IDC-4-7-22
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IDC-4-7-22, 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 3 months.
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
IDC-4-7-22 | 2.94% | 10.37% | 0.71% | 11.96% | N/A | N/A |
Portfolio components: | ||||||
VZ | 12.82% | 5.07% | 11.21% | 17.96% | N/A | N/A |
SCHW | 14.38% | 20.65% | 16.09% | 11.99% | N/A | N/A |
BAC Bank of America Corporation | -4.75% | 18.76% | -5.97% | 13.04% | 14.90% | 12.07% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 54.21% | 25.96% | 49.59% | 39.85% | 45.38% | 9.53% |
BCS Barclays PLC | 25.21% | 28.84% | 25.40% | 57.20% | 29.65% | 3.25% |
ADM Archer-Daniels-Midland Company | -4.53% | 14.14% | -7.24% | -20.19% | 8.54% | 2.13% |
NEE | -3.92% | 6.57% | -7.07% | -3.58% | N/A | N/A |
MDT | 5.51% | 2.13% | -3.53% | 6.00% | N/A | N/A |
JEPQ | -4.85% | 13.81% | -3.31% | 8.05% | N/A | N/A |
FRT Federal Realty Investment Trust | -13.11% | 13.97% | -14.41% | -2.77% | 8.57% | 0.34% |
MMM | 9.86% | 10.98% | 7.14% | 49.80% | N/A | N/A |
VTI | -3.64% | 14.17% | -5.14% | 10.03% | N/A | N/A |
JPM | 6.94% | 16.88% | 8.45% | 32.56% | N/A | N/A |
IBM International Business Machines Corporation | 16.38% | 14.98% | 20.66% | 54.61% | 21.86% | 9.04% |
SPGI | 2.11% | 14.97% | 2.48% | 19.15% | N/A | N/A |
PPG | -8.55% | 18.49% | -12.82% | -16.81% | N/A | N/A |
WMT | 8.13% | 19.12% | 16.77% | 63.40% | N/A | N/A |
PG | -4.18% | 0.81% | -1.69% | -1.52% | N/A | N/A |
ENB Enbridge Inc. | 9.50% | 11.41% | 11.20% | 31.21% | 15.08% | 4.90% |
F Ford Motor Company | 7.23% | 18.30% | -3.14% | -10.06% | 20.05% | 1.10% |
JEPI JPMorgan Equity Premium Income ETF | -0.58% | 9.82% | -2.84% | 6.00% | N/A | N/A |
JNJ | 8.50% | 3.77% | 0.92% | 7.86% | N/A | N/A |
TXN | -10.25% | 14.41% | -22.64% | -7.31% | N/A | N/A |
AFL Aflac Incorporated | 3.34% | 6.55% | -0.06% | 27.92% | 27.17% | 15.52% |
CME CME Group Inc. | 22.03% | 10.57% | 31.43% | 39.28% | 13.80% | 16.06% |
LIN | 8.62% | 9.65% | -2.01% | 7.30% | N/A | N/A |
TER | -38.91% | 13.07% | -31.02% | -35.94% | N/A | N/A |
ESS Essex Property Trust, Inc. | 0.37% | 10.60% | -3.39% | 14.54% | 6.37% | 5.77% |
ABT Abbott Laboratories | 19.64% | 8.61% | 17.37% | 30.26% | 9.37% | 13.13% |
ADP Automatic Data Processing, Inc. | 5.46% | 10.96% | 1.80% | 29.12% | 18.56% | 15.94% |
CVX Chevron Corporation | -4.34% | 0.08% | -10.71% | -12.04% | 12.41% | 6.97% |
WPC | 13.17% | 8.30% | 12.50% | 13.68% | N/A | N/A |
VXUS | 9.97% | 16.33% | 4.45% | 10.10% | N/A | N/A |
CAG Conagra Brands, Inc. | -13.94% | -5.73% | -15.64% | -20.69% | -3.29% | 1.01% |
ITW Illinois Tool Works Inc. | -3.54% | 11.30% | -9.85% | 0.61% | 11.15% | 12.39% |
LOW | -8.16% | 6.60% | -14.89% | -1.45% | N/A | N/A |
PEP | -12.80% | -6.32% | -18.46% | -23.44% | N/A | N/A |
ABBV AbbVie Inc. | 6.39% | 6.62% | -5.71% | 19.87% | 22.17% | 15.79% |
UGI | 25.15% | 15.74% | 50.04% | 49.25% | N/A | N/A |
APD Air Products and Chemicals, Inc. | -5.89% | 8.46% | -12.74% | 12.27% | 5.42% | 9.48% |
MCD | 8.77% | 4.56% | 7.65% | 19.61% | N/A | N/A |
SYK | 6.47% | 13.37% | 3.89% | 17.22% | N/A | N/A |
MSFT | 4.16% | 23.58% | 3.41% | 7.55% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of IDC-4-7-22, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 4.11% | 2.86% | -2.37% | -2.51% | 0.99% | 2.94% | |||||||
2024 | -0.34% | 2.49% | 3.68% | -2.98% | 3.12% | -0.25% | 3.39% | 4.86% | 1.79% | -2.65% | 5.21% | -4.95% | 13.51% |
