Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 10% |
FDVV Fidelity High Dividend ETF | Large Cap Blend Equities, Dividend | 25% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 25% |
VYM Vanguard High Dividend Yield ETF | Dividend | 15% |
VYMI Vanguard International High Dividend Yield ETF | Dividend, Foreign Large Cap Equities | 25% |
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
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% | — |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.27% | 4.41% | -4.60% | 0.25% | 5.11% | ||||||||
| 2025 | 2.52% | 2.15% | -1.08% | -2.75% | 3.56% | 3.28% | 0.87% | 4.31% | 1.04% | -0.18% | 2.75% | 1.05% | 18.73% |
| 2024 | 0.27% | 2.25% | 4.36% | -3.07% | 3.95% | -0.33% | 4.53% | 2.63% | 1.56% | -1.19% | 3.59% | -4.52% | 14.42% |
| 2023 | 4.65% | -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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 0.88 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.99 | 1.37 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.39 | +0.35 |
Martin ratioReturn relative to average drawdown | 8.39 | 6.43 | +1.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 58 | 1.11 | 1.61 | 1.24 | 1.52 | 6.97 |
FDVV Fidelity High Dividend ETF | 50 | 1.00 | 1.45 | 1.23 | 1.26 | 5.44 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
VYM Vanguard High Dividend Yield ETF | 60 | 1.15 | 1.65 | 1.25 | 1.59 | 6.96 |
VYMI Vanguard International High Dividend Yield ETF | 90 | 2.11 | 2.79 | 1.44 | 3.04 | 12.35 |
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Dividends
Dividend yield
Hayes Account 1 provided a 3.08% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.08% | 3.17% | 3.49% | 3.67% | 3.57% | 3.05% | 3.10% | 3.45% | 3.61% | 3.00% | 2.25% | 1.48% |
| Portfolio components: | ||||||||||||
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, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -18.69% | Jan 13, 2022 | 180 | Sep 30, 2022 | 200 | Jul 20, 2023 | 380 |
| -16.18% | Jan 29, 2018 | 229 | Dec 24, 2018 | 77 | Apr 16, 2019 | 306 |
| -12.96% | Feb 21, 2025 | 33 | Apr 8, 2025 | 38 | Jun 3, 2025 | 71 |
| -9.94% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
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
| Benchmark | VYMI | SCHD | FDVV | VYM | DGRO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.72 | 0.77 | 0.88 | 0.83 | 0.89 | 0.86 |
| VYMI | 0.72 | 1.00 | 0.70 | 0.78 | 0.74 | 0.73 | 0.86 |
| SCHD | 0.77 | 0.70 | 1.00 | 0.87 | 0.94 | 0.93 | 0.94 |
| FDVV | 0.88 | 0.78 | 0.87 | 1.00 | 0.92 | 0.91 | 0.96 |
| VYM | 0.83 | 0.74 | 0.94 | 0.92 | 1.00 | 0.96 | 0.96 |
| DGRO | 0.89 | 0.73 | 0.93 | 0.91 | 0.96 | 1.00 | 0.95 |
| Portfolio | 0.86 | 0.86 | 0.94 | 0.96 | 0.96 | 0.95 | 1.00 |