40-VOO 20-VONG 30-SCHD 10-VMFXX

The chart shows the growth of an initial investment of $10,000 in 40-VOO 20-VONG 30-SCHD 10-VMFXX, 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 never rebalanced.

Based on dividend-adjusted daily data since May 25, 2021, 40-VOO 20-VONG 30-SCHD 10-VMFXX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +8.5%, while the worst month was Sep 2022 at -7.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 40-VOO 20-VONG 30-SCHD 10-VMFXX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Apr 4, 2025 at -5.2%.

40-VOO 20-VONG 30-SCHD 10-VMFXX has an annualized alpha of 0.96%, beta of 0.86, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.

• This portfolio participated in 86.92% of S&P 500 Index downside but only 86.09% of its upside - more exposed to losses than it benefited from rallies.
• With beta of 0.86 and R2 of 0.99, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

40-VOO 20-VONG 30-SCHD 10-VMFXX has an expense ratio of 0.05%, 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.

40-VOO 20-VONG 30-SCHD 10-VMFXX ranks 66 for risk / return — better than 66% 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 40-VOO 20-VONG 30-SCHD 10-VMFXX Sharpe ratio is 2.18 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 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 40-VOO 20-VONG 30-SCHD 10-VMFXX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

40-VOO 20-VONG 30-SCHD 10-VMFXX provided a 1.86% 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 40-VOO 20-VONG 30-SCHD 10-VMFXX. 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 40-VOO 20-VONG 30-SCHD 10-VMFXX was 21.23%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.

The current 40-VOO 20-VONG 30-SCHD 10-VMFXX drawdown is 1.91%.

The chart below shows the rolling one-month volatility.