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Hayes Account 1
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hayes Account 1, 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 year.


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The earliest data available for this chart is Sep 15, 2016, corresponding to the inception date of FDVV

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Hayes Account 1
0.13%-2.50%5.11%8.82%20.23%16.14%11.32%
DGRO
iShares Core Dividend Growth ETF
0.16%-3.33%1.76%4.21%15.91%14.42%10.17%12.88%
FDVV
Fidelity High Dividend ETF
0.36%-3.72%-1.14%1.27%15.24%16.87%12.82%
SCHD
Schwab U.S. Dividend Equity ETF
0.16%-2.44%12.35%13.88%13.89%11.70%8.35%12.30%
VYM
Vanguard High Dividend Yield ETF
0.11%-2.81%3.80%6.43%17.34%14.92%11.04%11.27%
VYMI
Vanguard International High Dividend Yield ETF
-0.11%-0.87%6.26%13.90%33.42%20.17%12.59%10.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 16, 2016, Hayes Account 1's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +13.6%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Hayes Account 1 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.27%4.41%-4.60%0.25%5.11%
20252.52%2.15%-1.08%-2.75%3.56%3.28%0.87%4.31%1.04%-0.18%2.75%1.05%18.73%
20240.27%2.25%4.36%-3.07%3.95%-0.33%4.53%2.63%1.56%-1.19%3.59%-4.52%14.42%
20234.65%-3.26%-0.04%1.56%-4.02%5.63%4.18%-2.48%-3.35%-2.95%6.89%5.44%11.93%
2022-0.43%-1.81%2.95%-5.21%3.25%-8.53%4.46%-3.05%-8.65%9.62%8.02%-3.23%-4.48%
2021-0.34%4.63%6.56%2.81%3.16%-0.77%0.63%1.76%-3.33%4.50%-2.62%6.33%25.25%

Benchmark Metrics

Hayes Account 1 has an annualized alpha of 1.67%, beta of 0.81, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since September 16, 2016.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.12%) than losses (85.90%) — typical of diversified or defensive assets.

Alpha
1.67%
Beta
0.81
0.85
Upside Capture
86.12%
Downside Capture
85.90%

Expense Ratio

Hayes Account 1 has an expense ratio of 0.12%, 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.


Return for Risk

Risk / Return Rank

Hayes Account 1 ranks 57 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


Hayes Account 1 Risk / Return Rank: 5757
Overall Rank
Hayes Account 1 Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
Hayes Account 1 Sortino Ratio Rank: 6161
Sortino Ratio Rank
Hayes Account 1 Omega Ratio Rank: 6969
Omega Ratio Rank
Hayes Account 1 Calmar Ratio Rank: 4141
Calmar Ratio Rank
Hayes Account 1 Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.88

+0.53

Sortino ratio

Return per unit of downside risk

1.99

1.37

+0.62

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.11

Calmar ratio

Return relative to maximum drawdown

1.74

1.39

+0.35

Martin ratio

Return relative to average drawdown

8.39

6.43

+1.96


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DGRO
iShares Core Dividend Growth ETF
581.111.611.241.526.97
FDVV
Fidelity High Dividend ETF
501.001.451.231.265.44
SCHD
Schwab U.S. Dividend Equity ETF
400.891.341.191.093.69
VYM
Vanguard High Dividend Yield ETF
601.151.651.251.596.96
VYMI
Vanguard International High Dividend Yield ETF
902.112.791.443.0412.35

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Hayes Account 1 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 1.41
  • 5-Year: 0.84
  • All Time: 0.74

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Hayes Account 1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Hayes Account 1 provided a 3.08% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.08%3.17%3.49%3.67%3.57%3.05%3.10%3.45%3.61%3.00%2.25%1.48%
DGRO
iShares Core Dividend Growth ETF
2.09%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
FDVV
Fidelity High Dividend ETF
2.98%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.45%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
VYM
Vanguard High Dividend Yield ETF
2.37%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%
VYMI
Vanguard International High Dividend Yield ETF
3.61%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Hayes Account 1. 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 Hayes Account 1 was 36.51%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Hayes Account 1 drawdown is 4.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.51%Jan 21, 202044Mar 23, 2020172Nov 24, 2020216
-18.69%Jan 13, 2022180Sep 30, 2022200Jul 20, 2023380
-16.18%Jan 29, 2018229Dec 24, 201877Apr 16, 2019306
-12.96%Feb 21, 202533Apr 8, 202538Jun 3, 202571
-9.94%Aug 1, 202363Oct 27, 202332Dec 13, 202395

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 4.55, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

BenchmarkVYMISCHDFDVVVYMDGROPortfolio
Benchmark1.000.720.770.880.830.890.86
VYMI0.721.000.700.780.740.730.86
SCHD0.770.701.000.870.940.930.94
FDVV0.880.780.871.000.920.910.96
VYM0.830.740.940.921.000.960.96
DGRO0.890.730.930.910.961.000.95
Portfolio0.860.860.940.960.960.951.00
The correlation results are calculated based on daily price changes starting from Sep 16, 2016