DGRO/SCHD

The chart shows the growth of an initial investment of $10,000 in DGRO/SCHD, 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 6, 2026, the DGRO/SCHD returned 13.86% Year-To-Date and 12.99% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 13, 2014, DGRO/SCHD's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +12.7%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DGRO/SCHD closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -10.6%.

DGRO/SCHD has an annualized alpha of 13.47%, beta of 0.46, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.

• This portfolio captured 66.62% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.29%) - a profile typical of hedging or uncorrelated assets.
• Beta of 0.46 may look defensive, but with R2 of 0.34 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 0.34 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

DGRO/SCHD 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.

DGRO/SCHD ranks 77 for risk / return — better than 77% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below presents risk-adjusted performance metrics for DGRO/SCHD and compares them with S&P 500 Index.

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.

DGRO/SCHD Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.67
• 5-Year: 0.69
• 10-Year: 0.79
• All Time: 0.75

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.65 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of DGRO/SCHD compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

DGRO/SCHD provided a 2.61% 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 DGRO/SCHD. 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 DGRO/SCHD was 34.15%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current DGRO/SCHD drawdown is 0.83%.

The chart below shows the rolling one-month volatility.