47%15.05%21.28%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.96%-4.46%-9.73%-8.15%17.00%22.30%12.76%16.95%
SCHD
Schwab U.S. Dividend Equity ETF
-0.55%-3.43%12.17%12.91%13.70%11.84%8.32%12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 25, 2013, FTEC-SCHG-SCHD-25/25/50's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, your investment would double in approximately 4.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Mar 2020 at -11.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FTEC-SCHG-SCHD-25/25/50 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.69%1.81%-3.26%0.30%2.44%
20251.27%-0.47%-4.80%-3.15%5.55%5.21%1.95%3.08%2.34%1.75%-0.28%0.18%12.81%
20241.26%3.86%3.17%-4.66%4.51%3.89%2.51%1.86%1.69%-0.23%5.86%-3.18%21.97%
20235.95%-1.81%4.18%-0.13%1.73%5.89%3.69%-1.52%-5.00%-2.59%9.29%5.43%26.94%
2022-5.55%-3.01%3.45%-8.31%0.97%-8.33%8.52%-4.11%-9.20%8.59%5.78%-5.65%-17.65%
2021-0.81%3.50%5.20%4.32%0.82%2.96%1.99%2.90%-4.64%6.47%-0.12%4.54%30.13%

Benchmark Metrics

FTEC-SCHG-SCHD-25/25/50 has an annualized alpha of 3.51%, beta of 1.00, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 25, 2013.

  • This portfolio captured 109.53% of S&P 500 Index gains but only 92.09% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 3.51% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.00 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
3.51%
Beta
1.00
0.98
Upside Capture
109.53%
Downside Capture
92.09%

Expense Ratio

FTEC-SCHG-SCHD-25/25/50 has an expense ratio of 0.06%, 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

FTEC-SCHG-SCHD-25/25/50 ranks 41 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FTEC-SCHG-SCHD-25/25/50 Risk / Return Rank: 4141
Overall Rank
FTEC-SCHG-SCHD-25/25/50 Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FTEC-SCHG-SCHD-25/25/50 Sortino Ratio Rank: 3939
Sortino Ratio Rank
FTEC-SCHG-SCHD-25/25/50 Omega Ratio Rank: 4949
Omega Ratio Rank
FTEC-SCHG-SCHD-25/25/50 Calmar Ratio Rank: 3232
Calmar Ratio Rank
FTEC-SCHG-SCHD-25/25/50 Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.92

+0.20

Sortino ratio

Return per unit of downside risk

1.67

1.41

+0.26

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.55

1.41

+0.13

Martin ratio

Return relative to average drawdown

7.86

6.61

+1.25


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FTEC
Fidelity MSCI Information Technology Index ETF
631.101.691.241.925.93
SCHG
Schwab U.S. Large-Cap Growth ETF
410.761.241.171.093.71
SCHD
Schwab U.S. Dividend Equity ETF
430.881.321.191.053.55

Sharpe Ratio

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.

FTEC-SCHG-SCHD-25/25/50 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.12
  • 5-Year: 0.70
  • 10-Year: 0.89
  • All Time: 0.86

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 1.01 to 1.70, 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 FTEC-SCHG-SCHD-25/25/50 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

FTEC-SCHG-SCHD-25/25/50 provided a 1.95% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.95%2.11%2.04%2.05%2.06%1.65%1.92%1.95%2.15%1.81%2.02%2.11%
FTEC
Fidelity MSCI Information Technology Index ETF
0.45%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

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 FTEC-SCHG-SCHD-25/25/50. 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 FTEC-SCHG-SCHD-25/25/50 was 32.44%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current FTEC-SCHG-SCHD-25/25/50 drawdown is 3.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.44%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-24.78%Dec 28, 2021200Oct 12, 2022292Dec 11, 2023492
-19.56%Sep 21, 201865Dec 24, 201866Apr 1, 2019131
-19.31%Dec 5, 202484Apr 8, 202558Jul 2, 2025142
-12.67%May 22, 201566Aug 25, 201548Nov 2, 2015114

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 2.67, 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.

BenchmarkSCHDFTECSCHGPortfolio
Benchmark1.000.810.890.940.98
SCHD0.811.000.610.630.85
FTEC0.890.611.000.950.91
SCHG0.940.630.951.000.92
Portfolio0.980.850.910.921.00
The correlation results are calculated based on daily price changes starting from Oct 25, 2013