growth+value
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FDVV Fidelity High Dividend ETF | Large Cap Blend Equities, Dividend | 40% |
MGV Vanguard Mega Cap Value ETF | Large Cap Value Equities | 40% |
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in growth+value, 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 Sep 15, 2016, corresponding to the inception date of FDVV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| growth+value | 28.23% | 0.80% | 12.78% | 37.59% | 14.81% | N/A |
| Portfolio components: | ||||||
MGV Vanguard Mega Cap Value ETF | 21.92% | 0.25% | 10.42% | 30.63% | 11.90% | 10.91% |
SPMO Invesco S&P 500® Momentum ETF | 47.91% | 2.49% | 18.92% | 57.54% | 20.47% | N/A |
FDVV Fidelity High Dividend ETF | 24.86% | 0.49% | 11.93% | 34.68% | 14.40% | N/A |
Monthly Returns
The table below presents the monthly returns of growth+value, 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 | 2.25% | 4.46% | 4.61% | -3.58% | 5.01% | 2.04% | 3.13% | 3.06% | 1.49% | -0.74% | 28.23% | ||
| 2023 | 3.06% | -3.43% | 0.73% | 2.09% | -3.72% | 5.91% | 3.53% | -1.11% | -3.24% | -2.25% | 7.48% | 5.32% | 14.38% |
| 2022 | -1.50% | -1.47% | 4.13% | -6.23% | 2.51% | -8.44% | 6.25% | -2.96% | -8.54% | 11.64% | 6.09% | -3.61% | -4.24% |
| 2021 | -0.35% | 3.45% | 5.60% | 3.91% | 2.00% | 1.19% | 1.33% | 2.31% | -4.00% | 5.89% | -2.41% | 5.61% | 26.82% |
| 2020 | -0.78% | -9.43% | -14.92% | 11.64% | 3.50% | 1.02% | 3.51% | 5.63% | -2.68% | -2.99% | 12.30% | 4.20% | 7.80% |
| 2019 | 7.49% | 2.37% | 1.61% | 2.35% | -5.75% | 6.08% | 1.17% | -2.36% | 2.99% | 1.43% | 2.85% | 3.04% | 25.10% |
| 2018 | 4.90% | -3.01% | -2.59% | 1.26% | 1.83% | 0.40% | 3.93% | 2.79% | 0.58% | -5.30% | 2.53% | -8.69% | -2.26% |
| 2017 | 0.55% | 3.23% | -0.79% | 0.43% | 0.49% | 1.44% | 1.45% | -0.36% | 2.37% | 2.95% | 3.27% | 1.59% | 17.81% |
| 2016 | 1.36% | -1.86% | 4.25% | 2.39% | 6.18% |
Expense Ratio
growth+value has an expense ratio of 0.17%, 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 risk-adjusted rank of growth+value is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 3.26 | 4.62 | 1.61 | 6.61 | 21.52 |
SPMO Invesco S&P 500® Momentum ETF | 3.40 | 4.38 | 1.61 | 4.57 | 19.03 |
FDVV Fidelity High Dividend ETF | 3.61 | 4.94 | 1.68 | 7.41 | 31.36 |
Dividends
Dividend yield
growth+value provided a 2.07% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.07% | 2.82% | 2.69% | 2.05% | 2.52% | 2.93% | 2.89% | 2.54% | 1.82% | 1.11% | 0.90% | 0.92% |
| Portfolio components: | ||||||||||||
MGV Vanguard Mega Cap Value ETF | 2.23% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
SPMO Invesco S&P 500® Momentum ETF | 0.44% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% | 0.00% |
FDVV Fidelity High Dividend ETF | 2.73% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.63% | 1.04% | 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 growth+value. 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+value was 36.28%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current growth+value drawdown is 0.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.28% | Feb 18, 2020 | 25 | Mar 23, 2020 | 166 | Nov 16, 2020 | 191 |
| -18.28% | Mar 30, 2022 | 128 | Sep 30, 2022 | 201 | Jul 21, 2023 | 329 |
| -17.07% | Sep 24, 2018 | 64 | Dec 24, 2018 | 81 | Apr 23, 2019 | 145 |
| -9.5% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
| -8.08% | Jul 27, 2023 | 66 | Oct 27, 2023 | 19 | Nov 24, 2023 | 85 |
Volatility
Volatility Chart
The current growth+value volatility is 3.24%, 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
| SPMO | MGV | FDVV | |
|---|---|---|---|
| SPMO | 1.00 | 0.67 | 0.68 |
| MGV | 0.67 | 1.00 | 0.91 |
| FDVV | 0.68 | 0.91 | 1.00 |