Charles Schwab Conservative Income Portfolio: ETF allocation and returns

Data Source: from January 1985 to November 2023 (~39 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.63%
1 Day
Dec 01 2023
0.63%
Current Month
December 2023

The Charles Schwab Conservative Income Portfolio is a Low Risk portfolio and can be implemented with 6 ETFs.

It's exposed for 5% on the Stock Market.

In the last 30 Years, the Charles Schwab Conservative Income Portfolio obtained a 4.26% compound annual return, with a 3.61% standard deviation.

Table of contents

Asset Allocation and ETFs

The Charles Schwab Conservative Income Portfolio has the following asset allocation:

5% Stocks
95% Fixed Income
0% Commodities

The Charles Schwab Conservative Income Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
5.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
40.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term
25.00
BIL
USD SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
18.00
TIP
USD iShares TIPS Bond Bond, U.S., All-Term
7.00
HYG
USD iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term
5.00
BNDX
USD Vanguard Total International Bond Bond, Developed Markets, All-Term

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Nov 30, 2023

The Charles Schwab Conservative Income Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Charles Schwab Conservative Income Portfolio 0.63 0.63 3.47 0.90 1.95 1.71 1.85 4.26 5.64
US Inflation Adjusted return 3.47 -0.27 -1.35 -2.27 -0.94 1.70 2.77
Components
VNQ
USD Vanguard Real Estate 2.46 Dec 01 2023 2.46 12.08 4.30 -2.99 3.66 6.41 8.34 9.08
BND
USD Vanguard Total Bond Market 0.82 Dec 01 2023 0.82 4.54 -0.60 0.97 0.72 1.33 4.12 5.68
BIL
USD SPDR Blmbg Barclays 1-3 Mth T-Bill 0.02 Dec 01 2023 0.02 0.47 2.67 4.88 1.67 1.05 2.24 3.09
TIP
USD iShares TIPS Bond 0.51 Dec 01 2023 0.51 2.77 -1.03 -0.52 2.25 1.70 4.90 6.69
HYG
USD iShares iBoxx $ High Yield Corporate Bond 0.83 Dec 01 2023 0.83 4.88 5.29 5.68 3.00 3.09 5.33 6.82
BNDX
USD Vanguard Total International Bond 0.60 Dec 01 2023 0.60 3.43 1.56 2.49 0.52 2.06 4.69 6.57
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82% , 30Y: 2.52%

In 2022, the Charles Schwab Conservative Income Portfolio granted a 2.82% dividend yield. If you are interested in getting periodic income, please refer to the Charles Schwab Conservative Income Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 3.49$, with a total return of 249.49% (4.26% annualized).

The Inflation Adjusted Capital now would be 1.66$, with a net total return of 65.62% (1.70% annualized).
An investment of 1$, since January 1985, now would be worth 8.46$, with a total return of 746.00% (5.64% annualized).

