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Growth + High Dividend
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Growth + High Dividend

Last updated Sep 21, 2024

Hi

Asset Allocation

ISPY 2.97%IQQQ 2.97%SPXL 12.75%SPYI 12%JEPQ 9.03%QQQI 9%IWY 8.96%QQQM 8.12%MGK 6.56%SCHG 6.34%FEPI 6.31%TQQQ 5.85%VONG 3.93%DGRW 2.97%KNG 2.24%AlternativesAlternativesEquityEquity
PositionCategory/SectorWeight
DGRW
WisdomTree U.S. Dividend Growth Fund		Large Cap Growth Equities, Dividend
2.97%
FEPI
REX FANG & Innovation Equity Premium Income ETF		Technology Equities
6.31%
IQQQ
ProShares Nasdaq-100 High Income ETF		Derivative Income, Dividend
2.97%
ISPY
ProShares S&P 500 High Income ETF		Derivative Income
2.97%
IWY
iShares Russell Top 200 Growth ETF		Large Cap Growth Equities
8.96%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
9.03%
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF		Dividend, Derivative Income
2.24%
MGK
Vanguard Mega Cap Growth ETF		Large Cap Blend Equities
6.56%
QQQI
NEOS Nasdaq 100 High Income ETF		Dividend, Options Trading
9%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
8.12%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
6.34%
SPXL
Direxion Daily S&P 500 Bull 3X Shares		Leveraged Equities, Leveraged
12.75%
SPYI
NEOS S&P 500 High Income ETF		Large Cap Blend Equities, Dividend
12%
TQQQ
ProShares UltraPro QQQ		Leveraged Equities, Leveraged
5.85%
VONG
Vanguard Russell 1000 Growth ETF		Large Cap Blend Equities
3.93%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Growth + High Dividend, 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 Quarterly

-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.96%
8.95%
Growth + High Dividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 20, 2024, corresponding to the inception date of IQQQ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Growth + High DividendN/A2.74%9.95%N/AN/AN/A
Portfolio components:
DGRW
WisdomTree U.S. Dividend Growth Fund		18.73%2.33%9.58%30.54%15.24%13.24%
VONG
Vanguard Russell 1000 Growth ETF		23.31%2.42%10.10%40.39%19.30%16.32%
MGK
Vanguard Mega Cap Growth ETF		23.30%1.89%10.58%40.68%19.83%16.28%
IWY
iShares Russell Top 200 Growth ETF		25.02%2.47%11.16%42.04%20.95%17.49%
SPXL
Direxion Daily S&P 500 Bull 3X Shares		54.26%5.83%20.29%99.29%25.40%24.30%
TQQQ
ProShares UltraPro QQQ		39.35%2.56%12.40%99.33%35.50%35.04%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		16.26%2.77%5.51%28.16%N/AN/A
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF		10.93%2.50%6.07%16.67%9.57%N/A
QQQM
Invesco NASDAQ 100 ETF		18.25%1.62%8.35%35.74%N/AN/A
SCHG
Schwab U.S. Large-Cap Growth ETF		24.83%2.25%10.85%42.54%20.16%16.40%
FEPI
REX FANG & Innovation Equity Premium Income ETF		9.92%2.11%2.81%N/AN/AN/A
SPYI
NEOS S&P 500 High Income ETF		15.57%2.25%7.63%21.16%N/AN/A
QQQI
NEOS Nasdaq 100 High Income ETF		N/A2.01%6.81%N/AN/AN/A
ISPY
ProShares S&P 500 High Income ETF		18.16%3.22%9.77%N/AN/AN/A
IQQQ
ProShares Nasdaq-100 High Income ETF		N/A2.14%6.46%N/AN/AN/A

Monthly Returns

The table below presents the monthly returns of Growth + High Dividend, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.28%-5.65%7.09%6.20%-1.06%2.20%10.45%

Expense Ratio

Growth + High Dividend features an expense ratio of 0.50%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