2023 | 3.13% | -2.22% | 1.64% | 1.90% | -4.69% | 6.59% | 2.39% | -2.83% | -4.55% | -3.15% | 7.00% | 5.15% | 9.80% |
2022 | -1.85% | -7.08% | 6.94% | -3.47% | -8.10% | 9.20% | 7.71% | -3.03% | -1.32% |
Expense Ratio
IDC-4-7-22 has an expense ratio of 0.01%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IDC-4-7-22 is 70, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
VZ | 0.77 | 1.17 | 1.17 | 1.29 | 3.35 |
SCHW | 0.43 | 0.80 | 1.11 | 0.51 | 1.20 |
BAC Bank of America Corporation | 0.40 | 0.78 | 1.11 | 0.46 | 1.39 |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 1.56 | 1.68 | 1.23 | 2.09 | 5.45 |
BCS Barclays PLC | 1.57 | 2.13 | 1.28 | 2.68 | 12.11 |
ADM Archer-Daniels-Midland Company | -0.79 | -0.91 | 0.88 | -0.36 | -1.10 |
NEE | -0.21 | 0.08 | 1.01 | -0.10 | -0.19 |
MDT | 0.21 | 0.49 | 1.07 | 0.25 | 0.87 |
JEPQ | 0.39 | 0.70 | 1.11 | 0.40 | 1.45 |
FRT Federal Realty Investment Trust | -0.14 | -0.08 | 0.99 | -0.14 | -0.42 |
MMM | 1.37 | 2.61 | 1.35 | 2.73 | 9.01 |
VTI | 0.47 | 0.84 | 1.12 | 0.52 | 1.96 |
JPM | 1.10 | 1.78 | 1.26 | 1.44 | 4.85 |
IBM International Business Machines Corporation | 2.07 | 2.81 | 1.41 | 3.39 | 10.39 |
SPGI | 0.84 | 1.30 | 1.18 | 1.00 | 3.49 |
PPG | -0.67 | -0.83 | 0.90 | -0.46 | -1.49 |
WMT | 2.53 | 3.37 | 1.47 | 2.85 | 9.54 |
PG | -0.11 | -0.01 | 1.00 | -0.16 | -0.38 |
ENB Enbridge Inc. | 1.90 | 2.62 | 1.35 | 2.03 | 10.54 |
F Ford Motor Company | -0.26 | -0.11 | 0.98 | -0.28 | -0.42 |
JEPI JPMorgan Equity Premium Income ETF | 0.40 | 0.73 | 1.12 | 0.47 | 2.03 |
JNJ | 0.39 | 0.69 | 1.10 | 0.49 | 1.26 |
TXN | -0.21 | 0.01 | 1.00 | -0.20 | -0.52 |
AFL Aflac Incorporated | 1.22 | 1.68 | 1.26 | 2.24 | 5.14 |
CME CME Group Inc. | 2.21 | 3.08 | 1.41 | 3.57 | 11.03 |
LIN | 0.37 | 0.64 | 1.09 | 0.45 | 1.14 |
TER | -0.70 | -0.75 | 0.90 | -0.62 | -1.23 |
ESS Essex Property Trust, Inc. | 0.52 | 0.89 | 1.12 | 0.72 | 2.14 |
ABT Abbott Laboratories | 1.50 | 2.05 | 1.26 | 1.75 | 6.90 |
ADP Automatic Data Processing, Inc. | 1.48 | 2.02 | 1.28 | 2.21 | 7.58 |
CVX Chevron Corporation | -0.55 | -0.49 | 0.93 | -0.55 | -1.38 |
WPC | 0.55 | 0.92 | 1.11 | 0.39 | 1.60 |
VXUS | 0.56 | 0.95 | 1.13 | 0.73 | 2.32 |
CAG Conagra Brands, Inc. | -0.86 | -1.08 | 0.87 | -0.55 | -1.45 |
ITW Illinois Tool Works Inc. | -0.02 | 0.20 | 1.03 | 0.03 | 0.11 |
LOW | -0.13 | 0.10 | 1.01 | -0.05 | -0.11 |
PEP | -1.22 | -1.65 | 0.80 | -0.82 | -1.90 |
ABBV AbbVie Inc. | 0.73 | 1.00 | 1.15 | 0.88 | 2.16 |
UGI | 1.75 | 2.76 | 1.37 | 1.14 | 10.55 |
APD Air Products and Chemicals, Inc. | 0.37 | 0.81 | 1.10 | 0.43 | 1.20 |
MCD | 0.98 | 1.46 | 1.19 | 1.17 | 3.78 |
SYK | 0.76 | 1.14 | 1.15 | 1.05 | 3.23 |
MSFT | 0.28 | 0.63 | 1.08 | 0.33 | 0.74 |
Dividends
Dividend yield
IDC-4-7-22 provided a 3.14% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 3.14% | 3.11% | 3.33% | 3.08% | 2.38% | 2.68% | 2.51% | 2.86% | 2.37% | 2.63% | 2.63% | 2.32% |
Portfolio components: | ||||||||||||
VZ | 6.19% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
SCHW | 1.53% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% |
BAC Bank of America Corporation | 2.45% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 5.32% | 7.71% | 5.51% | 6.29% | 2.80% | 3.50% | 5.23% | 5.71% | 3.89% | 6.07% | 4.31% | 5.85% |
BCS Barclays PLC | 2.59% | 3.13% | 4.87% | 4.17% | 1.60% | 3.90% | 3.72% | 3.21% | 1.39% | 2.25% | 3.09% | 2.87% |
