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Taxable Income and Growth RE tilt
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 25.00%VIG 25.00%VXUS 20.00%VNQ 30.00%EquityEquityReal EstateReal Estate

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Taxable Income and Growth RE tilt, 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 year.


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

Returns By Period

As of Apr 3, 2026, the Taxable Income and Growth RE tilt returned 4.24% Year-To-Date and 9.64% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-4.18%-3.84%-1.98%21.98%16.86%10.37%12.29%
Portfolio
Taxable Income and Growth RE tilt
0.34%-3.56%4.24%4.84%17.31%11.85%7.29%9.64%
SCHD
Schwab U.S. Dividend Equity ETF
0.16%-2.29%12.35%13.59%18.75%11.70%8.35%12.30%
VIG
Vanguard Dividend Appreciation ETF
0.16%-3.84%-1.33%-0.02%16.93%13.72%9.86%12.36%
VXUS
Vanguard Total International Stock ETF
-0.68%-3.46%2.81%5.79%30.65%15.41%7.43%9.01%
VNQ
Vanguard Real Estate ETF
1.36%-4.55%3.06%0.66%6.59%7.33%3.14%4.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, Taxable Income and Growth RE tilt's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, your investment would double in approximately 6.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +11.3%, while the worst month was Mar 2020 at -14.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Taxable Income and Growth RE tilt closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.56%4.74%-5.39%0.60%4.24%
20252.45%2.23%-1.99%-2.45%2.58%2.56%-0.01%3.81%1.15%-0.66%2.16%-0.20%12.02%
2024-1.51%2.50%3.12%-4.94%3.48%0.72%5.36%3.44%2.06%-2.33%3.77%-5.71%9.65%
20236.09%-4.17%0.12%0.87%-3.59%5.53%3.01%-2.76%-4.95%-3.05%8.66%6.40%11.48%
2022-5.10%-2.79%3.27%-4.83%-0.11%-7.38%5.92%-4.21%-9.65%7.27%7.77%-3.69%-14.37%
2021-0.90%3.41%5.69%4.47%2.09%0.46%2.11%1.90%-4.61%5.60%-2.30%7.23%27.41%

Benchmark Metrics

Taxable Income and Growth RE tilt has an annualized alpha of 0.18%, beta of 0.84, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

  • This portfolio participated in 89.02% of S&P 500 Index downside but only 83.88% of its upside — more exposed to losses than it benefited from rallies.

Alpha
0.18%
Beta
0.84
0.85
Upside Capture
83.88%
Downside Capture
89.02%

Expense Ratio

Taxable Income and Growth RE tilt has an expense ratio of 0.07%, 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

Taxable Income and Growth RE tilt ranks 22 for risk / return — below 22% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


Taxable Income and Growth RE tilt Risk / Return Rank: 2222
Overall Rank
Taxable Income and Growth RE tilt Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
Taxable Income and Growth RE tilt Sortino Ratio Rank: 2121
Sortino Ratio Rank
Taxable Income and Growth RE tilt Omega Ratio Rank: 2323
Omega Ratio Rank
Taxable Income and Growth RE tilt Calmar Ratio Rank: 1919
Calmar Ratio Rank
Taxable Income and Growth RE tilt Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.88

+0.05

Sortino ratio

Return per unit of downside risk

1.37

1.37

0.00

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.17

1.39

-0.22

Martin ratio

Return relative to average drawdown

5.53

6.43

-0.91


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab U.S. Dividend Equity ETF
400.891.341.191.093.69
VIG
Vanguard Dividend Appreciation ETF
420.841.281.191.245.41
VXUS
Vanguard Total International Stock ETF
781.632.251.332.529.49
VNQ
Vanguard Real Estate ETF
150.180.361.050.291.11

Sharpe Ratio

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.

Taxable Income and Growth RE tilt Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 0.93
  • 5-Year: 0.51
  • 10-Year: 0.60
  • All Time: 0.69

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Taxable Income and Growth RE tilt compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Taxable Income and Growth RE tilt provided a 3.01% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.01%3.17%3.17%3.18%3.13%2.47%2.80%2.80%3.34%2.94%3.29%3.07%
SCHD
Schwab U.S. Dividend Equity ETF
3.45%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
VIG
Vanguard Dividend Appreciation ETF
1.60%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
VXUS
Vanguard Total International Stock ETF
2.95%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%
VNQ
Vanguard Real Estate ETF
3.86%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

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 Taxable Income and Growth RE tilt. 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 Taxable Income and Growth RE tilt was 35.66%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current Taxable Income and Growth RE tilt drawdown is 4.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.66%Feb 18, 202025Mar 23, 2020163Nov 11, 2020188
-24.05%Jan 5, 2022194Oct 12, 2022437Jul 11, 2024631
-15.01%Sep 24, 201864Dec 24, 201853Mar 13, 2019117
-14.39%Dec 2, 202487Apr 8, 202557Jul 1, 2025144
-12.96%Mar 24, 2015108Aug 25, 2015159Apr 13, 2016267

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 3.92, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkVNQVXUSSCHDVIGPortfolio
Benchmark1.000.600.810.820.930.87
VNQ0.601.000.540.630.640.84
VXUS0.810.541.000.720.760.82
SCHD0.820.630.721.000.890.90
VIG0.930.640.760.891.000.92
Portfolio0.870.840.820.900.921.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011