SGOV 45%, swyfx 45%, Schb 5%, schz 5%

The chart shows the growth of an initial investment of $10,000 in SGOV 45%, swyfx 45%, Schb 5%, schz 5%, 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.

Based on dividend-adjusted daily data since May 28, 2020, SGOV 45%, swyfx 45%, Schb 5%, schz 5%'s average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +5.3%, while the worst month was Sep 2022 at -4.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SGOV 45%, swyfx 45%, Schb 5%, schz 5% closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.3%, while the worst single day was Jun 11, 2020 at -2.5%.

SGOV 45%, swyfx 45%, Schb 5%, schz 5% has an annualized alpha of 1.71%, beta of 0.38, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.

• This portfolio participated in 44.47% of S&P 500 Index downside but only 39.69% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.38 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

SGOV 45%, swyfx 45%, Schb 5%, schz 5% has an expense ratio of 0.09%, 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.

SGOV 45%, swyfx 45%, Schb 5%, schz 5% ranks 76 for risk / return — better than 76% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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. Learn how to interpret the Sharpe ratio.

The current SGOV 45%, swyfx 45%, Schb 5%, schz 5% Sharpe ratio is 2.54 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.55 to 2.44, 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 SGOV 45%, swyfx 45%, Schb 5%, schz 5% compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

SGOV 45%, swyfx 45%, Schb 5%, schz 5% provided a 3.05% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the SGOV 45%, swyfx 45%, Schb 5%, schz 5%. 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 SGOV 45%, swyfx 45%, Schb 5%, schz 5% was 12.32%, occurring on Oct 14, 2022. Recovery took 283 trading sessions.

The current SGOV 45%, swyfx 45%, Schb 5%, schz 5% drawdown is 0.67%.

The chart below shows the rolling one-month volatility.