ADM Archer-Daniels-Midland Company | 4.21% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
NEE | 3.09% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
MDT | 3.35% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% |
JEPQ | 11.50% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRT Federal Realty Investment Trust | 4.61% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% |
MMM | 2.01% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
VTI | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
JPM | 1.99% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
IBM International Business Machines Corporation | 3.29% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
SPGI | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
PPG | 2.48% | 2.23% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% |
WMT | 1.12% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
PG | 2.57% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
ENB Enbridge Inc. | 5.81% | 6.28% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% |
F Ford Motor Company | 5.84% | 7.88% | 10.25% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% | 3.23% |
JEPI JPMorgan Equity Premium Income ETF | 8.07% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ | 3.19% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
TXN | 3.25% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
AFL Aflac Incorporated | 1.96% | 1.93% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% |
CME CME Group Inc. | 3.72% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
LIN | 1.25% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% |
TER | 0.62% | 0.38% | 0.41% | 0.50% | 0.24% | 0.33% | 0.53% | 1.15% | 0.67% | 0.94% | 1.16% | 0.91% |
ESS Essex Property Trust, Inc. | 3.52% | 2.57% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% |
ABT Abbott Laboratories | 1.70% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
ADP Automatic Data Processing, Inc. | 1.91% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
CVX Chevron Corporation | 4.82% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
WPC | 5.78% | 6.41% | 6.17% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.48% | 5.26% |
VXUS | 3.02% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% |
CAG Conagra Brands, Inc. | 6.03% | 5.05% | 4.75% | 3.32% | 3.44% | 2.52% | 2.49% | 3.99% | 2.19% | 1.97% | 2.37% | 2.76% |
ITW Illinois Tool Works Inc. | 2.43% | 2.29% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% |
LOW | 2.05% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
PEP | 4.14% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.79% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
ABBV AbbVie Inc. | 3.44% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
UGI | 4.29% | 5.31% | 6.04% | 3.84% | 2.97% | 3.76% | 2.68% | 1.93% | 2.10% | 2.04% | 2.67% | 2.16% |
APD Air Products and Chemicals, Inc. | 2.63% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
MCD | 2.19% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
SYK | 0.86% | 0.90% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% |
MSFT | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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 IDC-4-7-22. 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 IDC-4-7-22 was 14.70%, occurring on Sep 30, 2022. Recovery took 39 trading sessions.
