VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 10% | |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 30% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10), 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 Sep 19, 2024, the VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10) returned 22.54% Year-To-Date and 32.82% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10) | 19.09% | 0.06% | 5.17% | 35.35% | 22.94% | 23.69% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 18.91% | 0.30% | 8.27% | 28.20% | 15.26% | 12.85% |
SCHD Schwab US Dividend Equity ETF | 12.56% | 2.06% | 7.31% | 18.96% | 12.80% | 11.39% |
XLK Technology Select Sector SPDR Fund | 13.21% | -3.50% | 3.75% | 29.03% | 23.13% | 19.84% |
BTC-USD Bitcoin | 45.86% | 3.62% | -9.22% | 126.56% | 43.36% | 65.54% |
Monthly Returns
The table below presents the monthly returns of VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10), 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 | 1.41% | 7.89% | 4.58% | -5.81% | 5.32% | 2.82% | 1.54% | 0.74% | 19.09% | ||||
| 2023 | 9.26% | -1.53% | 7.07% | 0.48% | 0.88% | 6.53% | 2.61% | -2.44% | -4.37% | 1.08% | 9.41% | 5.88% | 39.42% |
| 2022 | -6.11% | -1.89% | 3.58% | -8.88% | -0.29% | -10.73% | 9.74% | -5.43% | -8.93% | 8.64% | 4.03% | -5.59% | -21.96% |
| 2021 | 0.59% | 7.14% | 8.93% | 3.62% | -2.47% | 2.08% | 3.93% | 4.04% | -5.12% | 10.09% | -0.43% | 1.99% | 38.92% |
| 2020 | 3.61% | -8.21% | -12.68% | 15.22% | 5.69% | 2.04% | 7.42% | 7.45% | -4.30% | 0.59% | 15.69% | 10.82% | 47.01% |
| 2019 | 5.56% | 5.31% | 3.10% | 7.12% | 0.70% | 12.80% | 1.39% | -1.74% | 1.16% | 3.34% | 1.59% | 2.46% | 51.17% |
| 2018 | 2.09% | -2.85% | -5.24% | 3.07% | 0.74% | -1.14% | 5.26% | 2.41% | -0.08% | -6.69% | -2.73% | -8.45% | -13.66% |
| 2017 | 1.53% | 5.70% | -0.29% | 3.67% | 10.87% | 1.29% | 4.01% | 7.89% | 0.09% | 8.81% | 10.75% | 7.39% | 81.07% |
| 2016 | -4.73% | 1.68% | 6.06% | -0.69% | 4.37% | 3.67% | 3.32% | -0.43% | 1.24% | 0.26% | 2.84% | 5.38% | 24.94% |
| 2015 | -6.16% | 7.07% | -2.59% | 1.03% | 0.85% | -1.54% | 2.55% | -7.11% | -1.13% | 11.58% | 2.77% | 0.44% | 6.50% |
| 2014 | -2.17% | 0.02% | -0.30% | 0.64% | 5.99% | 1.75% | -1.30% | 1.40% | -2.04% | 0.49% | 4.25% | -2.41% | 6.14% |
| 2013 | 8.38% | 8.82% | 40.38% | 7.21% | 0.83% | -4.82% | 5.08% | 0.64% | 2.34% | 9.57% | 64.51% | -13.68% | 186.84% |
Expense Ratio
VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10) has an expense ratio of 0.07%, 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 VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10) is 22, indicating that it is in the bottom 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.19 | 2.92 | 1.40 | 1.04 | 13.23 |
SCHD Schwab US Dividend Equity ETF | 1.60 | 2.32 | 1.28 | 0.80 | 7.71 |
XLK Technology Select Sector SPDR Fund | 0.92 | 1.34 | 1.17 | 0.35 | 3.93 |
BTC-USD Bitcoin | 0.90 | 1.56 | 1.16 | 0.47 | 3.94 |
Dividends
Dividend yield
VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10) granted a 1.56% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10) | 1.56% | 1.71% | 1.84% | 1.40% | 1.69% | 1.80% | 2.02% | 1.73% | 1.99% | 2.06% | 1.87% | 1.80% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
XLK Technology Select Sector SPDR Fund | 0.53% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10). 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 VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10) was 33.14%, occurring on Mar 23, 2020. Recovery took 130 trading sessions.
The current VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10) drawdown is 3.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.14% | Feb 13, 2020 | 40 | Mar 23, 2020 | 130 | Jul 31, 2020 | 170 |
| -28.65% | Nov 9, 2021 | 338 | Oct 12, 2022 | 404 | Nov 20, 2023 | 742 |
| -26.81% | Dec 17, 2017 | 374 | Dec 25, 2018 | 171 | Jun 14, 2019 | 545 |
| -25.04% | Dec 5, 2013 | 14 | Dec 18, 2013 | 835 | Apr 1, 2016 | 849 |
| -17.09% | Apr 11, 2013 | 7 | Apr 17, 2013 | 184 | Oct 18, 2013 | 191 |
Volatility
Volatility Chart
The current VOO; SCHD ;XLK; BTC ( FBTC ETF ) (401K ) ( 30;30;30;10) volatility is 4.87%, 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
| BTC-USD | SCHD | XLK | VOO | |
|---|---|---|---|---|
| BTC-USD | 1.00 | 0.08 | 0.10 | 0.11 |
| SCHD | 0.08 | 1.00 | 0.62 | 0.82 |
| XLK | 0.10 | 0.62 | 1.00 | 0.83 |
| VOO | 0.11 | 0.82 | 0.83 | 1.00 |