The Inflation Adjusted Capital now would be 2.90$, with a net total return of 189.54% (2.77% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of Charles Schwab Conservative Income Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 3.47 0.74 0.90 1.95 -1.56 1.71 1.85 3.14 4.26 5.64
Infl. Adjusted Return (%) details 3.47 0.53 -0.27 -1.35 -6.90 -2.27 -0.94 0.53 1.70 2.77
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 2.79
Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -3.43 -11.50 -11.50 -11.50 -11.50 -11.50 -11.50
Start to Recovery (# months) details 7* 23* 23* 23* 23* 23* 23*
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 6 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 14 14 14 14 14 14
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 6 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 14 14 14 14 14 14
End (yyyy mm) - - - - - - -
Longest negative period (# months) details 11 36* 52 52 52 52 52
Period Start (yyyy mm) 2022 12 2020 12 2019 07 2019 07 2019 07 2019 07 2019 07
Period End (yyyy mm) 2023 10 2023 11 2023 10 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -1.60 -1.56 -0.22 -0.22 -0.22 -0.22 -0.22
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -5.82 -22.37 -22.37 -22.37 -22.37 -22.37 -22.37
Start to Recovery (# months) details 10* 35* 35* 35* 35* 35* 35*
Start (yyyy mm) 2023 02 2021 01 2021 01 2021 01 2021 01 2021 01 2021 01
Start to Bottom (# months) 9 34 34 34 34 34 34
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1 1 1
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 02 2021 01 2021 01 2021 01 2021 01 2021 01 2021 01
Start to Bottom (# months) 9 34 34 34 34 34 34
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1 1 1
End (yyyy mm) - - - - - - -
Longest negative period (# months) details 12* 36* 60* 120* 191 191 191
Period Start (yyyy mm) 2022 12 2020 12 2018 12 2013 12 2007 12 2007 12 2007 12
Period End (yyyy mm) 2023 11 2023 11 2023 11 2023 11 2023 10 2023 10 2023 10
Annualized Return (%) -1.35 -6.90 -2.27 -0.94 -0.02 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 5.65 5.42 4.88 3.87 3.82 3.61 3.83
Sharpe Ratio -0.52 -0.64 0.01 0.21 0.49 0.56 0.43
Sortino Ratio -0.84 -0.92 0.01 0.28 0.64 0.74 0.59
Ulcer Index 1.38 6.33 4.94 3.59 2.77 2.39 2.14
Ratio: Return / Standard Deviation 0.35 -0.29 0.35 0.48 0.82 1.18 1.47
Ratio: Return / Deepest Drawdown 0.57 -0.14 0.15 0.16 0.27 0.37 0.49
% Positive Months details 50% 52% 63% 62% 67% 70% 71%
Positive Months 6 19 38 75 161 252 333
Negative Months 6 17 22 45 79 108 134
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.85 4.63 7.43 9.31
