ih-dividend
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ih-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
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
ih-dividend | 14.82% | 4.86% | 10.22% | 19.90% | N/A | N/A |
Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.08% | 4.62% | 10.16% | 17.53% | 13.61% | 11.64% |
VYM Vanguard High Dividend Yield ETF | 15.72% | 5.60% | 11.20% | 21.65% | 11.66% | 9.98% |
DGRO iShares Core Dividend Growth ETF | 16.68% | 4.93% | 11.07% | 22.21% | 12.92% | 12.00% |
VIG Vanguard Dividend Appreciation ETF | 16.13% | 5.18% | 10.35% | 22.30% | 12.76% | 11.88% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 14.32% | 5.75% | 5.70% | 21.70% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 11.35% | 4.36% | 6.60% | 13.79% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of ih-dividend, 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 | 0.90% | 2.61% | 4.06% | -3.96% | 2.67% | 0.47% | 4.77% | 14.82% | |||||
2023 | 2.55% | -2.88% | 0.45% | 0.82% | -3.31% | 5.24% | 3.57% | -1.78% | -3.97% | -2.88% | 6.68% | 5.21% | 9.27% |
2022 | -1.34% | -7.13% | 5.28% | -3.20% | -7.83% | 10.28% | 6.62% | -3.66% | -2.51% |
Expense Ratio
ih-dividend has an expense ratio of 0.10%, 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 ih-dividend is 57, 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 | |
---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.51 | 2.21 | 1.26 | 1.43 | 5.67 |
VYM Vanguard High Dividend Yield ETF | 2.01 | 2.84 | 1.35 | 2.19 | 8.32 |
DGRO iShares Core Dividend Growth ETF | 2.19 | 3.07 | 1.39 | 2.13 | 9.18 |
VIG Vanguard Dividend Appreciation ETF | 2.20 | 3.09 | 1.40 | 2.30 | 9.67 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.74 | 2.31 | 1.34 | 2.05 | 8.43 |
JEPI JPMorgan Equity Premium Income ETF | 1.73 | 2.39 | 1.33 | 2.05 | 7.88 |
Dividends
Dividend yield
ih-dividend granted a 3.18% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ih-dividend | 3.18% | 3.55% | 3.59% | 2.43% | 2.71% | 2.31% | 2.48% | 2.10% | 2.32% | 2.47% | 1.68% | 1.22% |
Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VYM Vanguard High Dividend Yield ETF | 2.80% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
DGRO iShares Core Dividend Growth ETF | 2.19% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.71% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 8.37% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 6.45% | 8.40% | 11.68% | 6.59% | 5.79% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the ih-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 ih-dividend was 14.30%, occurring on Sep 30, 2022. Recovery took 42 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-14.3% | Aug 17, 2022 | 32 | Sep 30, 2022 | 42 | Nov 30, 2022 | 74 |
-11.45% | May 5, 2022 | 31 | Jun 17, 2022 | 40 | Aug 16, 2022 | 71 |
-10.03% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
-7.77% | Dec 2, 2022 | 68 | Mar 13, 2023 | 87 | Jul 18, 2023 | 155 |
-5.16% | Apr 1, 2024 | 13 | Apr 17, 2024 | 20 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current ih-dividend volatility is 4.00%, 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
JEPQ | JEPI | SCHD | VYM | VIG | DGRO | |
---|---|---|---|---|---|---|
JEPQ | 1.00 | 0.71 | 0.62 | 0.63 | 0.78 | 0.72 |
JEPI | 0.71 | 1.00 | 0.85 | 0.87 | 0.92 | 0.90 |
SCHD | 0.62 | 0.85 | 1.00 | 0.96 | 0.90 | 0.95 |
VYM | 0.63 | 0.87 | 0.96 | 1.00 | 0.92 | 0.97 |
VIG | 0.78 | 0.92 | 0.90 | 0.92 | 1.00 | 0.97 |
DGRO | 0.72 | 0.90 | 0.95 | 0.97 | 0.97 | 1.00 |