Three Fund Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 33.33% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Three Fund Portfolio, 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.
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 21, 2025, the Three Fund Portfolio returned -9.60% Year-To-Date and 12.85% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Three Fund Portfolio | -10.50% | -7.28% | -9.80% | 6.64% | 16.07% | 13.01% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -9.88% | -6.67% | -9.35% | 7.75% | 15.86% | 11.59% |
QQQ Invesco QQQ | -13.00% | -7.50% | -9.91% | 7.76% | 17.54% | 16.03% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -7.60% | -10.14% | 3.31% | 13.77% | 10.24% |
Monthly Returns
The table below presents the monthly returns of Three Fund Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.25% | -1.07% | -5.47% | -6.40% | -10.50% | ||||||||
| 2024 | 1.33% | 4.40% | 2.68% | -4.30% | 4.81% | 4.07% | 0.97% | 1.78% | 2.07% | -0.63% | 5.32% | -2.08% | 21.88% |
| 2023 | 6.66% | -1.88% | 4.67% | 0.45% | 2.39% | 6.11% | 3.78% | -1.53% | -4.76% | -2.55% | 9.18% | 5.48% | 30.59% |
| 2022 | -6.20% | -3.37% | 3.96% | -9.66% | 0.52% | -8.44% | 9.01% | -4.16% | -9.25% | 7.31% | 5.93% | -6.34% | -20.92% |
| 2021 | -0.40% | 2.25% | 4.43% | 4.72% | 0.52% | 3.12% | 2.16% | 3.30% | -4.88% | 6.73% | 0.19% | 3.65% | 28.44% |
| 2020 | 0.71% | -7.61% | -10.13% | 13.68% | 5.27% | 3.16% | 6.40% | 8.34% | -4.34% | -2.05% | 11.64% | 4.10% | 29.58% |
| 2019 | 7.78% | 3.39% | 2.59% | 4.37% | -7.46% | 7.31% | 1.86% | -1.64% | 2.09% | 2.80% | 3.57% | 3.14% | 33.07% |
| 2018 | 6.45% | -3.37% | -3.07% | -0.03% | 3.50% | 0.89% | 3.54% | 3.96% | 0.42% | -7.27% | 1.48% | -8.56% | -3.19% |
| 2017 | 2.24% | 3.91% | 0.83% | 1.42% | 2.44% | -0.71% | 2.69% | 0.87% | 1.39% | 3.57% | 2.99% | 1.23% | 25.33% |
| 2016 | -4.84% | -0.40% | 6.71% | -1.08% | 2.55% | 0.22% | 4.61% | 0.31% | 0.86% | -1.60% | 2.39% | 1.79% | 11.61% |
| 2015 | -2.67% | 6.04% | -2.09% | 1.25% | 1.37% | -2.56% | 2.58% | -6.14% | -1.84% | 9.60% | 0.45% | -1.45% | 3.64% |
| 2014 | -3.29% | 4.54% | -0.01% | 0.74% | 2.70% | 2.20% | -0.62% | 4.16% | -0.80% | 2.35% | 3.45% | -1.18% | 14.83% |
Expense Ratio
Three Fund Portfolio 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Three Fund Portfolio is 31, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.58 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
Dividends
Dividend yield
Three Fund Portfolio provided a 2.07% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.07% | 1.81% | 1.86% | 1.96% | 1.48% | 1.75% | 1.87% | 2.01% | 1.75% | 1.99% | 2.02% | 1.96% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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 Three Fund Portfolio. 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 Three Fund Portfolio was 31.10%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.
The current Three Fund Portfolio drawdown is 13.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.1% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -26.57% | Dec 28, 2021 | 200 | Oct 12, 2022 | 294 | Dec 13, 2023 | 494 |
| -19.77% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -19.33% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -12.56% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility
Volatility Chart
The current Three Fund Portfolio volatility is 13.90%, 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
| SCHD | QQQ | VOO | |
|---|---|---|---|
| SCHD | 1.00 | 0.66 | 0.85 |
| QQQ | 0.66 | 1.00 | 0.90 |
| VOO | 0.85 | 0.90 | 1.00 |