15% IAU 25% SCHD 60% VGIT

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 Every 3 months.

As of Jun 13, 2026, the 15% IAU 25% SCHD 60% VGIT returned 4.46% Year-To-Date and 6.04% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 20, 2011, 15% IAU 25% SCHD 60% VGIT's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, an investment would double in approximately 12.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +4.6%, while the worst month was Sep 2022 at -4.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 15% IAU 25% SCHD 60% VGIT closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +2.5%, while the worst single day was Mar 12, 2020 at -2.7%.

15% IAU 25% SCHD 60% VGIT has an annualized alpha of 3.08%, beta of 0.18, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (26.28%) than losses (21.38%) - typical of diversified or defensive assets.
• Beta of 0.18 may look defensive, but with R2 of 0.32 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.32 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

15% IAU 25% SCHD 60% VGIT has an expense ratio of 0.07%, 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.

15% IAU 25% SCHD 60% VGIT ranks 41 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current 15% IAU 25% SCHD 60% VGIT Sharpe ratio is 1.92 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 15% IAU 25% SCHD 60% VGIT compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

15% IAU 25% SCHD 60% VGIT provided a 3.12% dividend yield over the last twelve months.

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.

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 3.52%.

The chart below shows the rolling one-month volatility.