Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Commission Efficient ETFs Including iShares Strategic Asset Allocation – Optimal Moderate | NA | 66.08% | 11.68% | 12.18% | 8.11% | 8.02% | 7.18% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Commission Efficient ETFs Including iShares Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 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 (%) | -1.42 | 66.08 | 11.68 | 12.18 | 8.11 | 8.02 | 7.18 | … | … | -0.07 | 48.75 | 9.33 | -16.26 | 7.59 | 16.61 | 18.06 | -8.29 | 9.59 | 7.84 | -1.55 | 4.31 | 8.14 | 10.66 | -0.22 | 13.12 | 19.25 | -24.25 | 9.31 | 14.83 | 9.19 | 11.61 | 19.90 | -7.00 | -2.11 |
| Sharpe Ratio | NA | 1.30 | 0.34 | 0.46 | 0.44 | NA | NA | … | … | -0.02 | 1.28 | 0.60 | -1.26 | 0.86 | 0.88 | 2.73 | -1.06 | 1.92 | 0.98 | -0.19 | 0.67 | 1.06 | 1.44 | -0.02 | 1.10 | 0.97 | -1.01 | 0.60 | 1.28 | 0.98 | 1.29 | 2.02 | -0.62 | -0.33 |
| Standard Deviation(%) | NA | 32.82 | 21.23 | 18.84 | 14.29 | NA | NA | … | … | 8.08 | 32.84 | 8.49 | 14.01 | 8.77 | 18.61 | 6.10 | 9.10 | 4.66 | 7.83 | 8.12 | 6.36 | 7.64 | 7.35 | 13.71 | 11.82 | 19.72 | 24.90 | 10.57 | 9.00 | 7.17 | 8.30 | 9.51 | 13.13 | 13.46 |
| Draw Down(%) | NA | 4.64 | 22.13 | 22.64 | 22.64 | NA | NA | … | … | 0.75 | 4.64 | 8.41 | 22.58 | 5.00 | 20.64 | 2.63 | 14.74 | 2.29 | 5.31 | 8.55 | 4.69 | 7.99 | 5.37 | 12.74 | 8.50 | 19.62 | 37.58 | 6.16 | 8.90 | 4.70 | 7.11 | 8.08 | 20.60 | 18.68 |
| Yield(%) | NA | 2.82 | 2.61 | 2.17 | 1.87 | NA | NA | … | … | NA | 0.75 | 2.51 | 2.30 | 2.20 | 1.20 | 1.88 | 1.55 | 0.30 | 2.38 | 1.72 | 2.14 | 1.94 | 2.63 | 2.27 | 2.18 | 2.67 | 2.20 | 2.61 | 2.65 | 2.74 | 1.39 | 0.86 | 0.99 | 1.24 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Commission Efficient ETFs Including iShares Strategic Asset Allocation – Optimal Moderate |
-7.94%
Feb 2006 – Feb 2009 |
-0.84%
Feb 2004 – Feb 2009 |
3.29%
Oct 2013 – Oct 2023 |
3.02%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Commission Efficient ETFs Including iShares Strategic Asset Allocation – Optimal Moderate |
18.59%
Feb 2009 – Feb 2012 |
14.02%
Oct 2002 – Oct 2007 |
8.37%
Feb 2009 – Feb 2019 |
8.07%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison Chart