The current IDC-4-7-22 drawdown is 3.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-14.7% | Aug 17, 2022 | 32 | Sep 30, 2022 | 39 | Nov 25, 2022 | 71 |
-12.91% | Mar 3, 2025 | 27 | Apr 8, 2025 | — | — | — |
-12.45% | Jul 27, 2023 | 66 | Oct 27, 2023 | 40 | Dec 26, 2023 | 106 |
-11.74% | May 5, 2022 | 31 | Jun 17, 2022 | 38 | Aug 12, 2022 | 69 |
-6.68% | Feb 3, 2023 | 25 | Mar 10, 2023 | 67 | Jun 15, 2023 | 92 |
Volatility
Volatility Chart
The current IDC-4-7-22 volatility is 4.95%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 43 assets, with an effective number of assets of 36.78, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
^GSPC | CME | CAG | VZ | ABBV | CVX | WMT | JNJ | ADM | MSFT | MCD | PG | PEP | BBVA | TER | NEE | BCS | SCHW | IBM | WPC | ABT | UGI | MDT | ENB | SYK | TXN | ESS | F | MMM | AFL | LOW | JEPQ | APD | JPM | LIN | BAC | ADP | FRT | PPG | SPGI | VXUS | ITW | VTI | JEPI | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.21 | 0.16 | 0.21 | 0.26 | 0.33 | 0.42 | 0.22 | 0.31 | 0.78 | 0.38 | 0.31 | 0.31 | 0.49 | 0.73 | 0.38 | 0.53 | 0.52 | 0.54 | 0.37 | 0.44 | 0.42 | 0.46 | 0.49 | 0.59 | 0.71 | 0.51 | 0.59 | 0.55 | 0.49 | 0.60 | 0.93 | 0.55 | 0.60 | 0.59 | 0.60 | 0.59 | 0.52 | 0.62 | 0.69 | 0.76 | 0.62 | 0.99 | 0.83 | 0.82 |
CME | 0.21 | 1.00 | 0.20 | 0.23 | 0.24 | 0.09 | 0.25 | 0.28 | 0.13 | 0.14 | 0.27 | 0.34 | 0.29 | 0.15 | 0.03 | 0.24 | 0.14 | 0.16 | 0.16 | 0.26 | 0.31 | 0.21 | 0.21 | 0.21 | 0.26 | 0.08 | 0.27 | 0.17 | 0.14 | 0.30 | 0.12 | 0.14 | 0.21 | 0.26 | 0.24 | 0.19 | 0.29 | 0.24 | 0.18 | 0.29 | 0.17 | 0.21 | 0.20 | 0.31 | 0.33 |
CAG | 0.16 | 0.20 | 1.00 | 0.36 | 0.32 | 0.18 | 0.25 | 0.43 | 0.34 | 0.03 | 0.39 | 0.49 | 0.60 | 0.13 | 0.00 | 0.36 | 0.11 | 0.18 | 0.21 | 0.34 | 0.31 | 0.32 | 0.32 | 0.27 | 0.18 | 0.10 | 0.27 | 0.20 | 0.25 | 0.32 | 0.23 | 0.04 | 0.28 | 0.20 | 0.23 | 0.20 | 0.31 | 0.29 | 0.26 | 0.20 | 0.15 | 0.29 | 0.15 | 0.36 | 0.42 |
VZ | 0.21 | 0.23 | 0.36 | 1.00 | 0.29 | 0.22 | 0.21 | 0.41 | 0.27 | 0.07 | 0.27 | 0.39 | 0.36 | 0.20 | 0.03 | 0.34 | 0.18 | 0.19 | 0.28 | 0.34 | 0.35 | 0.38 | 0.32 | 0.29 | 0.23 | 0.16 | 0.31 | 0.22 | 0.28 | 0.30 | 0.29 | 0.10 | 0.29 | 0.23 | 0.26 | 0.28 | 0.26 | 0.33 | 0.27 | 0.21 | 0.23 | 0.31 | 0.21 | 0.34 | 0.41 |
