Side-by-side comparison

Compare investment strategies

Five Schwab ETFs Equal Split, No Rebalancing vs Top-16 Blue Chips by 1-Year Momentum

Every published figureShow 43 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

80/20 stocks-bonds, asset allocation, buy-and-hold, diversified, low-cost, no rebalancing, passive etfs, schwab etfs

concentrated (16 stocks), equal‑weight, global equities, large‑cap blue chips, momentum (12‑month), monthly rebalance, rule‑based

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.02

—

Beta vs SPY, out-of-sample (out-of-sample)

0.69

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.97

—

Trading activity

Annualized turnover, backtest period (backtest)

0.50

—

Annualized turnover, out-of-sample period (out-of-sample)

0.62

—

Daily win rate, backtest period (backtest)

55.35%

—

Daily win rate, out-of-sample period (out-of-sample)

55.94%

—

Backtest

Backtest final value (from $10,000)

$50k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

3,769

—

Out-of-sample length

522

—

Return, backtest period (annualized) (backtest)

11.34%

—

Return, backtest period (cumulative) (backtest)

398.98%

—

Return, out-of-sample period (annualized) (out-of-sample)

15.32%

98.10%

Return, out-of-sample period (cumulative) (out-of-sample)

33.98%

4.72%

Return, trailing 1 day (out-of-sample)

-0.52%

—

Return, trailing 1 month (out-of-sample)

0.24%

-6.75%

Return, trailing 1 week (out-of-sample)

-0.40%

—

Return, trailing 1 year (backtest)

15.20%

—

Return, trailing 1 year (out-of-sample)

16.11%

34.18%

Return, trailing 2 weeks (out-of-sample)

-0.40%

—

Return, trailing 3 months (out-of-sample)

2.50%

0.98%

SPY annualized return over the backtest window (backtest)

15.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.42

—

Calmar ratio, out-of-sample period (out-of-sample)

1.17

39.39

Maximum drawdown, backtest period (backtest)

-27.17%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-13.12%

-2.49%

Sharpe ratio, backtest period (backtest)

0.90

—

Sharpe ratio, out-of-sample period (out-of-sample)

1.29

5.75

Sortino ratio, backtest period (backtest)

1.27

—

Sortino ratio, out-of-sample period (out-of-sample)

1.88

—

Standard deviation, backtest period (backtest)

12.85%

—

Standard deviation, out-of-sample period (out-of-sample)

11.64%

12.78%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.20

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

—

Rebalance frequency

none

monthly

Popularity

Remixes (copies)

—

Watchers

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources