Divs
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Divs, 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
The earliest data available for this chart is Apr 29, 2021, corresponding to the inception date of SCHY
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Divs | 14.20% | 4.18% | 8.32% | 23.92% | N/A | N/A |
| Portfolio components: | ||||||
VZ Verizon Communications Inc. | 22.24% | 7.42% | 11.79% | 40.08% | -0.94% | 3.68% |
NNN National Retail Properties, Inc. | 17.02% | 6.20% | 16.61% | 34.32% | 2.33% | 8.23% |
V Visa Inc. | 11.44% | 7.63% | -0.27% | 20.21% | 11.45% | 19.10% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 15.24% | 4.99% | 12.99% | 21.21% | 10.71% | N/A |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 13.02% | 4.79% | 10.48% | 21.02% | 11.53% | 8.07% |
POW.TO Power Corporation of Canada | 12.50% | 8.61% | 9.33% | 17.70% | 13.53% | 8.38% |
PEY.TO Peyto Exploration & Development Corp. | 26.72% | 2.05% | 4.10% | 27.23% | 39.49% | -3.27% |
GWO.TO Great-West Lifeco Inc. | 5.44% | 6.45% | 7.54% | 15.49% | 14.08% | 8.58% |
RY Royal Bank of Canada | 24.86% | 8.86% | 23.88% | 40.30% | 13.07% | 9.32% |
CNQ Canadian Natural Resources Limited | 3.75% | -6.85% | -9.43% | 9.48% | 26.00% | 9.93% |
VIGI Vanguard International Dividend Appreciation ETF | 10.36% | 0.87% | 6.48% | 19.30% | 8.54% | N/A |
SCHY Schwab International Dividend Equity ETF | 8.32% | 2.35% | 9.66% | 15.20% | N/A | N/A |
VXUS Vanguard Total International Stock ETF | 9.24% | 0.40% | 4.66% | 16.92% | 6.76% | 4.70% |
Monthly Returns
The table below presents the monthly returns of Divs, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.10% | 0.93% | 3.61% | -3.12% | 4.26% | -2.10% | 3.41% | 4.74% | 14.20% | ||||
| 2023 | 7.82% | -3.49% | -0.08% | 3.94% | -5.55% | 4.50% | 2.74% | -1.76% | -2.66% | -1.01% | 8.38% | 4.10% | 17.04% |
| 2022 | 2.91% | 0.12% | 3.69% | -4.74% | 3.84% | -9.47% | 4.35% | -5.64% | -9.76% | 8.88% | 7.58% | -3.57% | -4.00% |
| 2021 | -0.65% | 5.27% | 3.04% | -0.70% | -0.07% | 1.02% | 3.37% | -3.62% | 4.76% | 12.74% |
Expense Ratio
Divs has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Divs is 73, 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.
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 | |
|---|---|---|---|---|---|
VZ Verizon Communications Inc. | 1.84 | 2.71 | 1.36 | 1.04 | 11.12 |
NNN National Retail Properties, Inc. | 2.32 | 3.18 | 1.38 | 1.69 | 14.66 |
V Visa Inc. | 1.66 | 2.19 | 1.30 | 1.97 | 5.16 |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 1.70 | 2.44 | 1.31 | 1.38 | 10.19 |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 1.64 | 2.33 | 1.30 | 1.00 | 8.83 |
POW.TO Power Corporation of Canada | 1.11 | 1.53 | 1.21 | 0.87 | 4.66 |
PEY.TO Peyto Exploration & Development Corp. | 0.96 | 1.53 | 1.18 | 0.89 | 3.07 |
GWO.TO Great-West Lifeco Inc. | 1.05 | 1.53 | 1.19 | 1.33 | 2.68 |
RY Royal Bank of Canada | 2.49 | 3.56 | 1.45 | 1.50 | 14.25 |
CNQ Canadian Natural Resources Limited | 0.31 | 0.63 | 1.08 | 0.42 | 0.97 |
VIGI Vanguard International Dividend Appreciation ETF | 1.89 | 2.70 | 1.33 | 1.17 | 10.75 |
SCHY Schwab International Dividend Equity ETF | 1.62 | 2.28 | 1.29 | 1.49 | 8.83 |
VXUS Vanguard Total International Stock ETF | 1.49 | 2.10 | 1.27 | 1.03 | 9.23 |
Dividends
Dividend yield
Divs granted a 4.29% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Divs | 4.29% | 4.65% | 4.36% | 3.58% | 3.69% | 3.46% | 4.28% | 3.27% | 2.64% | 2.90% | 2.57% | 2.36% |
| Portfolio components: | ||||||||||||
VZ Verizon Communications Inc. | 6.06% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
NNN National Retail Properties, Inc. | 4.70% | 5.17% | 4.72% | 4.37% | 5.06% | 3.79% | 4.02% | 4.31% | 4.03% | 4.27% | 4.19% | 5.28% |
V Visa Inc. | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 4.48% | 4.42% | 4.15% | 3.76% | 4.82% | 4.22% | 5.10% | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 4.39% | 4.64% | 4.42% | 3.58% | 4.59% | 4.25% | 4.43% | 3.82% | 3.25% | 4.11% | 3.25% | 2.50% |
POW.TO Power Corporation of Canada | 5.12% | 5.54% | 6.22% | 4.40% | 7.51% | 4.77% | 6.13% | 4.36% | 4.38% | 4.23% | 3.65% | 3.63% |
PEY.TO Peyto Exploration & Development Corp. | 8.95% | 10.96% | 4.33% | 1.38% | 3.08% | 6.32% | 10.17% | 8.78% | 3.97% | 5.31% | 3.70% | 2.71% |
GWO.TO Great-West Lifeco Inc. | 4.78% | 4.74% | 6.26% | 4.75% | 5.77% | 4.97% | 5.52% | 4.18% | 3.94% | 3.78% | 3.66% | 3.76% |
RY Royal Bank of Canada | 3.31% | 3.93% | 4.13% | 3.28% | 3.86% | 3.88% | 4.29% | 3.28% | 3.59% | 4.54% | 3.73% | 3.69% |
CNQ Canadian Natural Resources Limited | 4.64% | 4.17% | 6.29% | 3.69% | 5.14% | 3.42% | 5.90% | 2.34% | 2.19% | 3.20% | 2.58% | 1.60% |
VIGI Vanguard International Dividend Appreciation ETF | 1.55% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
SCHY Schwab International Dividend Equity ETF | 4.58% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.48% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
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 Divs. 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 Divs was 23.10%, occurring on Oct 12, 2022. Recovery took 301 trading sessions.
The current Divs drawdown is 0.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.1% | Apr 21, 2022 | 124 | Oct 12, 2022 | 301 | Dec 14, 2023 | 425 |
| -7.05% | Nov 9, 2021 | 17 | Dec 1, 2021 | 26 | Jan 6, 2022 | 43 |
| -5.32% | Jun 16, 2021 | 24 | Jul 19, 2021 | 41 | Sep 15, 2021 | 65 |
| -4.96% | Jan 18, 2022 | 8 | Jan 27, 2022 | 39 | Mar 24, 2022 | 47 |
| -4.95% | Apr 9, 2024 | 6 | Apr 16, 2024 | 17 | May 9, 2024 | 23 |
Volatility
Volatility Chart
The current Divs volatility is 2.58%, 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
| VZ | NNN | PEY.TO | V | CNQ | GWO.TO | POW.TO | VIGI | RY | VXUS | SCHY | XDIV.TO | VDY.TO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VZ | 1.00 | 0.34 | 0.16 | 0.22 | 0.21 | 0.25 | 0.26 | 0.25 | 0.32 | 0.25 | 0.33 | 0.35 | 0.34 |
| NNN | 0.34 | 1.00 | 0.22 | 0.34 | 0.21 | 0.32 | 0.36 | 0.44 | 0.41 | 0.43 | 0.46 | 0.45 | 0.44 |
| PEY.TO | 0.16 | 0.22 | 1.00 | 0.23 | 0.62 | 0.36 | 0.38 | 0.38 | 0.39 | 0.43 | 0.42 | 0.51 | 0.58 |
| V | 0.22 | 0.34 | 0.23 | 1.00 | 0.26 | 0.35 | 0.40 | 0.54 | 0.45 | 0.53 | 0.49 | 0.42 | 0.44 |
| CNQ | 0.21 | 0.21 | 0.62 | 0.26 | 1.00 | 0.43 | 0.45 | 0.44 | 0.54 | 0.51 | 0.50 | 0.61 | 0.71 |
| GWO.TO | 0.25 | 0.32 | 0.36 | 0.35 | 0.43 | 1.00 | 0.73 | 0.53 | 0.60 | 0.56 | 0.57 | 0.70 | 0.69 |
| POW.TO | 0.26 | 0.36 | 0.38 | 0.40 | 0.45 | 0.73 | 1.00 | 0.61 | 0.68 | 0.63 | 0.62 | 0.73 | 0.74 |
| VIGI | 0.25 | 0.44 | 0.38 | 0.54 | 0.44 | 0.53 | 0.61 | 1.00 | 0.67 | 0.94 | 0.87 | 0.72 | 0.71 |
| RY | 0.32 | 0.41 | 0.39 | 0.45 | 0.54 | 0.60 | 0.68 | 0.67 | 1.00 | 0.70 | 0.71 | 0.82 | 0.84 |
| VXUS | 0.25 | 0.43 | 0.43 | 0.53 | 0.51 | 0.56 | 0.63 | 0.94 | 0.70 | 1.00 | 0.90 | 0.75 | 0.76 |
| SCHY | 0.33 | 0.46 | 0.42 | 0.49 | 0.50 | 0.57 | 0.62 | 0.87 | 0.71 | 0.90 | 1.00 | 0.79 | 0.77 |
| XDIV.TO | 0.35 | 0.45 | 0.51 | 0.42 | 0.61 | 0.70 | 0.73 | 0.72 | 0.82 | 0.75 | 0.79 | 1.00 | 0.95 |
| VDY.TO | 0.34 | 0.44 | 0.58 | 0.44 | 0.71 | 0.69 | 0.74 | 0.71 | 0.84 | 0.76 | 0.77 | 0.95 | 1.00 |