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15% IAU 25% SCHD 60% VGIT

Last updated Feb 21, 2024

Asset Allocation


VGIT 60%IAU 15%SCHD 25%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

60%

IAU
iShares Gold Trust
Precious Metals, Gold

15%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

25%

Performance

The chart shows the growth of an initial investment of $10,000 in 15% IAU 25% SCHD 60% VGIT, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
4.71%
13.40%
15% IAU 25% SCHD 60% VGIT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Feb 21, 2024, the 15% IAU 25% SCHD 60% VGIT returned -0.85% Year-To-Date and 4.39% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
15% IAU 25% SCHD 60% VGIT-0.85%-0.26%4.71%3.89%4.92%4.39%
SCHD
Schwab US Dividend Equity ETF
1.10%0.50%7.54%3.81%12.08%11.43%
VGIT
Vanguard Intermediate-Term Treasury ETF
-1.41%-0.59%3.05%2.34%0.43%1.08%
IAU
iShares Gold Trust
-1.84%-0.21%6.59%9.68%8.73%4.13%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.00%
20231.33%-0.66%-2.79%-0.37%3.78%3.32%

Sharpe Ratio

The current 15% IAU 25% SCHD 60% VGIT Sharpe ratio is 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.67

The Sharpe ratio of 15% IAU 25% SCHD 60% VGIT 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.67
1.75
15% IAU 25% SCHD 60% VGIT
Benchmark (^GSPC)
Portfolio components

Dividend yield

15% IAU 25% SCHD 60% VGIT granted a 2.57% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
15% IAU 25% SCHD 60% VGIT2.57%2.51%1.89%1.71%2.13%2.09%2.00%1.66%1.74%1.76%1.58%1.60%
SCHD
Schwab US Dividend Equity ETF
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VGIT
Vanguard Intermediate-Term Treasury ETF
2.85%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 15% IAU 25% SCHD 60% VGIT has an expense ratio of 0.08% 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.


0.25%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
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
SCHD
Schwab US Dividend Equity ETF
0.33
VGIT
Vanguard Intermediate-Term Treasury ETF
0.38
IAU
iShares Gold Trust
0.78

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SCHDIAUVGIT
SCHD1.000.03-0.23
IAU0.031.000.36
VGIT-0.230.361.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.59%
-1.08%
15% IAU 25% SCHD 60% VGIT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 15% IAU 25% SCHD 60% VGIT. 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 15% IAU 25% SCHD 60% VGIT was 12.71%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current 15% IAU 25% SCHD 60% VGIT drawdown is 2.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.71%Jan 3, 2022185Sep 27, 2022
-6.89%Mar 5, 202011Mar 19, 202017Apr 14, 202028
-4.95%Jan 23, 2015149Aug 25, 2015117Feb 11, 2016266
-4.6%Apr 10, 201361Jul 5, 201380Oct 28, 2013141
-4.3%Aug 1, 201697Dec 15, 2016111May 26, 2017208

Volatility Chart

The current 15% IAU 25% SCHD 60% VGIT volatility is 2.05%, 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.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
2.05%
3.37%
15% IAU 25% SCHD 60% VGIT
Benchmark (^GSPC)
Portfolio components
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