ABBV | 0.26 | 0.24 | 0.32 | 0.29 | 1.00 | 0.22 | 0.26 | 0.49 | 0.20 | 0.09 | 0.32 | 0.42 | 0.39 | 0.16 | 0.11 | 0.27 | 0.15 | 0.19 | 0.28 | 0.32 | 0.39 | 0.27 | 0.37 | 0.25 | 0.37 | 0.19 | 0.28 | 0.19 | 0.26 | 0.32 | 0.26 | 0.17 | 0.25 | 0.28 | 0.28 | 0.24 | 0.37 | 0.31 | 0.24 | 0.25 | 0.21 | 0.29 | 0.26 | 0.44 | 0.45 |
CVX | 0.33 | 0.09 | 0.18 | 0.22 | 0.22 | 1.00 | 0.15 | 0.20 | 0.50 | 0.13 | 0.21 | 0.14 | 0.18 | 0.29 | 0.22 | 0.26 | 0.35 | 0.32 | 0.28 | 0.26 | 0.18 | 0.37 | 0.22 | 0.52 | 0.17 | 0.26 | 0.23 | 0.38 | 0.30 | 0.39 | 0.28 | 0.20 | 0.35 | 0.39 | 0.33 | 0.40 | 0.27 | 0.29 | 0.27 | 0.20 | 0.37 | 0.39 | 0.35 | 0.38 | 0.45 |
WMT | 0.42 | 0.25 | 0.25 | 0.21 | 0.26 | 0.15 | 1.00 | 0.26 | 0.19 | 0.30 | 0.34 | 0.42 | 0.40 | 0.16 | 0.19 | 0.26 | 0.14 | 0.23 | 0.33 | 0.25 | 0.30 | 0.27 | 0.30 | 0.28 | 0.38 | 0.21 | 0.32 | 0.27 | 0.30 | 0.33 | 0.35 | 0.36 | 0.30 | 0.30 | 0.34 | 0.27 | 0.34 | 0.32 | 0.28 | 0.36 | 0.27 | 0.33 | 0.41 | 0.48 | 0.48 |
JNJ | 0.22 | 0.28 | 0.43 | 0.41 | 0.49 | 0.20 | 0.26 | 1.00 | 0.29 | 0.09 | 0.39 | 0.48 | 0.51 | 0.18 | 0.04 | 0.35 | 0.15 | 0.13 | 0.27 | 0.36 | 0.51 | 0.33 | 0.46 | 0.29 | 0.32 | 0.17 | 0.32 | 0.23 | 0.29 | 0.34 | 0.28 | 0.08 | 0.31 | 0.26 | 0.33 | 0.25 | 0.39 | 0.31 | 0.29 | 0.32 | 0.20 | 0.35 | 0.22 | 0.42 | 0.48 |
ADM | 0.31 | 0.13 | 0.34 | 0.27 | 0.20 | 0.50 | 0.19 | 0.29 | 1.00 | 0.13 | 0.29 | 0.29 | 0.36 | 0.30 | 0.21 | 0.32 | 0.34 | 0.35 | 0.29 | 0.33 | 0.24 | 0.38 | 0.29 | 0.40 | 0.20 | 0.29 | 0.27 | 0.38 | 0.34 | 0.42 | 0.31 | 0.20 | 0.36 | 0.36 | 0.35 | 0.41 | 0.33 | 0.32 | 0.36 | 0.25 | 0.37 | 0.45 | 0.32 | 0.42 | 0.48 |
MSFT | 0.78 | 0.14 | 0.03 | 0.07 | 0.09 | 0.13 | 0.30 | 0.09 | 0.13 | 1.00 | 0.24 | 0.21 | 0.20 | 0.33 | 0.57 | 0.22 | 0.30 | 0.32 | 0.36 | 0.17 | 0.27 | 0.18 | 0.27 | 0.22 | 0.43 | 0.51 | 0.31 | 0.35 | 0.33 | 0.26 | 0.36 | 0.82 | 0.32 | 0.33 | 0.40 | 0.32 | 0.40 | 0.27 | 0.38 | 0.54 | 0.51 | 0.37 | 0.75 | 0.54 | 0.53 |
MCD | 0.38 | 0.27 | 0.39 | 0.27 | 0.32 | 0.21 | 0.34 | 0.39 | 0.29 | 0.24 | 1.00 | 0.50 | 0.50 | 0.26 | 0.17 | 0.36 | 0.20 | 0.24 | 0.33 | 0.37 | 0.41 | 0.28 | 0.36 | 0.32 | 0.35 | 0.26 | 0.26 | 0.26 | 0.30 | 0.39 | 0.35 | 0.28 | 0.34 | 0.32 | 0.37 | 0.27 | 0.40 | 0.34 | 0.33 | 0.37 | 0.33 | 0.39 | 0.36 | 0.53 | 0.53 |