Worst 10 Years Return (%) - Annualized 1.26 1.26 1.26
Best 10 Years Return (%) - Annualized -0.94 2.50 4.88 5.51
Worst 10 Years Return (%) - Annualized -1.31 -1.31 -1.31
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 15.82 10.10 7.68 7.43 5.87 4.26
Worst Rolling Return (%) - Annualized -10.62 -2.23 0.79 1.26 2.99
% Positive Periods 86% 95% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 12.96 7.35 5.11 4.88 3.53 1.70
Worst Rolling Return (%) - Annualized -17.08 -7.52 -2.91 -1.31 0.40
% Positive Periods 70% 88% 92% 91% 100% 100%
Over all the available data source (Jan 1985 - Nov 2023)
Best Rolling Return (%) - Annualized 25.02 12.90 10.75 9.31 8.24 6.90
Worst Rolling Return (%) - Annualized -10.62 -2.23 0.79 1.26 2.99 4.11
% Positive Periods 88% 96% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 22.27 9.59 6.83 5.51 5.09 4.10
Worst Rolling Return (%) - Annualized -17.08 -7.52 -2.91 -1.31 0.40 1.55
% Positive Periods 72% 91% 94% 94% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 30.65 20.40 10.37 5.89 5.02 6.01
Perpetual WR (%) 0.00 0.00 0.00 0.53 1.67 2.69
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.83
0.02
0.74
0.93
0.75
BND
0.83
-
0.00
0.95
0.93
0.89
BIL
0.02
0.00
-
-0.01
0.15
0.13
TIP
0.74
0.95
-0.01
-
0.89
0.90
HYG
0.93
0.93
0.15
0.89
-
0.89
BNDX
0.75
0.89
0.13
0.90
0.89
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.56
-0.14
0.66
0.81
0.58
BND
0.56
-
0.08
0.85
0.63
0.89
BIL
-0.14
0.08
-
-0.11
-0.03
0.11
TIP
0.66
0.85
-0.11
-
0.69
0.84
HYG
0.81
0.63
-0.03
0.69
-
0.70
BNDX
0.58
0.89
0.11
0.84
0.70
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.57
-0.12
0.63
0.69
0.58
BND
0.57
-
0.04
0.84
0.56
0.87
BIL
-0.12
0.04
-
-0.07
-0.02
0.03
TIP
0.63
0.84
-0.07
-
0.62
0.79
HYG
0.69
0.56
-0.02
0.62
-
0.59
BNDX
0.58
0.87
0.03
0.79
0.59
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.31
-0.02
0.33
0.69
0.29
BND
0.31
-
0.14
0.83
0.39
0.67
BIL
-0.02
0.14
-
0.09
-0.03
0.06
TIP
0.33
0.83
0.09
-
0.39
0.61
HYG
0.69
0.39
-0.03
0.39
-
0.39
BNDX
0.29
0.67
0.06
0.61
0.39
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.29
-0.02
0.30
0.67
0.27
BND
0.29
-
0.21
0.88
0.40
0.74
BIL
-0.02
0.21
-
0.15
0.01
0.15
TIP
0.30
0.88
0.15
-
0.39
0.72
HYG
0.67
0.40
0.01
0.39
-
0.40
BNDX
0.27
0.74
0.15
0.72
0.40
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-11.50% Jan 2022 Sep 2022 9 in progress 14 23 7.84
-7.01% May 2008 Oct 2008 6 Jul 2009 9 15 3.26
-4.80% Feb 1994 Jun 1994 5 Mar 1995 9 14 3.45
-4.32% May 2013 Aug 2013 4 May 2014 9 13 2.65
-2.79% Apr 2004 Apr 2004 1 Aug 2004 4 5 1.77
-2.57% Mar 2020 Mar 2020 1 May 2020 2 3 1.29
-2.55% Aug 2016 Nov 2016 4 Aug 2017 9 13 1.16
