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Schwab Core Mutual Funds
Schwab Core Mutual Funds Asset Allocation Composite Moderate
Schwab Core Mutual Funds Asset Allocation Composite Moderate
live (public) 0.06% May 20
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | LSBRX (LOOMIS SAYLES BOND FUND RETAIL CLASS) | 0.09% | Loomis Sayles Bond Retail | 38.39% |
General Bond | PONAX (PIMCO INCOME FUND CLASS A) | 0.19% | PIMCO Income A | 1.73% |
US Equity | SWPPX (Schwab S&P 500 Index Fund) | 0.12% | Schwab S&P 500 Index | 21.66% |
CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
Real Estate | TCREX (TIAA-CREF REAL ESTATE SECURITIES FUND RETAIL CLASS) | 0.89% | TIAA-CREF Real Estate Sec Retail | 9.27% |
Emerging Market Equity | TEQKX (TIAA-CREF EMERGING MARKETS EQUITY INDEX FUND RETAIL CLASS) | 0.38% | TIAA-CREF Emerging Markets Eq Idx Retail | 8.45% |
International Equity | SWISX (SCHWAB INTERNATIONAL INDEX FUND SELECT SHARES) | 0.33% | Schwab International Index | 20.49% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/20/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Schwab Core Mutual Funds Asset Allocation Composite Moderate | 4.7% | 13.5% | 1.2% | 5.5% | 5.1% | 8.4% |
VFINX (Vanguard (S&P 500) Index) | 11.8% | 28.2% | 10.3% | 15.0% | 12.9% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.6% | 8.0% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 4.7 | 13.5 | 1.2 | 5.5 | 5.1 | 8.4 | 8.5 | 9.3 | 13.3 | -19.4 | 17.2 | 4.8 | 21.2 | -5.3 | 11.3 | 7.7 | -2.3 | 7.0 | 13.0 | 19.0 | 2.8 | 18.7 | 24.3 | -5.6 | 3.9 | 15.2 | 9.0 | 16.5 | 39.7 | 7.8 | 7.9 |
Sharpe Ratio | NA | 0.43 | 1.18 | -0.13 | 0.44 | 0.52 | NA | NA | 0.98 | 1.03 | -2.08 | 2.25 | 0.44 | 3.41 | -0.87 | 2.42 | 1.2 | -0.32 | 1.0 | 1.58 | 2.5 | 0.18 | 1.61 | 2.43 | -0.82 | 0.08 | 1.5 | 0.94 | 1.9 | 6.47 | 1.67 | 1.15 |
Draw Down(%) | NA | 4.2 | 8.4 | 20.1 | 20.1 | 20.1 | NA | NA | 20.1 | 8.4 | 20.1 | 3.7 | 19.4 | 2.4 | 11.0 | 2.0 | 4.9 | 9.2 | 5.4 | 9.4 | 6.3 | 13.7 | 9.1 | 7.6 | 6.5 | 7.2 | 7.0 | 4.6 | 8.9 | 3.4 | 5.0 | 4.1 |
Standard Deviation(%) | NA | 7.7 | 8.2 | 8.7 | 8.8 | 7.8 | NA | NA | 8.4 | 8.7 | 10.0 | 7.6 | 10.5 | 5.8 | 7.6 | 4.4 | 6.3 | 7.4 | 7.0 | 8.2 | 7.6 | 15.4 | 11.6 | 10.0 | 8.0 | 10.9 | 8.0 | 7.3 | 8.2 | 6.0 | 4.0 | 4.9 |
Treynor Ratio | NA | 0.06 | 0.16 | -0.03 | 0.15 | 0.14 | NA | NA | 0.36 | 0.15 | -0.71 | 0.33 | 0.37 | 0.49 | -0.16 | 0.2 | 0.3 | -0.06 | 0.12 | 0.19 | 0.35 | 0.04 | 0.46 | 2.71 | 3.76 | 0.01 | 0.17 | 0.11 | 0.27 | 3.13 | -1.25 | -1.2 |
Alpha | NA | -0.02 | -0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.03 | -0.01 | -0.07 | 0.01 | 0.01 | 0.03 | -0.02 | 0.0 | 0.02 | -0.01 | 0.0 | -0.02 | 0.04 | 0.01 | 0.05 | 0.08 | -0.03 | 0.0 | 0.02 | 0.02 | 0.04 | 0.12 | 0.02 | 0.02 |
Beta | NA | 0.56 | 0.62 | 0.39 | 0.26 | 0.29 | NA | NA | 0.23 | 0.59 | 0.29 | 0.52 | 0.12 | 0.4 | 0.42 | 0.53 | 0.25 | 0.36 | 0.57 | 0.67 | 0.54 | 0.63 | 0.4 | 0.09 | -0.02 | 0.65 | 0.7 | 0.62 | 0.57 | 0.12 | -0.05 | -0.05 |
RSquared | NA | 0.7 | 0.74 | 0.59 | 0.38 | 0.45 | NA | NA | 0.27 | 0.78 | 0.51 | 0.8 | 0.17 | 0.76 | 0.88 | 0.65 | 0.27 | 0.59 | 0.87 | 0.82 | 0.83 | 0.92 | 0.4 | 0.06 | 0.01 | 0.9 | 0.77 | 0.75 | 0.6 | 0.12 | 0.12 | 0.04 |
Sortino Ratio | NA | 0.61 | 1.75 | -0.18 | 0.58 | 0.7 | NA | NA | 1.36 | 1.55 | -2.54 | 3.29 | 0.53 | 5.19 | -1.09 | 3.76 | 1.64 | -0.41 | 1.42 | 2.2 | 3.88 | 0.24 | 2.3 | 3.7 | -1.11 | 0.11 | 2.28 | 1.37 | 2.76 | 11.45 | 2.38 | 1.66 |
Yield(%) | N/A | 0.77 | 3.79 | 3.45 | 4.31 | 4.45 | N/A | N/A | 6.05 | 3.93 | 3.12 | 3.8 | 2.75 | 7.99 | 6.17 | 3.13 | 3.81 | 3.23 | 7.0 | 5.54 | 8.13 | 6.16 | 10.83 | 9.01 | 5.15 | 5.67 | 6.45 | 8.15 | 5.17 | 6.14 | 8.63 | 8.42 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to Schwab Core Mutual Funds