PG | 0.31 | 0.34 | 0.49 | 0.39 | 0.42 | 0.14 | 0.42 | 0.48 | 0.29 | 0.21 | 0.50 | 1.00 | 0.65 | 0.18 | 0.08 | 0.46 | 0.12 | 0.20 | 0.32 | 0.35 | 0.48 | 0.34 | 0.41 | 0.32 | 0.41 | 0.21 | 0.32 | 0.17 | 0.32 | 0.35 | 0.30 | 0.20 | 0.40 | 0.23 | 0.41 | 0.20 | 0.42 | 0.33 | 0.32 | 0.36 | 0.25 | 0.37 | 0.29 | 0.50 | 0.53 |
PEP | 0.31 | 0.29 | 0.60 | 0.36 | 0.39 | 0.18 | 0.40 | 0.51 | 0.36 | 0.20 | 0.50 | 0.65 | 1.00 | 0.16 | 0.08 | 0.44 | 0.10 | 0.21 | 0.28 | 0.40 | 0.44 | 0.31 | 0.42 | 0.32 | 0.34 | 0.21 | 0.35 | 0.22 | 0.29 | 0.36 | 0.34 | 0.21 | 0.37 | 0.20 | 0.37 | 0.19 | 0.46 | 0.36 | 0.34 | 0.38 | 0.24 | 0.36 | 0.29 | 0.52 | 0.54 |
BBVA | 0.49 | 0.15 | 0.13 | 0.20 | 0.16 | 0.29 | 0.16 | 0.18 | 0.30 | 0.33 | 0.26 | 0.18 | 0.16 | 1.00 | 0.36 | 0.22 | 0.65 | 0.38 | 0.32 | 0.30 | 0.28 | 0.32 | 0.27 | 0.39 | 0.32 | 0.38 | 0.29 | 0.39 | 0.35 | 0.39 | 0.32 | 0.43 | 0.34 | 0.48 | 0.38 | 0.49 | 0.28 | 0.35 | 0.44 | 0.35 | 0.65 | 0.43 | 0.50 | 0.44 | 0.52 |
TER | 0.73 | 0.03 | 0.00 | 0.03 | 0.11 | 0.22 | 0.19 | 0.04 | 0.21 | 0.57 | 0.17 | 0.08 | 0.08 | 0.36 | 1.00 | 0.20 | 0.39 | 0.36 | 0.38 | 0.24 | 0.25 | 0.25 | 0.28 | 0.30 | 0.38 | 0.76 | 0.34 | 0.44 | 0.41 | 0.26 | 0.42 | 0.73 | 0.41 | 0.39 | 0.43 | 0.41 | 0.38 | 0.35 | 0.51 | 0.46 | 0.62 | 0.49 | 0.74 | 0.54 | 0.58 |
NEE | 0.38 | 0.24 | 0.36 | 0.34 | 0.27 | 0.26 | 0.26 | 0.35 | 0.32 | 0.22 | 0.36 | 0.46 | 0.44 | 0.22 | 0.20 | 1.00 | 0.23 | 0.30 | 0.27 | 0.42 | 0.38 | 0.46 | 0.37 | 0.46 | 0.32 | 0.30 | 0.43 | 0.32 | 0.35 | 0.37 | 0.41 | 0.26 | 0.42 | 0.26 | 0.39 | 0.30 | 0.37 | 0.42 | 0.36 | 0.40 | 0.37 | 0.39 | 0.38 | 0.52 | 0.55 |
BCS | 0.53 | 0.14 | 0.11 | 0.18 | 0.15 | 0.35 | 0.14 | 0.15 | 0.34 | 0.30 | 0.20 | 0.12 | 0.10 | 0.65 | 0.39 | 0.23 | 1.00 | 0.43 | 0.31 | 0.29 | 0.26 | 0.41 | 0.31 | 0.45 | 0.29 | 0.39 | 0.34 | 0.48 | 0.40 | 0.42 | 0.35 | 0.43 | 0.35 | 0.58 | 0.38 | 0.62 | 0.30 | 0.42 | 0.46 | 0.39 | 0.66 | 0.44 | 0.55 | 0.47 | 0.56 |
SCHW | 0.52 | 0.16 | 0.18 | 0.19 | 0.19 | 0.32 | 0.23 | 0.13 | 0.35 | 0.32 | 0.24 | 0.20 | 0.21 | 0.38 | 0.36 | 0.30 | 0.43 | 1.00 | 0.37 | 0.33 | 0.25 | 0.38 | 0.26 | 0.36 | 0.31 | 0.43 | 0.39 | 0.44 | 0.42 | 0.48 | 0.39 | 0.41 | 0.36 | 0.57 | 0.39 | 0.63 | 0.39 | 0.44 | 0.42 | 0.41 | 0.43 | 0.45 | 0.54 | 0.53 | 0.56 |
