Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | Technology Equities | 25% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 50% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 25% |
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.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.69% | 1.81% | -3.26% | 0.30% | 2.44% | ||||||||
| 2025 | 1.27% | -0.47% | -4.80% | -3.15% | 5.55% | 5.21% | 1.95% | 3.08% | 2.34% | 1.75% | -0.28% | 0.18% | 12.81% |
| 2024 | 1.26% | 3.86% | 3.17% | -4.66% | 4.51% | 3.89% | 2.51% | 1.86% | 1.69% | -0.23% | 5.86% | -3.18% | 21.97% |
| 2023 | 5.95% | -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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.92 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.41 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.41 | +0.13 |
Martin ratioReturn relative to average drawdown | 7.86 | 6.61 | +1.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 63 | 1.10 | 1.69 | 1.24 | 1.92 | 5.93 |
SCHG Schwab U.S. Large-Cap Growth ETF | 41 | 0.76 | 1.24 | 1.17 | 1.09 | 3.71 |
SCHD Schwab U.S. Dividend Equity ETF | 43 | 0.88 | 1.32 | 1.19 | 1.05 | 3.55 |
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Dividends
Dividend yield
FTEC-SCHG-SCHD-25/25/50 provided a 1.95% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.95% | 2.11% | 2.04% | 2.05% | 2.06% | 1.65% | 1.92% | 1.95% | 2.15% | 1.81% | 2.02% | 2.11% |
| Portfolio components: | ||||||||||||
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, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -24.78% | Dec 28, 2021 | 200 | Oct 12, 2022 | 292 | Dec 11, 2023 | 492 |
| -19.56% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -19.31% | Dec 5, 2024 | 84 | Apr 8, 2025 | 58 | Jul 2, 2025 | 142 |
| -12.67% | May 22, 2015 | 66 | Aug 25, 2015 | 48 | Nov 2, 2015 | 114 |
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
| Benchmark | SCHD | FTEC | SCHG | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.81 | 0.89 | 0.94 | 0.98 |
| SCHD | 0.81 | 1.00 | 0.61 | 0.63 | 0.85 |
| FTEC | 0.89 | 0.61 | 1.00 | 0.95 | 0.91 |
| SCHG | 0.94 | 0.63 | 0.95 | 1.00 | 0.92 |
| Portfolio | 0.98 | 0.85 | 0.91 | 0.92 | 1.00 |