Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 50% |
VIG Vanguard Dividend Appreciation ETF | Dividend | 30% |
VYM Vanguard High Dividend Yield ETF | Dividend | 20% |
Performance
Performance Chart
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 Every 3 months.
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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 2, 2026, the SCHD/VYM/VIG returned 6.61% Year-To-Date and 12.19% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio SCHD/VYM/VIG | 0.15% | -2.80% | 6.61% | 8.42% | 14.60% | 13.10% | 9.44% | 12.19% |
| Portfolio components: | ||||||||
VIG Vanguard Dividend Appreciation ETF | 0.16% | -3.69% | -1.33% | 0.36% | 12.71% | 13.72% | 9.86% | 12.36% |
VYM Vanguard High Dividend Yield ETF | 0.11% | -2.81% | 3.80% | 6.43% | 17.34% | 14.92% | 11.04% | 11.27% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, SCHD/VYM/VIG's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, your investment would double in approximately 5.4 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +12.1%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SCHD/VYM/VIG closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.83% | 4.50% | -3.55% | -0.06% | 6.61% | ||||||||
| 2025 | 2.66% | 1.66% | -2.42% | -5.00% | 2.53% | 3.11% | 0.33% | 4.13% | 0.54% | -0.88% | 3.03% | -0.19% | 9.52% |
| 2024 | 0.59% | 2.47% | 4.25% | -4.24% | 2.63% | 0.37% | 5.26% | 2.66% | 1.14% | -0.56% | 5.01% | -5.40% | 14.44% |
| 2023 | 2.38% | -3.18% | -0.08% | 0.54% | -3.90% | 5.72% | 3.60% | -1.79% | -4.05% | -2.90% | 6.65% | 5.50% | 7.91% |
| 2022 | -3.06% | -2.09% | 2.95% | -4.44% | 2.64% | -7.43% | 4.91% | -2.89% | -7.74% | 11.04% | 6.69% | -3.52% | -4.68% |
| 2021 | -1.44% | 4.43% | 7.70% | 2.82% | 2.74% | -0.77% | 1.39% | 1.96% | -3.99% | 5.27% | -1.90% | 6.96% | 27.39% |
Benchmark Metrics
SCHD/VYM/VIG has an annualized alpha of 2.27%, beta of 0.83, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.75%) than losses (84.38%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.27%
- Beta
- 0.83
- R²
- 0.87
- Upside Capture
- 89.75%
- Downside Capture
- 84.38%
Expense Ratio
SCHD/VYM/VIG 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.
Return for Risk
Risk / Return Rank
SCHD/VYM/VIG ranks 25 for risk / return — below 25% 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 | 0.99 | 0.88 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.37 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.39 | -0.13 |
Martin ratioReturn relative to average drawdown | 5.52 | 6.43 | -0.92 |
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 | |
|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 43 | 0.84 | 1.28 | 1.19 | 1.24 | 5.41 |
VYM Vanguard High Dividend Yield ETF | 60 | 1.15 | 1.65 | 1.25 | 1.59 | 6.96 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
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Dividends
Dividend yield
SCHD/VYM/VIG provided a 2.68% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.68% | 2.88% | 2.89% | 2.93% | 2.88% | 2.41% | 2.70% | 2.61% | 2.84% | 2.44% | 2.67% | 2.83% |
| Portfolio components: | ||||||||||||
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% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
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% |
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 SCHD/VYM/VIG. 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 SCHD/VYM/VIG was 33.00%, occurring on Mar 23, 2020. Recovery took 140 trading sessions.
The current SCHD/VYM/VIG drawdown is 3.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33% | Feb 13, 2020 | 27 | Mar 23, 2020 | 140 | Oct 9, 2020 | 167 |
| -17.45% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -16.93% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -15.07% | Dec 2, 2024 | 87 | Apr 8, 2025 | 94 | Aug 22, 2025 | 181 |
| -13.02% | Mar 3, 2015 | 123 | Aug 25, 2015 | 141 | Mar 17, 2016 | 264 |
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 3 assets, with an effective number of assets of 2.63, 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 | SCHD | VIG | VYM | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.82 | 0.93 | 0.87 | 0.88 |
| SCHD | 0.82 | 1.00 | 0.89 | 0.95 | 0.98 |
| VIG | 0.93 | 0.89 | 1.00 | 0.92 | 0.95 |
| VYM | 0.87 | 0.95 | 0.92 | 1.00 | 0.98 |
| Portfolio | 0.88 | 0.98 | 0.95 | 0.98 | 1.00 |