IBM | 0.54 | 0.16 | 0.21 | 0.28 | 0.28 | 0.28 | 0.33 | 0.27 | 0.29 | 0.36 | 0.33 | 0.32 | 0.28 | 0.32 | 0.38 | 0.27 | 0.31 | 0.37 | 1.00 | 0.39 | 0.35 | 0.38 | 0.30 | 0.35 | 0.35 | 0.42 | 0.32 | 0.38 | 0.41 | 0.41 | 0.38 | 0.46 | 0.39 | 0.41 | 0.42 | 0.42 | 0.46 | 0.38 | 0.36 | 0.43 | 0.42 | 0.46 | 0.54 | 0.58 | 0.58 |
WPC | 0.37 | 0.26 | 0.34 | 0.34 | 0.32 | 0.26 | 0.25 | 0.36 | 0.33 | 0.17 | 0.37 | 0.35 | 0.40 | 0.30 | 0.24 | 0.42 | 0.29 | 0.33 | 0.39 | 1.00 | 0.38 | 0.48 | 0.40 | 0.41 | 0.33 | 0.34 | 0.59 | 0.40 | 0.38 | 0.37 | 0.40 | 0.25 | 0.40 | 0.31 | 0.35 | 0.37 | 0.41 | 0.66 | 0.41 | 0.43 | 0.41 | 0.45 | 0.39 | 0.51 | 0.60 |
ABT | 0.44 | 0.31 | 0.31 | 0.35 | 0.39 | 0.18 | 0.30 | 0.51 | 0.24 | 0.27 | 0.41 | 0.48 | 0.44 | 0.28 | 0.25 | 0.38 | 0.26 | 0.25 | 0.35 | 0.38 | 1.00 | 0.35 | 0.63 | 0.35 | 0.58 | 0.33 | 0.41 | 0.36 | 0.36 | 0.37 | 0.39 | 0.33 | 0.41 | 0.37 | 0.44 | 0.36 | 0.51 | 0.39 | 0.40 | 0.45 | 0.39 | 0.43 | 0.44 | 0.55 | 0.63 |
UGI | 0.42 | 0.21 | 0.32 | 0.38 | 0.27 | 0.37 | 0.27 | 0.33 | 0.38 | 0.18 | 0.28 | 0.34 | 0.31 | 0.32 | 0.25 | 0.46 | 0.41 | 0.38 | 0.38 | 0.48 | 0.35 | 1.00 | 0.42 | 0.50 | 0.31 | 0.34 | 0.47 | 0.45 | 0.49 | 0.44 | 0.39 | 0.27 | 0.41 | 0.41 | 0.36 | 0.50 | 0.39 | 0.53 | 0.43 | 0.40 | 0.42 | 0.51 | 0.44 | 0.51 | 0.64 |
MDT | 0.46 | 0.21 | 0.32 | 0.32 | 0.37 | 0.22 | 0.30 | 0.46 | 0.29 | 0.27 | 0.36 | 0.41 | 0.42 | 0.27 | 0.28 | 0.37 | 0.31 | 0.26 | 0.30 | 0.40 | 0.63 | 0.42 | 1.00 | 0.35 | 0.58 | 0.35 | 0.41 | 0.38 | 0.44 | 0.40 | 0.36 | 0.35 | 0.42 | 0.38 | 0.41 | 0.42 | 0.46 | 0.41 | 0.45 | 0.45 | 0.41 | 0.46 | 0.47 | 0.55 | 0.63 |
ENB | 0.49 | 0.21 | 0.27 | 0.29 | 0.25 | 0.52 | 0.28 | 0.29 | 0.40 | 0.22 | 0.32 | 0.32 | 0.32 | 0.39 | 0.30 | 0.46 | 0.45 | 0.36 | 0.35 | 0.41 | 0.35 | 0.50 | 0.35 | 1.00 | 0.33 | 0.34 | 0.39 | 0.45 | 0.43 | 0.45 | 0.39 | 0.36 | 0.43 | 0.42 | 0.43 | 0.48 | 0.35 | 0.48 | 0.41 | 0.42 | 0.59 | 0.44 | 0.50 | 0.54 | 0.61 |
