Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | S&P 500 | 50% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 25% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Nasdaq-100, Derivative Income | 25% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in VOO/SCHD/JEPQ 50/25/25, 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
| 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 VOO/SCHD/JEPQ 50/25/25 | 1.70% | 0.69% | 11.26% | 10.45% | 25.38% | 19.42% | — | — |
| Portfolio components: | ||||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 2.59% | 0.64% | 7.18% | 6.64% | 25.03% | 19.70% | — | — |
SCHD Schwab U.S. Dividend Equity ETF | 0.84% | 2.42% | 19.60% | 18.52% | 25.79% | 14.80% | 8.55% | 12.82% |
VOO Vanguard S&P 500 ETF | 1.68% | -0.06% | 8.49% | 7.67% | 24.15% | 20.99% | 13.30% | 15.41% |
Monthly Returns
Based on dividend-adjusted daily data since May 4, 2022, VOO/SCHD/JEPQ 50/25/25's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +8.4%, while the worst month was Sep 2022 at -8.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, VOO/SCHD/JEPQ 50/25/25 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.47% | 0.93% | -3.90% | 8.39% | 4.08% | -1.72% | 11.26% | ||||||
| 2025 | 2.30% | -0.45% | -4.74% | -2.28% | 4.46% | 4.35% | 1.70% | 2.83% | 2.48% | 1.58% | 0.95% | 0.34% | 13.94% |
| 2024 | 1.59% | 4.15% | 3.42% | -3.96% | 4.28% | 2.64% | 1.52% | 2.16% | 1.95% | -0.33% | 5.48% | -2.69% | 21.67% |
| 2023 | 5.23% | -2.25% | 3.41% | 1.23% | 0.33% | 5.35% | 3.43% | -1.22% | -4.26% | -2.23% | 8.10% | 4.59% | 23.07% |
| 2022 | -0.17% | -7.69% | 7.63% | -4.04% | -8.67% | 7.99% | 5.76% | -5.21% | -5.91% |
Benchmark Metrics
VOO/SCHD/JEPQ 50/25/25 has an annualized alpha of 1.60%, beta of 0.89, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since May 04, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.63%) than losses (87.18%) - typical of diversified or defensive assets.
- With beta of 0.89 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
- 1.60%
- Beta
- 0.89
- R²
- 0.98
- Upside Capture
- 90.63%
- Downside Capture
- 87.18%
Expense Ratio
VOO/SCHD/JEPQ 50/25/25 has an expense ratio of 0.12%, 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
VOO/SCHD/JEPQ 50/25/25 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for VOO/SCHD/JEPQ 50/25/25 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 | 2.47 | 1.85 | +0.62 |
| Sortino ratioReturn per unit of downside risk | 3.33 | 2.52 | +0.81 |
| Omega ratioGain probability vs. loss probability | 1.46 | 1.34 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.82 | 2.52 | +1.31 |
| Martin ratioReturn relative to average drawdown | 17.94 | 11.31 | +6.63 |
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 |
|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 76 | 2.00 | 2.65 | 1.39 | 2.85 | 13.59 |
SCHD Schwab U.S. Dividend Equity ETF | 88 | 2.38 | 3.67 | 1.43 | 5.61 | 13.71 |
VOO Vanguard S&P 500 ETF | 73 | 1.98 | 2.68 | 1.36 | 2.73 | 12.33 |
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Dividends
Dividend yield
VOO/SCHD/JEPQ 50/25/25 provided a 3.91% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.91% | 4.15% | 3.95% | 4.11% | 4.05% | 1.32% | 1.56% | 1.69% | 1.80% | 1.55% | 1.73% | 1.79% |
| Portfolio components: | ||||||||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.29% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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 VOO/SCHD/JEPQ 50/25/25. 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 VOO/SCHD/JEPQ 50/25/25 was 17.58%, occurring on Apr 8, 2025. Recovery took 58 trading sessions.
The current VOO/SCHD/JEPQ 50/25/25 drawdown is 1.94%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -17.58%Apr 2025 | 1mo 17d | 2mo 25d | 4mo 12dFeb 2025 - Jul 2025 |
Bear market2022 | -15.72%Oct 2022 | 1mo 26d | 7mo 23d | 9mo 19dAug 2022 - Jun 2023 |
Bear market2022 | -13.15%Jun 2022 | 1mo 12d | 2mo | 3mo 12dMay 2022 - Aug 2022 |
2023 pullback2023 | -9.15%Oct 2023 | 2mo 27d | 1mo 5d | 4mo 2dAug 2023 - Dec 2023 |
2024 pullback2024 | -7.50%Aug 2024 | 19d | 25d | 1mo 14dJul 2024 - Aug 2024 |
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. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.16 | 1.09 | 1.06 |
The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
VOO/SCHD/JEPQ 50/25/25 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.98 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SCHD has the lowest at 0.68.
Asset Correlations Table
Find what VOO/SCHD/JEPQ 50/25/25 is missing
See which holdings overlap, where VOO/SCHD/JEPQ 50/25/25 is concentrated, and which low-correlation assets could fill the gaps.
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