-2.38% Feb 2015 Jun 2015 5 Mar 2016 9 14 1.59
-2.06% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.25
-1.96% Feb 1996 Apr 1996 3 Sep 1996 5 8 1.17
-1.84% Jan 2018 Feb 2018 2 Aug 2018 6 8 0.98
-1.43% May 1999 Aug 1999 4 Feb 2000 6 10 0.80
-1.40% Jan 2021 Mar 2021 3 Jun 2021 3 6 0.72
-1.33% Feb 1999 Feb 1999 1 Apr 1999 2 3 0.82
-1.32% Sep 2018 Oct 2018 2 Jan 2019 3 5 0.65
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-22.37% Jan 2021 Oct 2023 34 in progress 1 35 14.34
-8.72% Feb 2008 Oct 2008 9 Aug 2009 10 19 3.59
-6.78% Feb 1994 Nov 1994 10 May 1995 6 16 4.73
-5.17% Aug 2016 Oct 2018 27 Jun 2019 8 35 2.86
-4.87% May 2013 Aug 2013 4 Dec 2014 16 20 2.80
-4.40% Feb 2015 Jun 2015 5 Jul 2016 13 18 2.76
-3.41% Jan 1996 May 1996 5 Oct 1996 5 10 2.11
-3.25% Apr 2004 May 2004 2 Dec 2004 7 9 1.89
-3.19% Feb 1999 Jan 2000 12 Aug 2000 7 19 2.21
-3.02% Jul 2005 May 2006 11 Sep 2006 4 15 1.69
-2.94% Mar 2007 Jun 2007 4 Oct 2007 4 8 1.60
-2.36% Mar 2020 Mar 2020 1 Apr 2020 1 2 1.36
-2.23% Jun 2003 Jul 2003 2 Nov 2003 4 6 1.13
-2.20% Nov 2010 Mar 2011 5 Jul 2011 4 9 1.28
-2.08% Jan 2005 Mar 2005 3 Jun 2005 3 6 1.08
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-11.50% Jan 2022 Sep 2022 9 in progress 14 23 7.84
-7.01% May 2008 Oct 2008 6 Jul 2009 9 15 3.26
-4.80% Feb 1994 Jun 1994 5 Mar 1995 9 14 3.45
-4.32% May 2013 Aug 2013 4 May 2014 9 13 2.65
-3.90% Mar 1987 Sep 1987 7 Jan 1988 4 11 2.04
-2.79% Apr 2004 Apr 2004 1 Aug 2004 4 5 1.77
-2.57% Mar 2020 Mar 2020 1 May 2020 2 3 1.29
-2.55% Aug 2016 Nov 2016 4 Aug 2017 9 13 1.16
-2.38% Feb 2015 Jun 2015 5 Mar 2016 9 14 1.59
-2.06% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.25
-1.96% Feb 1996 Apr 1996 3 Sep 1996 5 8 1.17
-1.84% Jan 2018 Feb 2018 2 Aug 2018 6 8 0.98
-1.69% May 1986 May 1986 1 Jun 1986 1 2 0.98
-1.67% Aug 1990 Sep 1990 2 Nov 1990 2 4 1.09
-1.64% Mar 1988 May 1988 3 Jun 1988 1 4 0.93
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-22.37% Jan 2021 Oct 2023 34 in progress 1 35 14.34
-8.72% Feb 2008 Oct 2008 9 Aug 2009 10 19 3.59
-6.78% Feb 1994 Nov 1994 10 May 1995 6 16 4.73
-6.75% Mar 1987 Sep 1987 7 Feb 1988 5 12 3.82
-5.17% Aug 2016 Oct 2018 27 Jun 2019 8 35 2.86
-4.87% May 2013 Aug 2013 4 Dec 2014 16 20 2.80
-4.40% Feb 2015 Jun 2015 5 Jul 2016 13 18 2.76
-3.67% Jan 1990 Apr 1990 4 Jan 1991 9 13 2.25
-3.41% Jan 1996 May 1996 5 Oct 1996 5 10 2.11
-3.25% Apr 2004 May 2004 2 Dec 2004 7 9 1.89
-3.19% Feb 1999 Jan 2000 12 Aug 2000 7 19 2.21
-3.02% Jul 2005 May 2006 11 Sep 2006 4 15 1.69
-2.94% Mar 2007 Jun 2007 4 Oct 2007 4 8 1.60
-2.89% Mar 1988 May 1988 3 Jan 1989 8 11 1.41
-2.36% Mar 2020 Mar 2020 1 Apr 2020 1 2 1.36

