VONG/VNQ/VYM/SCHD
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 40% |
VNQ Vanguard Real Estate ETF | REIT | 20% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 20% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VONG/VNQ/VYM/SCHD, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Nov 13, 2024, the VONG/VNQ/VYM/SCHD returned 19.47% Year-To-Date and 11.44% 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% |
| VONG/VNQ/VYM/SCHD | 19.77% | 1.23% | 12.57% | 30.32% | 12.41% | 11.47% |
| Portfolio components: | ||||||
VONG Vanguard Russell 1000 Growth ETF | 32.07% | 3.92% | 16.18% | 39.77% | 19.76% | 16.72% |
SCHD Schwab US Dividend Equity ETF | 17.47% | 1.12% | 10.72% | 27.61% | 12.74% | 11.66% |
VNQ Vanguard Real Estate ETF | 10.24% | -0.79% | 13.68% | 24.63% | 4.31% | 6.08% |
VYM Vanguard High Dividend Yield ETF | 20.60% | 0.68% | 10.40% | 30.06% | 11.06% | 10.09% |
Monthly Returns
The table below presents the monthly returns of VONG/VNQ/VYM/SCHD, 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 | -0.31% | 3.04% | 3.70% | -4.98% | 3.54% | 1.71% | 4.70% | 2.91% | 1.82% | -0.73% | 19.77% | ||
| 2023 | 5.05% | -3.47% | 0.49% | 0.19% | -2.52% | 5.71% | 3.58% | -1.92% | -4.89% | -3.09% | 8.39% | 6.46% | 13.67% |
| 2022 | -4.60% | -2.58% | 3.76% | -5.72% | 0.91% | -7.85% | 6.59% | -3.75% | -9.00% | 8.73% | 6.10% | -4.52% | -13.06% |
| 2021 | -0.60% | 4.01% | 6.45% | 4.35% | 1.73% | 1.16% | 1.90% | 2.45% | -4.41% | 5.92% | -1.56% | 6.57% | 31.05% |
| 2020 | -0.52% | -8.40% | -13.39% | 11.89% | 3.76% | 0.95% | 5.02% | 4.86% | -3.03% | -1.39% | 11.69% | 3.32% | 12.39% |
| 2019 | 7.76% | 3.22% | 2.14% | 2.73% | -5.58% | 5.90% | 1.59% | -0.37% | 2.71% | 1.52% | 2.24% | 2.29% | 28.81% |
| 2018 | 3.19% | -5.19% | -1.28% | -0.22% | 2.66% | 1.25% | 3.35% | 2.74% | 0.19% | -5.61% | 3.20% | -8.23% | -4.74% |
| 2017 | 0.43% | 3.60% | -0.24% | 0.58% | 1.14% | 0.57% | 1.76% | 0.26% | 1.98% | 2.36% | 3.44% | 1.24% | 18.43% |
| 2016 | -3.31% | 0.34% | 7.32% | -0.59% | 1.67% | 2.86% | 3.45% | -1.04% | -0.31% | -2.48% | 2.31% | 2.68% | 13.18% |
| 2015 | -0.77% | 3.55% | -1.17% | -0.43% | 0.51% | -3.13% | 2.33% | -5.71% | -0.51% | 8.08% | 0.10% | -0.54% | 1.68% |
| 2014 | -2.33% | 4.33% | 1.20% | 1.77% | 1.94% | 1.58% | -1.29% | 3.59% | -1.77% | 3.74% | 2.86% | -0.41% | 16.00% |
| 2013 | 4.98% | 1.68% | 3.98% | 3.58% | -0.16% | -1.13% | 4.01% | -3.97% | 3.12% | 4.80% | 0.96% | 1.76% | 25.85% |
Expense Ratio
VONG/VNQ/VYM/SCHD has an expense ratio of 0.08%, 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 VONG/VNQ/VYM/SCHD is 71, 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 | |
|---|---|---|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | 2.56 | 3.28 | 1.47 | 3.24 | 12.81 |
SCHD Schwab US Dividend Equity ETF | 2.70 | 3.89 | 1.48 | 3.71 | 14.94 |
VNQ Vanguard Real Estate ETF | 1.85 | 2.65 | 1.33 | 1.17 | 7.06 |
VYM Vanguard High Dividend Yield ETF | 3.05 | 4.33 | 1.56 | 6.29 | 20.03 |
Dividends
Dividend yield
VONG/VNQ/VYM/SCHD provided a 2.79% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 2.95% | 2.94% | 2.29% | 2.84% | 2.68% | 3.09% | 2.70% | 3.00% | 2.91% | 2.61% | 2.67% |
| Portfolio components: | ||||||||||||
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VNQ Vanguard Real Estate ETF | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VYM Vanguard High Dividend Yield ETF | 2.75% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
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 VONG/VNQ/VYM/SCHD. 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 VONG/VNQ/VYM/SCHD was 34.90%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current VONG/VNQ/VYM/SCHD drawdown is 0.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.9% | Feb 18, 2020 | 25 | Mar 23, 2020 | 114 | Sep 2, 2020 | 139 |
| -21.86% | Jan 5, 2022 | 194 | Oct 12, 2022 | 337 | Feb 15, 2024 | 531 |
| -16.46% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -12.2% | Mar 3, 2015 | 123 | Aug 25, 2015 | 48 | Nov 2, 2015 | 171 |
| -10.36% | Jan 29, 2018 | 39 | Mar 23, 2018 | 101 | Aug 16, 2018 | 140 |
Volatility
Volatility Chart
The current VONG/VNQ/VYM/SCHD volatility is 2.97%, 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
| VNQ | VONG | SCHD | VYM | |
|---|---|---|---|---|
| VNQ | 1.00 | 0.54 | 0.62 | 0.63 |
| VONG | 0.54 | 1.00 | 0.72 | 0.73 |
| SCHD | 0.62 | 0.72 | 1.00 | 0.96 |
| VYM | 0.63 | 0.73 | 0.96 | 1.00 |