SCHD/VYM/VIG
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 30% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 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 Quarterly
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Oct 30, 2024, the SCHD/VYM/VIG returned 15.61% Year-To-Date and 11.33% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| SCHD/VYM/VIG | 15.61% | 0.14% | 12.36% | 30.91% | 12.37% | 11.33% |
| Portfolio components: | ||||||
VIG Vanguard Dividend Appreciation ETF | 17.37% | 0.04% | 13.76% | 32.38% | 12.69% | 11.82% |
VYM Vanguard High Dividend Yield ETF | 17.60% | 0.63% | 12.08% | 32.84% | 10.95% | 10.00% |
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
Monthly Returns
The table below presents the monthly returns of SCHD/VYM/VIG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.59% | 2.47% | 4.25% | -4.24% | 2.63% | 0.37% | 5.26% | 2.66% | 1.14% | 15.61% | |||
| 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% | -4.69% |
| 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% |
| 2020 | -1.21% | -9.11% | -11.52% | 11.32% | 3.49% | -0.44% | 4.75% | 5.05% | -2.07% | -0.83% | 12.06% | 2.97% | 12.36% |
| 2019 | 6.14% | 4.16% | 1.22% | 3.29% | -6.45% | 6.96% | 1.64% | -0.89% | 3.10% | 0.89% | 2.62% | 2.40% | 27.35% |
| 2018 | 4.60% | -4.97% | -2.02% | -0.81% | 1.75% | 0.38% | 4.50% | 2.21% | 1.21% | -5.74% | 3.64% | -8.42% | -4.59% |
| 2017 | 0.28% | 3.72% | -0.01% | 0.62% | 1.42% | 0.26% | 1.37% | -0.15% | 2.74% | 2.78% | 4.06% | 1.71% | 20.38% |
| 2016 | -2.39% | 0.81% | 6.41% | -0.04% | 1.26% | 2.61% | 2.58% | -0.22% | -0.28% | -1.61% | 3.37% | 2.06% | 15.21% |
| 2015 | -3.15% | 5.27% | -2.22% | 0.66% | 0.61% | -2.95% | 1.21% | -5.55% | -1.22% | 8.09% | 0.26% | -0.95% | -0.67% |
| 2014 | -4.53% | 4.13% | 1.71% | 1.63% | 1.46% | 1.54% | -2.19% | 3.56% | -0.65% | 2.27% | 3.06% | -0.64% | 11.58% |
| 2013 | 5.68% | 1.81% | 4.12% | 2.60% | 1.19% | -0.89% | 4.81% | -3.62% | 3.01% | 4.70% | 2.43% | 1.94% | 31.12% |
Expense Ratio
SCHD/VYM/VIG has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SCHD/VYM/VIG is 59, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 3.44 | 4.79 | 1.64 | 3.91 | 23.21 |
VYM Vanguard High Dividend Yield ETF | 3.24 | 4.51 | 1.58 | 3.84 | 21.51 |
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
Dividends
Dividend yield
SCHD/VYM/VIG provided a 2.82% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD/VYM/VIG | 2.82% | 2.93% | 2.88% | 2.41% | 2.70% | 2.61% | 2.84% | 2.44% | 2.67% | 2.83% | 2.45% | 2.35% |
| Portfolio components: | ||||||||||||
VIG Vanguard Dividend Appreciation ETF | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VYM Vanguard High Dividend Yield ETF | 2.82% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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.
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 2.31%.
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 |
| -13.02% | Mar 3, 2015 | 123 | Aug 25, 2015 | 141 | Mar 17, 2016 | 264 |
| -11.12% | Jan 29, 2018 | 39 | Mar 23, 2018 | 120 | Sep 13, 2018 | 159 |
Volatility
Volatility Chart
The current SCHD/VYM/VIG volatility is 2.59%, 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.
Diversification
Asset Correlations Table
| VIG | SCHD | VYM | |
|---|---|---|---|
| VIG | 1.00 | 0.91 | 0.92 |
| SCHD | 0.91 | 1.00 | 0.97 |
| VYM | 0.92 | 0.97 | 1.00 |