VTSAX/SCHD 50/50

Asset Allocation

Position	Category/Sector	Target Weight
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	Large Cap Blend Equities	50%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VTSAX/SCHD 50/50, 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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Returns By Period

As of Jun 11, 2026, the VTSAX/SCHD 50/50 returned 13.73% Year-To-Date and 13.95% 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 50/50	0.40%	0.45%	13.73%	12.62%	24.79%	17.74%	10.41%	13.95%
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%
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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 20, 2011, VTSAX/SCHD 50/50's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VTSAX/SCHD 50/50 closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -11.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.15%	3.13%	-3.61%	7.47%	3.32%	-2.01%							13.73%
2025	2.48%	0.31%	-3.49%	-4.18%	3.93%	3.74%	1.14%	3.80%	1.09%	0.08%	1.69%	0.20%	10.93%
2024	0.42%	3.63%	3.92%	-4.47%	3.39%	1.61%	4.02%	2.27%	1.46%	-0.28%	5.61%	-4.80%	17.45%
2023	4.49%	-2.81%	0.84%	0.12%	-1.82%	6.10%	3.88%	-1.71%	-4.49%	-3.22%	7.85%	6.02%	15.23%
2022	-4.38%	-2.24%	3.11%	-6.56%	1.87%	-8.16%	6.64%	-3.24%	-8.36%	9.69%	6.04%	-4.61%	-11.59%
2021	-0.62%	4.62%	6.26%	3.68%	1.80%	0.79%	1.18%	2.48%	-4.09%	5.57%	-1.76%	5.54%	27.93%

Benchmark Metrics

VTSAX/SCHD 50/50 has an annualized alpha of 1.88%, beta of 0.91, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.99%) than losses (91.01%) - typical of diversified or defensive assets.
With beta of 0.91 and R2 of 0.95, 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: 1.88%

Beta: 0.91

R²: 0.95

Upside Capture: 96.99%

Downside Capture: 91.01%

See how alpha, beta & R² have trended over time →

Expense Ratio

VTSAX/SCHD 50/50 has an expense ratio of 0.05%, 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.

SCHD

Schwab U.S. Dividend Equity ETF

VTSAX

Vanguard Total Stock Market Index Fund Admiral Shares

Return for Risk

Risk / Return Rank

VTSAX/SCHD 50/50 ranks 86 for risk / return — in the top 86% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

The table below presents risk-adjusted performance metrics for VTSAX/SCHD 50/50 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	2.53	1.85	+0.68
Sortino ratioReturn per unit of downside risk	3.55	2.52	+1.03
Omega ratioGain probability vs. loss probability	1.46	1.34	+0.12
Calmar ratioReturn relative to maximum drawdown	4.51	2.52	+1.99
Martin ratioReturn relative to average drawdown	17.76	11.31	+6.44

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
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	52	1.75	2.40	1.32	2.47	11.16

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.

The current VTSAX/SCHD 50/50 Sharpe ratio is 2.53 as of Jun 11, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.44 to 2.28, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of VTSAX/SCHD 50/50 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

VTSAX/SCHD 50/50 provided a 2.14% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.14%	2.47%	2.45%	2.46%	2.52%	1.99%	2.29%	2.37%	2.55%	2.17%	2.40%	2.48%
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%
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 50/50. 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 VTSAX/SCHD 50/50 was 33.96%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current VTSAX/SCHD 50/50 drawdown is 1.82%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-33.96%Mar 2020	1mo 9d	4mo 22d	6mo 1dFeb 2020 - Aug 2020
Bear market2022	-20.96%Sep 2022	8mo 28d	1y 2mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-18.58%Dec 2018	3mo 1d	3mo 15d	6mo 16dSep 2018 - Apr 2019
2025 selloff2025	-17.07%Apr 2025	4mo 7d	3mo 3d	7mo 10dDec 2024 - Jul 2025
2015 correction2015	-12.76%Aug 2015	3mo 8d	7mo 10d	10mo 18dMay 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 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.19	1.09	1.06	1.03	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 50/50 correlation to the S&P 500 Index

VTSAX/SCHD 50/50 has a 0.79 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.95

Benchmark Correlations

Correlation vs. S&P 500 Index. VTSAX has the highest benchmark correlation at 0.99, while SCHD has the lowest at 0.82.

SCHD

0.82

VTSAX

0.99

Portfolio Correlations

Correlation vs. VTSAX/SCHD 50/50. VTSAX has the highest portfolio correlation at 0.95, while SCHD has the lowest at 0.95.

SCHD

0.95

VTSAX

0.95

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	SCHD	VTSAX
SCHD	1.00	0.82
VTSAX	0.82	1.00

The correlation results are calculated based on daily price changes starting from Oct 20, 2011

Diversification Analysis

Find what VTSAX/SCHD 50/50 is missing

See which holdings overlap, where VTSAX/SCHD 50/50 is concentrated, and which low-correlation assets could fill the gaps.

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