SPXL
Direxion Daily S&P 500 Bull 3X Shares
Expense ratio chart for SPXL: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
TQQQ
ProShares UltraPro QQQ
Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF
Expense ratio chart for KNG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
SPYI
NEOS S&P 500 High Income ETF
Expense ratio chart for SPYI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
QQQI
NEOS Nasdaq 100 High Income ETF
Expense ratio chart for QQQI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
FEPI
REX FANG & Innovation Equity Premium Income ETF
Expense ratio chart for FEPI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
ISPY
ProShares S&P 500 High Income ETF
Expense ratio chart for ISPY: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
IQQQ
ProShares Nasdaq-100 High Income ETF
Expense ratio chart for IQQQ: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
DGRW
WisdomTree U.S. Dividend Growth Fund
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
IWY
iShares Russell Top 200 Growth ETF
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
QQQM
Invesco NASDAQ 100 ETF
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VONG
Vanguard Russell 1000 Growth ETF
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
MGK
Vanguard Mega Cap Growth ETF
Expense ratio chart for MGK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Growth + High Dividend is 46, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Growth + High Dividend is 4646
Growth + High Dividend
The Sharpe Ratio Rank of Growth + High Dividend is 4040Sharpe Ratio Rank
The Sortino Ratio Rank of Growth + High Dividend is 3434Sortino Ratio Rank
The Omega Ratio Rank of Growth + High Dividend is 3838Omega Ratio Rank
The Calmar Ratio Rank of Growth + High Dividend is 7575Calmar Ratio Rank
The Martin Ratio Rank of Growth + High Dividend is 4040Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Growth + High Dividend
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DGRW
WisdomTree U.S. Dividend Growth Fund		2.593.571.472.8816.39
VONG
Vanguard Russell 1000 Growth ETF		2.222.891.392.4111.07
MGK
Vanguard Mega Cap Growth ETF		2.142.791.382.3310.46
IWY
iShares Russell Top 200 Growth ETF		2.242.901.392.8110.71
SPXL
Direxion Daily S&P 500 Bull 3X Shares		2.372.771.371.7013.69
TQQQ
ProShares UltraPro QQQ		1.662.101.281.367.48
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		1.992.601.392.4210.12
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF		1.512.141.271.256.59
QQQM
Invesco NASDAQ 100 ETF		1.872.481.332.418.85
SCHG
Schwab U.S. Large-Cap Growth ETF		2.302.981.412.6412.32
FEPI
REX FANG & Innovation Equity Premium Income ETF		—————
SPYI
NEOS S&P 500 High Income ETF		2.012.681.412.5713.29
QQQI
NEOS Nasdaq 100 High Income ETF		—————
ISPY
ProShares S&P 500 High Income ETF		—————
IQQQ
ProShares Nasdaq-100 High Income ETF		—————

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Growth + High Dividend. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

Growth + High Dividend granted a 5.16% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Growth + High Dividend5.16%3.20%1.84%0.30%0.35%0.51%0.60%0.85%0.44%0.44%0.39%0.37%
Portfolio components:
DGRW
WisdomTree U.S. Dividend Growth Fund		1.52%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%
VONG
Vanguard Russell 1000 Growth ETF		0.48%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%
MGK
Vanguard Mega Cap Growth ETF		0.33%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
IWY
iShares Russell Top 200 Growth ETF		0.52%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
SPXL
Direxion Daily S&P 500 Bull 3X Shares		0.65%0.98%0.32%0.11%0.22%0.84%1.02%3.88%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ		1.03%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		9.34%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF		7.61%5.91%4.00%3.45%3.62%4.09%3.46%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF		0.53%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.32%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
FEPI
REX FANG & Innovation Equity Premium Income ETF		22.34%4.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYI
NEOS S&P 500 High Income ETF		10.66%12.01%4.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQI
NEOS Nasdaq 100 High Income ETF		8.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISPY
ProShares S&P 500 High Income ETF		7.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQQQ
ProShares Nasdaq-100 High Income ETF		5.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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.

-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-2.19%
-0.19%
Growth + High Dividend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Growth + High Dividend. 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 Growth + High Dividend was 14.10%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Growth + High Dividend drawdown is 2.19%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.1%Jul 11, 202418Aug 5, 2024———
-8.05%Mar 25, 202419Apr 19, 202418May 15, 202437
-1.99%May 29, 20242May 30, 20244Jun 5, 20246
-1.7%Jun 20, 20243Jun 24, 20246Jul 2, 20249
-0.88%May 22, 20242May 23, 20241May 24, 20243

Volatility

Volatility Chart

The current Growth + High Dividend volatility is 6.73%, 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.

2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptember
6.73%
4.31%
Growth + High Dividend
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
KNGDGRWFEPIIWYMGKISPYSCHGSPYIJEPQVONGTQQQIQQQQQQMSPXLQQQI
KNG1.000.680.290.270.270.520.280.530.380.320.330.360.330.530.40
DGRW0.681.000.790.810.810.930.810.930.850.840.850.870.850.950.88
FEPI0.290.791.000.910.900.860.900.880.930.910.920.920.930.870.92
IWY0.270.810.911.000.990.910.990.910.940.990.970.950.970.930.95
MGK0.270.810.900.991.000.910.990.910.940.990.970.960.970.930.95
ISPY0.520.930.860.910.911.000.910.960.920.930.920.940.920.970.94
SCHG0.280.810.900.990.990.911.000.910.950.990.980.960.980.930.95
SPYI0.530.930.880.910.910.960.911.000.940.930.920.940.920.970.95
JEPQ0.380.850.930.940.940.920.950.941.000.950.960.960.970.940.98
VONG0.320.840.910.990.990.930.990.930.951.000.980.960.980.950.96
TQQQ0.330.850.920.970.970.920.980.920.960.981.000.981.000.940.98
IQQQ0.360.870.920.950.960.940.960.940.960.960.981.000.980.940.98
QQQM0.330.850.930.970.970.920.980.920.970.981.000.981.000.940.98
SPXL0.530.950.870.930.930.970.930.970.940.950.940.940.941.000.94
QQQI0.400.880.920.950.950.940.950.950.980.960.980.980.980.941.00
The correlation results are calculated based on daily price changes starting from Mar 21, 2024