Current tdf60/sgov30/schb5/divo5

Asset Allocation

Position	Category/Sector	Target Weight
SWYFX Schwab Target 2035 Index Fund	Target Retirement Date	60%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	30%
SCHB Schwab U.S. Broad Market ETF	Large Cap Blend Equities	5%
DIVO Amplify CWP Enhanced Dividend Income ETF	Derivative Income	5%

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 Current tdf60/sgov30/schb5/divo5, 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 Current tdf60/sgov30/schb5/divo5	0.11%	1.40%	6.37%	6.66%	15.49%	11.97%	7.13%	—
Portfolio components:
DIVO Amplify CWP Enhanced Dividend Income ETF	0.15%	2.88%	6.59%	5.53%	20.02%	15.20%	11.12%	—
SCHB Schwab U.S. Broad Market ETF	1.74%	2.71%	11.59%	11.89%	28.36%	20.97%	12.79%	15.22%
SGOV iShares 0-3 Month Treasury Bond ETF	0.02%	0.28%	1.63%	1.80%	3.93%	4.69%	3.56%	—
SWYFX Schwab Target 2035 Index Fund	0.29%	1.68%	8.10%	8.55%	19.87%	14.85%	7.74%	—

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

Monthly Returns

Based on dividend-adjusted daily data since May 28, 2020, Current tdf60/sgov30/schb5/divo5's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +6.7%, while the worst month was Sep 2022 at -5.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Current tdf60/sgov30/schb5/divo5 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 -3.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.54%	1.18%	-3.07%	4.66%	2.39%	-0.31%							6.37%
2025	1.93%	0.26%	-1.96%	0.17%	2.78%	2.64%	0.74%	1.78%	1.86%	1.16%	0.51%	0.30%	12.78%
2024	0.03%	2.22%	1.92%	-2.35%	2.73%	1.25%	1.79%	1.73%	1.47%	-1.33%	2.95%	-2.09%	10.60%
2023	4.42%	-1.86%	1.74%	0.95%	-0.70%	3.33%	1.96%	-1.35%	-2.63%	-1.54%	5.46%	3.85%	14.06%
2022	-2.90%	-1.57%	1.09%	-4.70%	0.21%	-4.51%	4.50%	-2.61%	-5.65%	3.79%	4.65%	-2.57%	-10.47%
2021	-0.30%	1.23%	1.72%	2.42%	0.79%	0.90%	0.85%	1.15%	-2.42%	3.01%	-1.18%	2.27%	10.83%

Benchmark Metrics

Current tdf60/sgov30/schb5/divo5 has an annualized alpha of 1.32%, beta of 0.49, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.

This portfolio participated in 56.98% of S&P 500 Index downside but only 49.64% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.49 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: 1.32%

Beta: 0.49

R²: 0.91

Upside Capture: 49.64%

Downside Capture: 56.98%

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

Expense Ratio

Current tdf60/sgov30/schb5/divo5 has an expense ratio of 0.08%, 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.

DIVO

Amplify CWP Enhanced Dividend Income ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

SWYFX

Schwab Target 2035 Index Fund

SCHB

Schwab U.S. Broad Market ETF

Return for Risk

Risk / Return Rank

Current tdf60/sgov30/schb5/divo5 ranks 67 for risk / return — better than 67% 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 Current tdf60/sgov30/schb5/divo5 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	2.37	2.14	+0.24
Sortino ratioReturn per unit of downside risk	3.41	2.89	+0.52
Omega ratioGain probability vs. loss probability	1.45	1.39	+0.06
Calmar ratioReturn relative to maximum drawdown	3.30	2.91	+0.39
Martin ratioReturn relative to average drawdown	14.76	13.08	+1.67

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
DIVO Amplify CWP Enhanced Dividend Income ETF	76	2.20	3.27	1.39	3.38	12.16
SCHB Schwab U.S. Broad Market ETF	77	2.25	3.03	1.41	3.20	14.29
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.33	274.27	194.55	396.11	4,438.60
SWYFX Schwab Target 2035 Index Fund	67	2.02	2.84	1.37	2.76	12.09

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 Current tdf60/sgov30/schb5/divo5 Sharpe ratio is 2.37 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 Current tdf60/sgov30/schb5/divo5 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

Current tdf60/sgov30/schb5/divo5 provided a 2.79% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.79%	2.97%	3.25%	3.05%	1.96%	1.39%	1.38%	1.70%	0.36%	1.14%	0.69%	0.10%
Portfolio components:
DIVO Amplify CWP Enhanced Dividend Income ETF	6.35%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	0.00%	0.00%
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%
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%
SWYFX Schwab Target 2035 Index Fund	2.11%	2.28%	2.37%	2.14%	2.02%	1.80%	1.73%	2.00%	0.00%	1.44%	0.99%	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 Current tdf60/sgov30/schb5/divo5. 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 Current tdf60/sgov30/schb5/divo5 was 15.84%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current Current tdf60/sgov30/schb5/divo5 drawdown is 0.88%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-15.84%Oct 2022	9mo 12d	1y 2mo	1y 11moJan 2022 - Dec 2023
2025 selloff2025	-8.47%Apr 2025	1mo 18d	1mo 8d	2mo 26dFeb 2025 - May 2025
2026 pullback2026	-4.71%Mar 2026	1mo 2d	15d	1mo 17dFeb 2026 - Apr 2026
2020 pullback2020	-4.35%Sep 2020	20d	1mo 17d	2mo 7dSep 2020 - Nov 2020
2020 pullback2020	-3.98%Jun 2020	2d	1mo 9d	1mo 11dJun 2020 - Jul 2020

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 2.20, 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	1.03	1.03	1.02	1.02

The portfolio has a diversification ratio of 1.02, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Current tdf60/sgov30/schb5/divo5 correlation to the S&P 500 Index

Current tdf60/sgov30/schb5/divo5 has a 0.95 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since May 28, 2020	0.95

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

0.81

0.94

0.99

Portfolio Correlations

Correlation vs. Current tdf60/sgov30/schb5/divo5. SWYFX has the highest portfolio correlation at 1.00, while SGOV has the lowest at -0.01.

-0.01

0.82

0.96

1.00

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	DIVO	SWYFX	SCHB
SGOV	1.00	-0.04	-0.02	-0.02
DIVO	-0.04	1.00	0.79	0.80
SWYFX	-0.02	0.79	1.00	0.95
SCHB	-0.02	0.80	0.95	1.00

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

Diversification Analysis

Find what Current tdf60/sgov30/schb5/divo5 is missing

See which holdings overlap, where Current tdf60/sgov30/schb5/divo5 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification