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15% IAU 25% SCHD 60% VGIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

15% IAU 25% SCHD 60% VGIT

Last updated Jul 25, 2024

Asset Allocation

VGIT 60%IAU 15%SCHD 25%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
IAU
iShares Gold Trust		Precious Metals, Gold

15%

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

25%

VGIT
Vanguard Intermediate-Term Treasury ETF		Government Bonds

60%

S&P 500

Performance

Performance Chart

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

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%FebruaryMarchAprilMayJuneJuly
80.21%
344.24%
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 By Period

As of Jul 25, 2024, the 15% IAU 25% SCHD 60% VGIT returned 4.77% Year-To-Date and 4.68% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
15% IAU 25% SCHD 60% VGIT4.77%2.31%5.26%8.67%4.91%4.71%
Portfolio components:
SCHD
Schwab US Dividend Equity ETF		8.60%4.84%7.35%12.13%11.96%11.28%
VGIT
Vanguard Intermediate-Term Treasury ETF		0.82%1.15%1.55%4.21%0.01%1.20%
IAU
iShares Gold Trust		14.32%2.67%16.87%21.12%10.61%5.94%

Monthly Returns

The table below presents the monthly returns of 15% IAU 25% SCHD 60% VGIT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.01%-0.40%2.77%-1.88%1.61%0.59%4.77%
20232.82%-3.12%2.81%0.37%-1.86%0.23%1.33%-0.66%-2.79%-0.37%3.78%3.32%5.70%
2022-1.89%0.17%-0.96%-2.83%0.86%-2.64%1.75%-2.83%-4.29%2.08%4.55%-0.92%-7.05%
2021-0.98%-0.24%1.57%1.50%2.17%-1.29%1.25%0.33%-2.00%0.89%-0.37%2.09%4.94%
20201.58%-1.12%-0.87%4.13%1.59%0.31%3.27%1.01%-1.25%-0.37%2.67%1.83%13.38%
20192.21%0.84%1.21%0.62%-0.46%3.52%0.38%2.31%0.00%0.89%-0.03%0.94%13.08%
20180.76%-2.04%-0.07%-0.94%0.73%-0.30%0.59%0.72%-0.20%-1.18%1.45%0.05%-0.49%
20170.89%1.60%0.03%0.79%0.78%-0.63%1.02%1.15%-0.32%0.67%0.92%0.86%8.02%
20161.53%2.38%1.47%0.61%-0.71%3.30%1.05%-1.00%0.41%-1.38%-1.96%0.22%5.95%
20152.01%-0.61%-0.45%0.09%0.17%-1.55%-0.30%-0.86%0.32%2.17%-1.16%-0.30%-0.53%
20140.41%2.11%-0.44%0.87%0.52%1.16%-1.27%1.58%-1.34%0.69%1.11%-0.09%5.38%
20131.01%0.19%1.50%0.09%-1.55%-2.44%2.29%-0.53%0.60%1.55%-0.28%-0.87%1.47%

Expense Ratio

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

IAU
iShares Gold Trust
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VGIT
Vanguard Intermediate-Term Treasury ETF
Expense ratio chart for VGIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 15% IAU 25% SCHD 60% VGIT is 38, 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.

The Risk-Adjusted Performance Rank of 15% IAU 25% SCHD 60% VGIT is 3838
15% IAU 25% SCHD 60% VGIT
The Sharpe Ratio Rank of 15% IAU 25% SCHD 60% VGIT is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of 15% IAU 25% SCHD 60% VGIT is 4141Sortino Ratio Rank
The Omega Ratio Rank of 15% IAU 25% SCHD 60% VGIT is 4444Omega Ratio Rank
The Calmar Ratio Rank of 15% IAU 25% SCHD 60% VGIT is 2929Calmar Ratio Rank
The Martin Ratio Rank of 15% IAU 25% SCHD 60% VGIT is 3939Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

15% IAU 25% SCHD 60% VGIT
Sharpe ratio
The chart of Sharpe ratio for 15% IAU 25% SCHD 60% VGIT, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.001.35
Sortino ratio
The chart of Sortino ratio for 15% IAU 25% SCHD 60% VGIT, currently valued at 2.01, compared to the broader market-2.000.002.004.006.002.01
Omega ratio
The chart of Omega ratio for 15% IAU 25% SCHD 60% VGIT, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for 15% IAU 25% SCHD 60% VGIT, currently valued at 0.89, compared to the broader market0.002.004.006.008.000.89
Martin ratio
The chart of Martin ratio for 15% IAU 25% SCHD 60% VGIT, currently valued at 4.74, compared to the broader market0.0010.0020.0030.0040.004.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF		1.061.601.190.903.31
VGIT
Vanguard Intermediate-Term Treasury ETF		0.701.061.120.242.21
IAU
iShares Gold Trust		1.452.081.261.617.03

Sharpe Ratio

The current 15% IAU 25% SCHD 60% VGIT Sharpe ratio is 1.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 15% IAU 25% SCHD 60% VGIT with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.35
1.58
15% IAU 25% SCHD 60% VGIT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

15% IAU 25% SCHD 60% VGIT granted a 2.81% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
15% IAU 25% SCHD 60% VGIT2.81%2.51%1.89%1.71%2.13%2.09%2.00%1.66%1.74%1.76%1.58%1.60%
Portfolio components:
SCHD
Schwab US Dividend Equity ETF		3.49%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		3.23%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%

Drawdowns

Drawdowns Chart

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

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.12%
-4.73%
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. Recovery took 376 trading sessions.

The current 15% IAU 25% SCHD 60% VGIT drawdown is 1.12%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.71%Jan 3, 2022185Sep 27, 2022376Mar 27, 2024561
-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

Volatility Chart

The current 15% IAU 25% SCHD 60% VGIT volatility is 1.74%, 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%1.50%2.00%2.50%3.00%3.50%4.00%4.50%FebruaryMarchAprilMayJuneJuly
1.74%
3.80%
15% IAU 25% SCHD 60% VGIT
Benchmark (^GSPC)
Portfolio components

Diversification

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
SCHD1.000.03-0.21
IAU0.031.000.35
VGIT-0.210.351.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011