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -10.62 11/2021
10/2022
0.89$ 0.18 1.00$ 5.09 1.05$ 8.54 1.08$ 15.82 01/1995
12/1995
1.15$ 1.95 13.75%
2Y -5.03 11/2021
10/2023
0.90$ 1.60 1.03$ 4.78 1.09$ 7.67 1.15$ 11.17 12/1994
11/1996
1.23$ -3.42 6.23%
3Y -2.23 11/2020
10/2023
0.93$ 2.02 1.06$ 4.81 1.15$ 7.16 1.23$ 10.10 12/1994
11/1997
1.33$ -1.56 4.62%
5Y 0.79 10/2017
09/2022
1.03$ 2.17 1.11$ 4.91 1.27$ 6.78 1.38$ 7.68 09/1996
08/2001
1.44$ 1.71 0.00%
7Y 0.90 10/2016
09/2023
1.06$ 2.43 1.18$ 4.72 1.38$ 6.61 1.56$ 8.08 11/1994
10/2001
1.72$ 1.63 0.00%
10Y 1.26 10/2012
09/2022
1.13$ 3.13 1.36$ 4.55 1.56$ 6.27 1.83$ 7.43 12/1994
11/2004
2.04$ 1.85 0.00%
15Y 2.55 03/2008
02/2023
1.45$ 3.61 1.70$ 4.51 1.93$ 5.92 2.37$ 6.47 12/1994
11/2009
2.56$ 3.12 0.00%
20Y 2.99 11/2003
10/2023
1.80$ 3.69 2.06$ 4.61 2.46$ 5.42 2.87$ 5.87 12/1994
11/2014
3.12$ 3.14 0.00%
30Y 4.26 12/1993
11/2023
3.49$ 4.26 3.49$ 4.26 3.49$ 4.26 3.49$ 4.26 12/1993
11/2023
3.49$ 4.26 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -17.08 10/2021
09/2022
0.82$ -2.23 0.97$ 2.58 1.02$ 6.25 1.06$ 12.96 01/1995
12/1995
1.12$ -1.35 29.51%
2Y -10.19 10/2020
09/2022
0.80$ -0.08 0.99$ 2.24 1.04$ 5.31 1.10$ 9.75 11/2008
10/2010
1.20$ -8.21 16.02%
3Y -7.52 11/2020
10/2023
0.79$ 0.28 1.00$ 2.29 1.07$ 4.85 1.15$ 7.35 12/1994
11/1997
1.23$ -6.90 11.69%
5Y -2.91 11/2017
10/2022
0.86$ 0.56 1.02$ 2.55 1.13$ 4.32 1.23$ 5.11 09/1996
08/2001
1.28$ -2.27 7.97%
7Y -2.54 10/2016
09/2023
0.83$ 0.78 1.05$ 2.42 1.18$ 3.98 1.31$ 5.44 11/1994
10/2001
1.44$ -1.83 8.30%
10Y -1.31 11/2013
10/2023
0.87$ 1.40 1.14$ 2.26 1.25$ 3.65 1.43$ 4.88 01/1995
12/2004
1.61$ -0.94 8.30%
15Y 0.16 11/2007
10/2022
1.02$ 1.48 1.24$ 2.43 1.43$ 3.42 1.65$ 3.89 12/1994
11/2009
1.77$ 0.60 0.00%
20Y 0.40 11/2003
10/2023
1.08$ 1.15 1.25$ 2.44 1.61$ 3.04 1.82$ 3.53 02/1995
01/2015
2.00$ 0.53 0.00%
30Y 1.70 12/1993
11/2023
1.65$ 1.70 1.65$ 1.70 1.65$ 1.70 1.65$ 1.70 12/1993
11/2023
1.65$ 1.70 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -10.62 11/2021
10/2022
0.89$ 0.53 1.00$ 5.63 1.05$ 10.64 1.10$ 25.02 04/1985
03/1986
1.25$ 1.95 11.40%
2Y -5.03 11/2021
10/2023
0.90$ 2.10 1.04$ 5.54 1.11$ 9.06 1.18$ 17.39 03/1985
02/1987
1.37$ -3.42 4.73%
3Y -2.23 11/2020
10/2023
0.93$ 2.36 1.07$ 5.61 1.17$ 8.43 1.27$ 12.90 10/1990
09/1993
1.43$ -1.56 3.47%
5Y 0.79 10/2017
09/2022
1.03$ 2.80 1.14$ 5.69 1.31$ 8.01 1.47$ 10.75 09/1988
08/1993
1.66$ 1.71 0.00%
7Y 0.90 10/2016
09/2023
1.06$ 2.95 1.22$ 5.75 1.47$ 8.30 1.74$ 10.76 01/1985
12/1991
2.04$ 1.63 0.00%
10Y 1.26 10/2012
09/2022
1.13$ 3.37 1.39$ 5.78 1.75$ 7.80 2.12$ 9.31 03/1985
02/1995
2.43$ 1.85 0.00%
15Y 2.55 03/2008
02/2023
1.45$ 3.78 1.74$ 5.76 2.31$ 7.64 3.01$ 8.49 03/1985
02/2000
3.39$ 3.12 0.00%
20Y 2.99 11/2003
10/2023
1.80$ 4.24 2.29$ 5.66 3.00$ 7.07 3.92$ 8.24 01/1985
12/2004
4.87$ 3.14 0.00%
30Y 4.11 11/1993
10/2023
3.34$ 4.64 3.89$ 5.66 5.22$ 6.10 5.90$ 6.90 03/1985
02/2015
7.39$ 4.26 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -17.08 10/2021
09/2022
0.82$ -2.06 0.97$ 3.01 1.03$ 7.59 1.07$ 22.27 04/1985
03/1986
1.22$ -1.35 27.19%
2Y -10.19 10/2020
09/2022
0.80$ 0.18 1.00$ 2.68 1.05$ 6.01 1.12$ 14.40 03/1985
02/1987
1.30$ -8.21 12.61%
3Y -7.52 11/2020
10/2023
0.79$ 0.67 1.02$ 2.89 1.08$ 5.41 1.17$ 9.59 10/1990
09/1993
1.31$ -6.90 8.80%
5Y -2.91 11/2017
10/2022
