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CHARLES

Last updated Dec 9, 2023

SCHG E SCHD

Asset Allocation


SCHD 50%SCHG 50%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend50%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities50%

Performance

The chart shows the growth of an initial investment of $10,000 in CHARLES, 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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
8.15%
7.11%
CHARLES
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Dec 9, 2023, the CHARLES returned 21.11% Year-To-Date and 13.05% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
CHARLES21.11%5.34%8.15%17.41%15.51%13.05%
SCHD
Schwab US Dividend Equity ETF
-0.41%5.31%4.01%-1.65%12.01%10.76%
SCHG
Schwab U.S. Large-Cap Growth ETF
45.16%5.33%12.16%37.79%18.12%14.84%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.20%6.07%3.86%-1.22%-4.74%-2.66%8.77%

Sharpe Ratio

The current CHARLES Sharpe ratio is 1.31. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.31

The Sharpe ratio of CHARLES lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.31
1.25
CHARLES
Benchmark (^GSPC)
Portfolio components

Dividend yield

CHARLES granted a 2.06% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
CHARLES2.06%1.97%1.60%1.84%1.90%2.17%1.82%2.08%2.10%1.86%1.77%2.11%
SCHD
Schwab US Dividend Equity ETF
3.67%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%2.86%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.45%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%1.37%

Expense Ratio

The CHARLES has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.06%
0.00%2.15%
0.04%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHD
Schwab US Dividend Equity ETF
-0.08
SCHG
Schwab U.S. Large-Cap Growth ETF
2.20

Asset Correlations Table

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

SCHDSCHG
SCHD1.000.74
SCHG0.741.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-1.62%
-4.01%
CHARLES
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CHARLES. 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 CHARLES was 32.57%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.57%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-24.44%Dec 28, 2021200Oct 12, 2022
-19.04%Sep 21, 201865Dec 24, 201869Apr 4, 2019134
-11.98%May 19, 2015186Feb 11, 201642Apr 13, 2016228
-10.27%Jan 29, 201844Apr 2, 201889Aug 7, 2018133

Volatility Chart

The current CHARLES volatility is 2.86%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
2.86%
2.77%
CHARLES
Benchmark (^GSPC)
Portfolio components
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