PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

SCHD/VYM/VIG

Last updated Sep 21, 2023

Asset Allocation


VIG 33.33%VYM 33.33%SCHD 33.33%EquityEquity
PositionCategory/SectorWeight
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend33.33%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities33.33%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend33.33%

Performance

The chart shows the growth of an initial investment of $10,000 in SCHD/VYM/VIG, 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 Quarterly


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
6.15%
10.86%
SCHD/VYM/VIG
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the SCHD/VYM/VIG returned 1.90% Year-To-Date and 10.52% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.93%
SCHD/VYM/VIG-0.01%6.83%1.90%9.28%8.86%10.52%
VIG
Vanguard Dividend Appreciation ETF
-0.02%8.89%6.67%12.97%9.44%10.70%
VYM
Vanguard High Dividend Yield ETF
0.52%6.61%0.54%8.07%7.10%9.55%
SCHD
Schwab US Dividend Equity ETF
-0.53%4.93%-1.48%6.73%9.83%11.19%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VIGVYMSCHD
VIG1.000.920.92
VYM0.921.000.97
SCHD0.920.971.00

Sharpe Ratio

The current SCHD/VYM/VIG Sharpe ratio is 0.54. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.54

The Sharpe ratio of SCHD/VYM/VIG is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.54
0.74
SCHD/VYM/VIG
Benchmark (^GSPC)
Portfolio components

Dividend yield

SCHD/VYM/VIG granted a 3.05% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SCHD/VYM/VIG3.05%2.84%2.49%2.87%2.88%3.27%2.88%3.21%3.54%3.15%3.13%3.80%
VIG
Vanguard Dividend Appreciation ETF
1.49%1.98%1.60%1.70%1.83%2.26%2.09%2.43%2.71%2.31%2.23%2.92%
VYM
Vanguard High Dividend Yield ETF
3.15%3.07%2.91%3.45%3.41%3.95%3.37%3.60%4.11%3.66%3.80%4.51%
SCHD
Schwab US Dividend Equity ETF
4.49%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%

Expense Ratio

The SCHD/VYM/VIG has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.06%
0.00%2.15%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VIG
Vanguard Dividend Appreciation ETF
0.77
VYM
Vanguard High Dividend Yield ETF
0.45
SCHD
Schwab US Dividend Equity ETF
0.36

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.74%
-8.22%
SCHD/VYM/VIG
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SCHD/VYM/VIG. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SCHD/VYM/VIG is 33.19%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.19%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-17.34%Jan 5, 2022186Sep 30, 2022
-16.8%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-12.78%May 19, 201569Aug 25, 2015141Mar 17, 2016210
-10.83%Jan 29, 201839Mar 23, 2018120Sep 13, 2018159

Volatility Chart

The current SCHD/VYM/VIG volatility is 2.60%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.60%
3.47%
SCHD/VYM/VIG
Benchmark (^GSPC)
Portfolio components