0.86$ 0.81 1.04$ 3.15 1.16$ 4.81 1.26$ 6.83 01/1985
12/1989
1.39$ -2.27 5.88%
7Y -2.54 10/2016
09/2023
0.83$ 1.07 1.07$ 3.01 1.23$ 4.93 1.40$ 6.58 01/1985
12/1991
1.56$ -1.83 5.99%
10Y -1.31 11/2013
10/2023
0.87$ 1.68 1.18$ 3.05 1.35$ 4.76 1.59$ 5.51 03/1985
02/1995
1.71$ -0.94 5.75%
15Y 0.16 11/2007
10/2022
1.02$ 1.74 1.29$ 3.18 1.60$ 4.51 1.93$ 5.14 03/1985
02/2000
2.12$ 0.60 0.00%
20Y 0.40 11/2003
10/2023
1.08$ 2.06 1.50$ 3.26 1.89$ 3.97 2.17$ 5.09 01/1985
12/2004
2.69$ 0.53 0.00%
30Y 1.55 11/1993
10/2023
1.58$ 2.08 1.85$ 3.15 2.53$ 3.37 2.70$ 4.10 03/1985
02/2015
3.33$ 1.70 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Charles Schwab Conservative Income Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Charles Schwab Conservative Income Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.70
60%
-0.55
40%
-0.14
40%
0.29
80%
0.21
80%
0.12
80%
1.22
100%
-0.23
40%
-1.40
0%
-0.05
60%
1.46
100%
0.19
80%
Best 2.7
2023
0.5
2020
1.8
2023
2.4
2020
1.0
2019
1.1
2019
2.7
2022
1.9
2019
-0.3
2020
0.6
2021
3.5
2023
0.7
2021
Worst -1.9
2022
-1.9
2023
-2.6
2020
-2.6
2022
-1.0
2023
-2.1
2022
0.2
2023
-2.4
2022
-3.7
2022
-0.9
2023
0.0
2019
-0.9
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.68
70%
-0.25
50%
0.13
50%
0.25
70%
0.26
80%
0.19
70%
0.78
90%
0.01
50%
-0.86
20%
-0.03
60%
0.65
80%
0.10
60%
Best 2.7
2023
0.7
2014
1.8
2023
2.4
2020
1.0
2014
1.8
2016
2.7
2022
1.9
2019
0.2
2015
1.1
2014
3.5
2023
0.7
2021
Worst -1.9
2022
-1.9
2023
-2.6
2020
-2.6
2022
-1.0
2023
-2.1
2022
-0.3
2014
-2.4
2022
-3.7
2022
-0.9
2016
-1.6
2016
-0.9
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.67
79%
0.22
69%
0.26
59%
0.40
74%
0.50
67%
0.55
74%
0.72
79%
0.47
72%
0.17
62%
0.32
72%
0.56
74%
0.73
74%
Best 2.8
1988
3.3
1986
3.3
1986
2.4
2020
4.5
1985
2.8
1986
2.7
2022
2.5
1986
2.1
2003
1.9
1996
3.5
2023
4.9
2008
Worst -1.9
2022
-2.2
2009
-2.6
2020
-2.8
2004
-2.1
2013
-2.1
2022
-2.1
2003
-2.4
2022
-3.7
2022
-5.2
2008
-1.6
2016
-0.9
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Charles Schwab Conservative Income Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
252 Positive Months (70%) - 108 Negative Months (30%)
333 Positive Months (71%) - 134 Negative Months (29%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2013, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, the series derived from equivalent datasets are:
  • VNQ - Vanguard Real Estate, up to December 2004
  • BND - Vanguard Total Bond Market, up to December 2007
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill, up to December 2007
  • TIP - iShares TIPS Bond, up to December 2003
  • HYG - iShares iBoxx $ High Yield Corporate Bond, up to December 2007
  • BNDX - Vanguard Total International Bond, up to December 2013

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Sheltered Sam 20/80 Bill Bernstein +5.04 4.14 -11.24 19.4 80 0.6
Sheltered Sam 10/90 Bill Bernstein +4.43 3.39 -9.93 9.7 90 0.3
Conservative Income Charles Schwab +4.26 3.61 -11.50 5 95 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income +6.42 8.80 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.01 4.94 -17.91 20 80 0
All Country World 20/80 +5.64 5.63 -17.97 20 80 0
Stocks/Bonds 20/80 +5.54 4.90 -16.57 20 80 0
Dimensional Retirement Income Fund DFA +5.36 4.79 -12.91 20.4 79.6 0
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.