DQF1S

The chart shows the growth of an initial investment of $10,000 in DQF1S, 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 never rebalanced.

As of Apr 3, 2026, the DQF1S returned 15.26% Year-To-Date and 20.10% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 13, 2012, DQF1S's average daily return is +0.08%, while the average monthly return is +1.60%. At this rate, your investment would double in approximately 3.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +14.1%, while the worst month was Sep 2022 at -12.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DQF1S closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +13.3%, while the worst single day was Mar 16, 2020 at -13.8%.

DQF1S has an annualized alpha of 6.98%, beta of 1.09, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since April 13, 2012.

• This portfolio captured 118.82% of S&P 500 Index gains but only 84.38% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 6.98% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 1.09 and R² of 0.59, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

DQF1S has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DQF1S ranks 78 for risk / return — better than 78% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

DQF1S Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.73
• 5-Year: 0.64
• 10-Year: 0.75
• All Time: 0.80

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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of DQF1S compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

DQF1S provided a 2.18% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the DQF1S. 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 DQF1S was 35.02%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.

The current DQF1S drawdown is 8.41%.

The chart below shows the rolling one-month volatility.