HODL
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HODL, 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.
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| HODL | -8.64% | -6.08% | -7.83% | 6.99% | N/A | N/A |
| Portfolio components: | ||||||
SPHY SPDR Portfolio High Yield Bond ETF | -0.17% | -1.59% | 0.07% | 8.24% | 6.54% | 4.31% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -7.60% | -10.14% | 3.31% | 13.77% | 10.24% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | -3.83% | -5.53% | -8.85% | 10.39% | 15.38% | N/A |
VYM Vanguard High Dividend Yield ETF | -4.67% | -5.89% | -6.74% | 7.34% | 13.77% | 9.06% |
VTI Vanguard Total Stock Market ETF | -10.40% | -6.88% | -9.83% | 6.93% | 15.43% | 10.87% |
VUG Vanguard Growth ETF | -14.09% | -7.30% | -9.98% | 9.75% | 16.75% | 13.42% |
JEPI JPMorgan Equity Premium Income ETF | -4.83% | -5.19% | -6.76% | 4.47% | N/A | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -11.18% | -6.72% | -7.01% | 6.59% | N/A | N/A |
DIVO Amplify CWP Enhanced Dividend Income ETF | -2.42% | -3.69% | -4.40% | 7.95% | 13.45% | N/A |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.77% | -3.95% | 0.03% | -4.78% | 16.56% | 2.98% |
Monthly Returns
The table below presents the monthly returns of HODL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.61% | -1.02% | -4.97% | -5.34% | -8.64% | ||||||||
| 2024 | 1.46% | 4.02% | 2.86% | -3.46% | 4.10% | 2.80% | 0.99% | 2.20% | 2.03% | -0.47% | 5.62% | -2.35% | 21.23% |
| 2023 | 5.28% | -2.32% | 3.03% | 1.25% | -0.21% | 5.31% | 3.40% | -1.32% | -3.96% | -1.95% | 7.57% | 4.10% | 21.30% |
| 2022 | -3.19% | -7.36% | 7.46% | -3.54% | -8.43% | 7.29% | 4.95% | -4.86% | -8.79% |
Expense Ratio
HODL has an expense ratio of 0.18%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HODL is 40, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPHY SPDR Portfolio High Yield Bond ETF | 1.61 | 2.34 | 1.35 | 1.81 | 10.34 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 0.85 | 1.22 | 1.17 | 0.81 | 2.96 |
VYM Vanguard High Dividend Yield ETF | 0.53 | 0.84 | 1.12 | 0.57 | 2.64 |
VTI Vanguard Total Stock Market ETF | 0.27 | 0.52 | 1.08 | 0.27 | 1.20 |
VUG Vanguard Growth ETF | 0.23 | 0.49 | 1.07 | 0.25 | 0.93 |
JEPI JPMorgan Equity Premium Income ETF | 0.30 | 0.51 | 1.08 | 0.30 | 1.54 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.14 | 0.34 | 1.05 | 0.14 | 0.58 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 0.64 | 0.99 | 1.14 | 0.72 | 3.03 |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.38 | -0.43 | 0.95 | -0.22 | -1.04 |
Dividends
Dividend yield
HODL provided a 4.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.17% | 3.72% | 3.92% | 4.69% | 4.80% | 2.41% | 2.33% | 2.12% | 1.95% | 1.80% | 1.34% | 1.15% |
| Portfolio components: | ||||||||||||
SPHY SPDR Portfolio High Yield Bond ETF | 7.87% | 7.80% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.64% | 4.31% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 3.05% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
VTI Vanguard Total Stock Market ETF | 1.45% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VUG Vanguard Growth ETF | 0.55% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
JEPI JPMorgan Equity Premium Income ETF | 8.06% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.83% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.99% | 4.70% | 4.67% | 4.76% | 4.79% | 4.92% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 4.46% | 4.43% | 4.21% | 13.04% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.50% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the HODL. 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 HODL was 17.32%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current HODL drawdown is 11.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.32% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -14.86% | May 5, 2022 | 103 | Sep 30, 2022 | 172 | Jun 8, 2023 | 275 |
| -8.51% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -7.54% | Jul 17, 2024 | 14 | Aug 5, 2024 | 29 | Sep 16, 2024 | 43 |
| -4.65% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
Volatility
Volatility Chart
The current HODL volatility is 12.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| PDBC | SPHY | JEPQ | VUG | SPYD | SCHD | JEPI | DIVO | VYM | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|
| PDBC | 1.00 | 0.20 | 0.18 | 0.18 | 0.26 | 0.27 | 0.20 | 0.31 | 0.32 | 0.25 |
| SPHY | 0.20 | 1.00 | 0.62 | 0.66 | 0.62 | 0.62 | 0.62 | 0.60 | 0.64 | 0.72 |
| JEPQ | 0.18 | 0.62 | 1.00 | 0.97 | 0.49 | 0.57 | 0.70 | 0.65 | 0.62 | 0.91 |
| VUG | 0.18 | 0.66 | 0.97 | 1.00 | 0.50 | 0.57 | 0.68 | 0.65 | 0.62 | 0.94 |
| SPYD | 0.26 | 0.62 | 0.49 | 0.50 | 1.00 | 0.91 | 0.77 | 0.79 | 0.90 | 0.71 |
| SCHD | 0.27 | 0.62 | 0.57 | 0.57 | 0.91 | 1.00 | 0.85 | 0.87 | 0.94 | 0.77 |
| JEPI | 0.20 | 0.62 | 0.70 | 0.68 | 0.77 | 0.85 | 1.00 | 0.88 | 0.88 | 0.82 |
| DIVO | 0.31 | 0.60 | 0.65 | 0.65 | 0.79 | 0.87 | 0.88 | 1.00 | 0.92 | 0.81 |
| VYM | 0.32 | 0.64 | 0.62 | 0.62 | 0.90 | 0.94 | 0.88 | 0.92 | 1.00 | 0.83 |
| VTI | 0.25 | 0.72 | 0.91 | 0.94 | 0.71 | 0.77 | 0.82 | 0.81 | 0.83 | 1.00 |