Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 55% |
SCHF Schwab International Equity ETF | Foreign Large Cap Equities | 23.50% |
SCHZ Schwab U.S. Aggregate Bond ETF | Total Bond Market | 14% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 7.50% |
Find the right asset allocation for 2025 Schwab
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 Schwab , 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 13, 2026, the 2025 Schwab returned 9.31% Year-To-Date and 12.59% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 Schwab | 0.38% | 1.40% | 9.31% | 9.87% | 24.18% | 18.30% | 10.30% | 12.59% |
| Portfolio components: | ||||||||
SCHF Schwab International Equity ETF | 0.29% | 3.90% | 15.39% | 17.24% | 31.75% | 19.18% | 9.76% | 10.82% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.12% | -2.45% | 2.58% | 2.96% | 20.32% | 22.68% | 14.33% | 18.50% |
SCHZ Schwab U.S. Aggregate Bond ETF | -0.13% | 1.05% | 0.51% | 0.93% | 4.88% | 4.17% | 0.02% | 1.50% |
VTI Vanguard Total Stock Market ETF | 0.57% | 1.00% | 9.62% | 9.69% | 26.27% | 20.60% | 12.20% | 15.02% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 14, 2011, 2025 Schwab 's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +10.7%, while the worst month was Mar 2020 at -11.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025 Schwab closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Mar 12, 2020 at -9.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.14% | 1.15% | -5.42% | 8.47% | 4.54% | -1.35% | 9.31% | ||||||
| 2025 | 2.95% | -0.45% | -3.75% | 0.68% | 5.14% | 4.28% | 1.15% | 2.51% | 2.98% | 2.13% | 0.33% | 0.64% | 19.89% |
| 2024 | 0.58% | 3.95% | 2.88% | -3.86% | 4.41% | 1.97% | 1.97% | 2.25% | 1.70% | -1.97% | 4.54% | -2.71% | 16.41% |
| 2023 | 7.17% | -2.60% | 3.09% | 1.43% | -0.30% | 5.27% | 2.96% | -2.15% | -4.28% | -2.53% | 8.67% | 5.07% | 22.93% |
| 2022 | -5.11% | -2.46% | 1.86% | -8.17% | 0.23% | -7.43% | 7.68% | -4.24% | -8.70% | 6.01% | 6.68% | -4.47% | -18.31% |
| 2021 | -0.51% | 2.12% | 2.62% | 4.16% | 0.97% | 1.76% | 1.43% | 2.13% | -3.81% | 5.11% | -1.79% | 3.14% | 18.40% |
Benchmark Metrics
2025 Schwab has an annualized alpha of 0.61%, beta of 0.84, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since July 14, 2011.
- This portfolio participated in 88.53% of S&P 500 Index downside but only 86.09% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.61%
- Beta
- 0.84
- R²
- 0.97
- Upside Capture
- 86.09%
- Downside Capture
- 88.53%
Expense Ratio
2025 Schwab has an expense ratio of 0.04%, 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
2025 Schwab ranks 50 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025 Schwab 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 | 1.95 | 1.86 | +0.09 |
| Sortino ratioReturn per unit of downside risk | 2.71 | 2.53 | +0.17 |
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.53 | +0.19 |
| Martin ratioReturn relative to average drawdown | 12.06 | 11.37 | +0.68 |
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 |
|---|---|---|---|---|---|---|
SCHF Schwab International Equity ETF | 60 | 1.82 | 2.52 | 1.33 | 2.64 | 10.14 |
SCHG Schwab U.S. Large-Cap Growth ETF | 32 | 1.18 | 1.64 | 1.21 | 1.14 | 3.78 |
SCHZ Schwab U.S. Aggregate Bond ETF | 36 | 1.19 | 1.79 | 1.21 | 1.66 | 4.89 |
VTI Vanguard Total Stock Market ETF | 67 | 1.97 | 2.67 | 1.35 | 2.79 | 12.52 |
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Dividends
Dividend yield
2025 Schwab provided a 1.87% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.87% | 2.01% | 2.05% | 1.98% | 1.98% | 1.75% | 1.65% | 2.12% | 2.30% | 1.90% | 2.05% | 2.01% |
| Portfolio components: | ||||||||||||
SCHF Schwab International Equity ETF | 2.96% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SCHZ Schwab U.S. Aggregate Bond ETF | 4.11% | 4.05% | 3.96% | 3.28% | 2.63% | 2.16% | 2.43% | 2.79% | 2.56% | 2.40% | 2.24% | 2.11% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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 2025 Schwab . 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 2025 Schwab was 30.01%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current 2025 Schwab drawdown is 1.82%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.01%Mar 2020 | 1mo 2d | 4mo 15d | 5mo 17dFeb 2020 - Aug 2020 |
Bear market2022 | -25.22%Oct 2022 | 11mo 9d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
2011 correction2011 | -17.50%Oct 2011 | 2mo 10d | 4mo 17d | 6mo 27dJul 2011 - Feb 2012 |
Rate-hike selloffLate 2018 | -16.30%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
2025 selloff2025 | -14.95%Apr 2025 | 1mo 18d | 1mo 25d | 3mo 13dFeb 2025 - Jun 2025 |
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 2.61, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.08 | 1.09 | 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.
2025 Schwab correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2011 | 0.98 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while SCHZ has the lowest at -0.06.
Asset Correlations Table
Find what 2025 Schwab is missing
See which holdings overlap, where 2025 Schwab is concentrated, and which low-correlation assets could fill the gaps.
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