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Charles Schwab
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Charles Schwab, 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.37%-0.01%9.16%8.64%25.22%19.78%11.99%13.88%
Portfolio
Charles Schwab
0.47%-1.95%20.68%19.79%31.88%18.93%10.64%
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
-0.65%-8.66%16.69%16.52%22.05%11.86%9.82%
IAU
iShares Gold Trust
-0.67%-7.09%-2.92%-5.73%24.19%29.42%18.45%11.97%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
1.64%1.10%48.60%47.03%58.23%24.83%12.59%14.61%
SCHC
Schwab International Small-Cap Equity ETF
-0.20%-1.97%8.19%8.34%24.95%18.14%6.51%8.68%
SCHD
Schwab U.S. Dividend Equity ETF
0.09%-2.86%17.24%16.44%24.06%14.45%8.77%12.68%
SCHE
Schwab Emerging Markets Equity ETF
0.98%4.17%13.71%14.37%31.95%18.83%5.77%9.30%
SCHH
Schwab US REIT ETF
1.24%-0.08%13.92%14.36%14.58%11.60%3.36%4.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 31, 2017, Charles Schwab's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +10.3%, while the worst month was Mar 2020 at -11.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Charles Schwab closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +6.3%, while the worst single day was Mar 16, 2020 at -8.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.43%6.64%-2.34%8.25%2.08%-2.39%20.68%
20252.25%0.97%-0.07%-2.37%2.17%3.12%0.27%3.12%2.65%0.73%1.53%-0.12%15.07%
2024-0.01%2.19%4.00%-3.23%2.81%0.37%4.37%1.90%3.43%-0.59%2.56%-3.70%14.63%
20233.42%-4.06%1.58%-2.33%-2.13%4.03%2.59%-1.75%-4.68%-3.37%5.32%5.42%3.31%
2022-3.56%-0.35%2.68%-5.16%0.98%-7.15%6.08%-1.78%-8.04%7.82%6.09%-3.51%-7.23%
20211.53%3.05%4.23%2.69%3.71%-0.04%0.41%1.19%-3.14%3.53%-1.37%7.09%24.96%

Benchmark Metrics

Charles Schwab has an annualized alpha of 1.91%, beta of 0.71, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since March 31, 2017.

  • This portfolio participated in 76.27% of S&P 500 Index downside but only 74.59% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.91%
Beta
0.71
0.82
Upside Capture
74.59%
Downside Capture
76.27%

Expense Ratio

Charles Schwab has an expense ratio of 0.18%, 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.


Return for Risk

Risk / Return Rank

Charles Schwab ranks 89 for risk / return — in the top 89% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Charles Schwab Risk / Return Rank: 8989
Overall Rank
Charles Schwab Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
Charles Schwab Sortino Ratio Rank: 8787
Sortino Ratio Rank
Charles Schwab Omega Ratio Rank: 8686
Omega Ratio Rank
Charles Schwab Calmar Ratio Rank: 9393
Calmar Ratio Rank
Charles Schwab Martin Ratio Rank: 9191
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 Charles Schwab 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.94

2.03

+0.91

Sortino ratioReturn per unit of downside risk

3.92

2.75

+1.16

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.16

Calmar ratioReturn relative to maximum drawdown

6.54

2.78

+3.75

Martin ratioReturn relative to average drawdown

22.51

12.44

+10.07


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
38
1.291.761.241.846.82
IAU
iShares Gold Trust
24
0.891.251.191.002.71
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
86
2.753.451.466.4918.73
SCHC
Schwab International Small-Cap Equity ETF
44
1.552.171.282.017.33
SCHD
Schwab U.S. Dividend Equity ETF
76
2.183.341.395.2412.71
SCHE
Schwab Emerging Markets Equity ETF
58
1.882.571.352.8410.03
SCHH
Schwab US REIT ETF
32
1.061.501.191.775.53

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 Charles Schwab Sharpe ratio is 2.94 as of Jun 20, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.66 to 2.59, 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 Charles Schwab 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

Charles Schwab provided a 3.44% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.44%4.03%2.76%2.56%3.92%3.62%1.89%2.05%2.04%2.15%1.77%1.82%
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
14.13%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%0.00%0.00%
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%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.72%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%
SCHC
Schwab International Small-Cap Equity ETF
3.38%3.66%3.72%2.94%1.78%3.02%1.62%3.23%2.51%2.73%2.01%2.34%
SCHD
Schwab U.S. Dividend Equity ETF
3.31%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SCHE
Schwab Emerging Markets Equity ETF
2.53%2.88%3.03%3.83%2.88%2.86%2.09%3.27%2.64%2.31%2.27%2.50%
SCHH
Schwab US REIT ETF
2.75%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%

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 Charles Schwab. 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 Charles Schwab was 29.25%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Charles Schwab drawdown is 3.52%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-29.25%Mar 2020
2mo 2d7mo 21d
9mo 23dJan 2020 - Nov 2020
Bear market2022
-16.36%Sep 2022
8mo 25d1y 5mo
2y 2moJan 2022 - Mar 2024
Rate-hike selloffLate 2018
-14.61%Dec 2018
10mo 29d2mo 27d
1y 1moJan 2018 - Mar 2019
2025 selloff2025
-12.69%Apr 2025
1mo 16d2mo 3d
3mo 19dFeb 2025 - Jun 2025
2019 pullback2019
-7.99%May 2019
1mo 7d1mo 24d
3mo 1dApr 2019 - Jul 2019

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 7 assets, with an effective number of assets of 4.26, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


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

1.52

1.38

1.34

1.28

The portfolio has a diversification ratio of 1.28, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Charles Schwab correlation to the S&P 500 Index

Charles Schwab has a 0.63 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

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2017

0.84


Benchmark Correlations

Correlation vs. S&P 500 Index. SCHC has the highest benchmark correlation at 0.77, while IAU has the lowest at 0.08.

IAU
0.08
BCI
0.24
SCHH
0.56
SCHE
0.67
IDGT
0.75
SCHD
0.76
SCHC
0.77

Portfolio Correlations

Correlation vs. Charles Schwab. SCHD has the highest portfolio correlation at 0.87, while IAU has the lowest at 0.27.

IAU
0.27
BCI
0.43
SCHH
0.64
SCHE
0.72
IDGT
0.82
SCHC
0.83
SCHD
0.87

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Mar 31, 2017
Diversification Analysis

Find what Charles Schwab is missing

See which holdings overlap, where Charles Schwab is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification