FXAIX+SCHD+SCHG+SMH

Asset Allocation

Position	Category/Sector	Target Weight
FXAIX Fidelity 500 Index Fund	S&P 500	40%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	20%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	20%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	20%

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 FXAIX+SCHD+SCHG+SMH, 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 6, 2026, the FXAIX+SCHD+SCHG+SMH returned 20.80% Year-To-Date and 19.93% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	0.64%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio FXAIX+SCHD+SCHG+SMH	-3.20%	3.02%	20.80%	20.19%	43.69%	28.84%	18.02%	19.93%
Portfolio components:
FXAIX Fidelity 500 Index Fund	0.42%	3.50%	11.36%	11.04%	27.91%	22.71%	14.00%	15.57%
SCHD Schwab U.S. Dividend Equity ETF	-0.89%	2.41%	18.75%	18.75%	26.41%	15.14%	8.31%	12.64%
SCHG Schwab U.S. Large-Cap Growth ETF	-2.99%	-0.41%	3.59%	2.53%	20.65%	23.83%	14.97%	18.38%
SMH VanEck Semiconductor ETF	-9.22%	5.48%	58.19%	56.81%	126.12%	58.39%	36.10%	36.02%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, FXAIX+SCHD+SCHG+SMH's average daily return is +0.07%, while the average monthly return is +1.51%. At this rate, an investment would double in approximately 3.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2026 with a return of +14.3%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FXAIX+SCHD+SCHG+SMH closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -12.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.35%	0.48%	-4.57%	14.27%	7.92%	-2.10%							20.80%
2025	2.02%	-1.71%	-5.88%	-1.54%	7.24%	7.19%	2.30%	2.17%	4.59%	3.71%	-0.30%	0.56%	21.42%
2024	2.48%	6.76%	3.90%	-4.30%	6.06%	4.57%	0.48%	1.55%	1.70%	-0.72%	4.76%	-2.12%	27.47%
2023	8.28%	-1.63%	5.12%	-0.46%	3.81%	6.15%	3.93%	-1.67%	-5.25%	-2.74%	10.24%	5.91%	35.04%
2022	-6.56%	-2.91%	3.14%	-9.91%	1.56%	-9.81%	10.33%	-5.19%	-9.93%	6.81%	8.37%	-6.61%	-21.38%
2021	0.02%	3.69%	4.07%	4.05%	1.07%	3.07%	1.81%	2.99%	-4.75%	6.82%	1.69%	3.80%	31.75%

Benchmark Metrics

FXAIX+SCHD+SCHG+SMH has an annualized alpha of 4.09%, beta of 1.07, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

This portfolio captured 119.71% of S&P 500 Index gains but only 96.85% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 4.09% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.07 and R2 of 0.96, 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: 4.09%

Beta: 1.07

R²: 0.96

Upside Capture: 119.71%

Downside Capture: 96.85%

Expense Ratio

FXAIX+SCHD+SCHG+SMH has an expense ratio of 0.10%, 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.

SMH

VanEck Semiconductor ETF

SCHD

Schwab U.S. Dividend Equity ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

FXAIX

Fidelity 500 Index Fund

Return for Risk

Risk / Return Rank

FXAIX+SCHD+SCHG+SMH ranks 85 for risk / return — in the top 85% 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 FXAIX+SCHD+SCHG+SMH and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.13	2.01	+1.12
Sortino ratioReturn per unit of downside risk	4.02	2.71	+1.31
Omega ratioGain probability vs. loss probability	1.56	1.36	+0.19
Calmar ratioReturn relative to maximum drawdown	5.10	2.69	+2.41
Martin ratioReturn relative to average drawdown	22.85	12.34	+10.51
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FXAIX Fidelity 500 Index Fund	73	2.42	3.29	1.44	3.23	15.07
SCHD Schwab U.S. Dividend Equity ETF	87	2.55	3.94	1.46	6.07	14.90
SCHG Schwab U.S. Large-Cap Growth ETF	38	1.39	1.90	1.25	1.34	4.47
SMH VanEck Semiconductor ETF	95	4.00	4.12	1.59	8.58	32.42

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.

FXAIX+SCHD+SCHG+SMH Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 3.13
5-Year: 0.93
10-Year: 1.00
All Time: 1.01

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 1.64 to 2.54, 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 FXAIX+SCHD+SCHG+SMH 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

FXAIX+SCHD+SCHG+SMH provided a 1.18% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.18%	1.34%	1.39%	1.49%	1.70%	1.23%	1.51%	1.88%	2.33%	1.80%	1.95%	2.40%
Portfolio components:
FXAIX Fidelity 500 Index Fund	1.03%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
SMH VanEck Semiconductor ETF	0.19%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%

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 FXAIX+SCHD+SCHG+SMH. 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 FXAIX+SCHD+SCHG+SMH was 32.77%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current FXAIX+SCHD+SCHG+SMH drawdown is 3.57%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-32.77%Mar 2020	1mo 2d	4mo 1d	5mo 3dFeb 2020 - Jul 2020
Bear market2022	-28.91%Oct 2022	9mo 20d	1y 1mo	1y 11moDec 2021 - Dec 2023
2025 selloff2025	-21.18%Apr 2025	2mo 14d	2mo 18d	5mo 2dJan 2025 - Jun 2025
Rate-hike selloffLate 2018	-20.04%Dec 2018	3mo 4d	3mo 8d	6mo 12dSep 2018 - Apr 2019
2016 correction2016	-14.04%Feb 2016	8mo 19d	3mo 16d	1yMay 2015 - May 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 4 assets, with an effective number of assets of 3.57, 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	5Y	10Y	All Time
Diversification Ratio	1.17	1.11	1.09	1.07	1.07

The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

FXAIX+SCHD+SCHG+SMH correlation to the S&P 500 Index

FXAIX+SCHD+SCHG+SMH has a 0.95 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011	0.97

Benchmark Correlations

Correlation vs. S&P 500 Index. FXAIX has the highest benchmark correlation at 1.00, while SMH has the lowest at 0.77.

0.77

0.82

0.94

1.00

Portfolio Correlations

Correlation vs. FXAIX+SCHD+SCHG+SMH. FXAIX has the highest portfolio correlation at 0.97, while SCHD has the lowest at 0.79.

0.79

0.89

0.94

0.97

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	SMH	SCHG	FXAIX
SCHD	1.00	0.58	0.66	0.82
SMH	0.58	1.00	0.79	0.77
SCHG	0.66	0.79	1.00	0.94
FXAIX	0.82	0.77	0.94	1.00

The correlation results are calculated based on daily price changes starting from Oct 21, 2011

Diversification Analysis

Find what FXAIX+SCHD+SCHG+SMH is missing

See which holdings overlap, where FXAIX+SCHD+SCHG+SMH is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification