Conservative Portfolio. Schb35schf15 schz40 SGOV 10

Asset Allocation

Position	Category/Sector	Target Weight
SCHZ Schwab U.S. Aggregate Bond ETF	Total Bond Market	40%
SCHB Schwab U.S. Broad Market ETF	Large Cap Blend Equities	35%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	15%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Conservative Portfolio. Schb35schf15 schz40 SGOV 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 Every 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio Conservative Portfolio. Schb35schf15 schz40 SGOV 10	0.89%	2.28%	7.22%	7.65%	17.22%	12.37%	6.59%	—
Portfolio components:
SCHB Schwab U.S. Broad Market ETF	1.74%	2.71%	11.59%	11.89%	28.36%	20.97%	12.79%	15.22%
SCHF Schwab International Equity ETF	1.23%	5.17%	16.81%	17.93%	33.37%	19.26%	10.11%	10.78%
SCHZ Schwab U.S. Aggregate Bond ETF	0.09%	1.14%	0.60%	0.93%	4.97%	4.02%	0.14%	1.50%
SGOV iShares 0-3 Month Treasury Bond ETF	0.02%	0.28%	1.63%	1.80%	3.93%	4.69%	3.56%	—

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 28, 2020, Conservative Portfolio. Schb35schf15 schz40 SGOV 10's average daily return is +0.03%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +6.9%, while the worst month was Sep 2022 at -6.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Conservative Portfolio. Schb35schf15 schz40 SGOV 10 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Jun 11, 2020 at -3.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.60%	1.38%	-3.71%	4.94%	2.77%	0.25%							7.22%
2025	1.95%	0.64%	-1.99%	0.52%	2.74%	3.00%	0.51%	1.97%	2.05%	1.36%	0.46%	0.39%	14.36%
2024	0.27%	1.81%	2.05%	-3.03%	3.12%	1.23%	2.06%	1.84%	1.45%	-1.98%	2.94%	-2.28%	9.66%
2023	5.19%	-2.39%	2.39%	1.06%	-0.80%	3.03%	1.70%	-1.49%	-3.23%	-2.00%	6.42%	4.24%	14.45%
2022	-3.51%	-1.67%	0.13%	-5.80%	0.55%	-4.81%	5.11%	-3.47%	-6.41%	3.28%	5.32%	-2.74%	-13.95%
2021	-0.53%	0.87%	1.29%	2.54%	0.74%	1.09%	1.11%	1.12%	-2.54%	2.87%	-1.11%	1.89%	9.63%

Benchmark Metrics

Conservative Portfolio. Schb35schf15 schz40 SGOV 10 has an annualized alpha of 0.55%, beta of 0.50, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.

This portfolio participated in 64.26% of S&P 500 Index downside but only 51.68% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.50 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 0.55%

Beta: 0.50

R²: 0.89

Upside Capture: 51.68%

Downside Capture: 64.26%

See how alpha, beta & R² have trended over time →

Expense Ratio

Conservative Portfolio. Schb35schf15 schz40 SGOV 10 has an expense ratio of 0.04%, 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.

SGOV

iShares 0-3 Month Treasury Bond ETF

SCHF

Schwab International Equity ETF

SCHB

Schwab U.S. Broad Market ETF

SCHZ

Schwab U.S. Aggregate Bond ETF

Return for Risk

Risk / Return Rank

Conservative Portfolio. Schb35schf15 schz40 SGOV 10 ranks 60 for risk / return — better than 60% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Conservative Portfolio. Schb35schf15 schz40 SGOV 10 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.32	2.14	+0.19
Sortino ratioReturn per unit of downside risk	3.31	2.89	+0.43
Omega ratioGain probability vs. loss probability	1.44	1.39	+0.05
Calmar ratioReturn relative to maximum drawdown	3.16	2.91	+0.25
Martin ratioReturn relative to average drawdown	13.82	13.08	+0.73

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHB Schwab U.S. Broad Market ETF	77	2.25	3.03	1.41	3.20	14.29
SCHF Schwab International Equity ETF	68	2.01	2.75	1.36	2.92	11.21
SCHZ Schwab U.S. Aggregate Bond ETF	41	1.34	2.01	1.24	1.85	5.42
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.33	274.27	194.55	396.11	4,438.60

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current Conservative Portfolio. Schb35schf15 schz40 SGOV 10 Sharpe ratio is 2.32 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 1.55 to 2.44, 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 Conservative Portfolio. Schb35schf15 schz40 SGOV 10 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Conservative Portfolio. Schb35schf15 schz40 SGOV 10 provided a 2.82% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.82%	2.93%	3.02%	2.73%	2.18%	1.77%	1.86%	2.19%	2.18%	1.89%	1.93%	1.88%
Portfolio components:
SCHB Schwab U.S. Broad Market ETF	1.01%	1.11%	1.24%	1.40%	1.61%	1.21%	1.63%	1.80%	2.00%	1.65%	1.86%	2.00%
SCHF Schwab International Equity ETF	2.93%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%
SCHZ Schwab U.S. Aggregate Bond ETF	4.11%	4.05%	3.96%	3.28%	2.63%	2.16%	2.43%	2.79%	2.56%	2.40%	2.24%	2.11%
SGOV iShares 0-3 Month Treasury Bond ETF	3.85%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Conservative Portfolio. Schb35schf15 schz40 SGOV 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 Conservative Portfolio. Schb35schf15 schz40 SGOV 10 was 19.60%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.

The current Conservative Portfolio. Schb35schf15 schz40 SGOV 10 drawdown is 0.96%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-19.60%Oct 2022	11mo 9d	1y 4mo	2y 3moNov 2021 - Mar 2024
2025 selloff2025	-8.26%Apr 2025	1mo 18d	1mo 7d	2mo 25dFeb 2025 - May 2025
2026 pullback2026	-5.47%Mar 2026	29d	20d	1mo 19dFeb 2026 - Apr 2026
2020 pullback2020	-4.43%Sep 2020	20d	1mo 17d	2mo 7dSep 2020 - Nov 2020
2024 pullback2024	-3.63%Apr 2024	22d	26d	1mo 18dMar 2024 - May 2024

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 3.17, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.15	1.21	1.21	1.21

The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Conservative Portfolio. Schb35schf15 schz40 SGOV 10 correlation to the S&P 500 Index

Conservative Portfolio. Schb35schf15 schz40 SGOV 10 has a 0.94 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since May 28, 2020	0.93

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHB has the highest benchmark correlation at 0.99, while SGOV has the lowest at -0.02.

-0.02

0.17

0.78

0.99

Portfolio Correlations

Correlation vs. Conservative Portfolio. Schb35schf15 schz40 SGOV 10. SCHB has the highest portfolio correlation at 0.94, while SGOV has the lowest at -0.01.

-0.01

0.41

0.87

0.94

Asset Correlations Table

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

	SGOV	SCHZ	SCHF	SCHB
SGOV	1.00	0.02	-0.03	-0.02
SCHZ	0.02	1.00	0.22	0.17
SCHF	-0.03	0.22	1.00	0.79
SCHB	-0.02	0.17	0.79	1.00

The correlation results are calculated based on daily price changes starting from May 28, 2020

Diversification Analysis

Find what Conservative Portfolio. Schb35schf15 schz40 SGOV 10 is missing

See which holdings overlap, where Conservative Portfolio. Schb35schf15 schz40 SGOV 10 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification