Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 25% |
VIG Vanguard Dividend Appreciation ETF | Dividend | 25% |
VNQ Vanguard Real Estate ETF | REIT | 30% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 20% |
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.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.56% | 4.74% | -5.39% | 0.60% | 4.24% | ||||||||
| 2025 | 2.45% | 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% |
| 2023 | 6.09% | -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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.88 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.37 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.39 | -0.22 |
Martin ratioReturn relative to average drawdown | 5.53 | 6.43 | -0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
VIG Vanguard Dividend Appreciation ETF | 42 | 0.84 | 1.28 | 1.19 | 1.24 | 5.41 |
VXUS Vanguard Total International Stock ETF | 78 | 1.63 | 2.25 | 1.33 | 2.52 | 9.49 |
VNQ Vanguard Real Estate ETF | 15 | 0.18 | 0.36 | 1.05 | 0.29 | 1.11 |
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Dividends
Dividend yield
Taxable Income and Growth RE tilt provided a 3.01% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.01% | 3.17% | 3.17% | 3.18% | 3.13% | 2.47% | 2.80% | 2.80% | 3.34% | 2.94% | 3.29% | 3.07% |
| Portfolio components: | ||||||||||||
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, 2020 | 25 | Mar 23, 2020 | 163 | Nov 11, 2020 | 188 |
| -24.05% | Jan 5, 2022 | 194 | Oct 12, 2022 | 437 | Jul 11, 2024 | 631 |
| -15.01% | Sep 24, 2018 | 64 | Dec 24, 2018 | 53 | Mar 13, 2019 | 117 |
| -14.39% | Dec 2, 2024 | 87 | Apr 8, 2025 | 57 | Jul 1, 2025 | 144 |
| -12.96% | Mar 24, 2015 | 108 | Aug 25, 2015 | 159 | Apr 13, 2016 | 267 |
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
| Benchmark | VNQ | VXUS | SCHD | VIG | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.60 | 0.81 | 0.82 | 0.93 | 0.87 |
| VNQ | 0.60 | 1.00 | 0.54 | 0.63 | 0.64 | 0.84 |
| VXUS | 0.81 | 0.54 | 1.00 | 0.72 | 0.76 | 0.82 |
| SCHD | 0.82 | 0.63 | 0.72 | 1.00 | 0.89 | 0.90 |
| VIG | 0.93 | 0.64 | 0.76 | 0.89 | 1.00 | 0.92 |
| Portfolio | 0.87 | 0.84 | 0.82 | 0.90 | 0.92 | 1.00 |