SYK | 0.59 | 0.26 | 0.18 | 0.23 | 0.37 | 0.17 | 0.38 | 0.32 | 0.20 | 0.43 | 0.35 | 0.41 | 0.34 | 0.32 | 0.38 | 0.32 | 0.29 | 0.31 | 0.35 | 0.33 | 0.58 | 0.31 | 0.58 | 0.33 | 1.00 | 0.41 | 0.41 | 0.35 | 0.34 | 0.37 | 0.43 | 0.53 | 0.42 | 0.38 | 0.47 | 0.35 | 0.44 | 0.41 | 0.45 | 0.56 | 0.46 | 0.45 | 0.58 | 0.62 | 0.65 |
TXN | 0.71 | 0.08 | 0.10 | 0.16 | 0.19 | 0.26 | 0.21 | 0.17 | 0.29 | 0.51 | 0.26 | 0.21 | 0.21 | 0.38 | 0.76 | 0.30 | 0.39 | 0.43 | 0.42 | 0.34 | 0.33 | 0.34 | 0.35 | 0.34 | 0.41 | 1.00 | 0.40 | 0.50 | 0.47 | 0.32 | 0.47 | 0.67 | 0.44 | 0.42 | 0.44 | 0.44 | 0.46 | 0.41 | 0.52 | 0.48 | 0.59 | 0.54 | 0.71 | 0.61 | 0.65 |
ESS | 0.51 | 0.27 | 0.27 | 0.31 | 0.28 | 0.23 | 0.32 | 0.32 | 0.27 | 0.31 | 0.26 | 0.32 | 0.35 | 0.29 | 0.34 | 0.43 | 0.34 | 0.39 | 0.32 | 0.59 | 0.41 | 0.47 | 0.41 | 0.39 | 0.41 | 0.40 | 1.00 | 0.44 | 0.42 | 0.41 | 0.47 | 0.38 | 0.43 | 0.41 | 0.36 | 0.46 | 0.45 | 0.68 | 0.47 | 0.51 | 0.43 | 0.47 | 0.52 | 0.57 | 0.65 |
F | 0.59 | 0.17 | 0.20 | 0.22 | 0.19 | 0.38 | 0.27 | 0.23 | 0.38 | 0.35 | 0.26 | 0.17 | 0.22 | 0.39 | 0.44 | 0.32 | 0.48 | 0.44 | 0.38 | 0.40 | 0.36 | 0.45 | 0.38 | 0.45 | 0.35 | 0.50 | 0.44 | 1.00 | 0.47 | 0.44 | 0.53 | 0.48 | 0.43 | 0.49 | 0.37 | 0.54 | 0.41 | 0.52 | 0.56 | 0.45 | 0.54 | 0.54 | 0.62 | 0.55 | 0.67 |
MMM | 0.55 | 0.14 | 0.25 | 0.28 | 0.26 | 0.30 | 0.30 | 0.29 | 0.34 | 0.33 | 0.30 | 0.32 | 0.29 | 0.35 | 0.41 | 0.35 | 0.40 | 0.42 | 0.41 | 0.38 | 0.36 | 0.49 | 0.44 | 0.43 | 0.34 | 0.47 | 0.42 | 0.47 | 1.00 | 0.44 | 0.52 | 0.43 | 0.47 | 0.50 | 0.43 | 0.51 | 0.44 | 0.47 | 0.52 | 0.48 | 0.51 | 0.56 | 0.58 | 0.58 | 0.66 |
AFL | 0.49 | 0.30 | 0.32 | 0.30 | 0.32 | 0.39 | 0.33 | 0.34 | 0.42 | 0.26 | 0.39 | 0.35 | 0.36 | 0.39 | 0.26 | 0.37 | 0.42 | 0.48 | 0.41 | 0.37 | 0.37 | 0.44 | 0.40 | 0.45 | 0.37 | 0.32 | 0.41 | 0.44 | 0.44 | 1.00 | 0.38 | 0.34 | 0.44 | 0.59 | 0.48 | 0.57 | 0.52 | 0.47 | 0.45 | 0.45 | 0.43 | 0.54 | 0.50 | 0.61 | 0.65 |
LOW | 0.60 | 0.12 | 0.23 | 0.29 | 0.26 | 0.28 | 0.35 | 0.28 | 0.31 | 0.36 | 0.35 | 0.30 | 0.34 | 0.32 | 0.42 | 0.41 | 0.35 | 0.39 | 0.38 | 0.40 | 0.39 | 0.39 | 0.36 | 0.39 | 0.43 | 0.47 | 0.47 | 0.53 | 0.52 | 0.38 | 1.00 | 0.49 | 0.45 | 0.39 | 0.43 | 0.45 | 0.45 | 0.50 | 0.58 | 0.55 | 0.50 | 0.58 | 0.62 | 0.62 | 0.68 |
JEPQ | 0.93 | 0.14 | 0.04 | 0.10 | 0.17 | 0.20 | 0.36 | 0.08 | 0.20 | 0.82 | 0.28 | 0.20 | 0.21 | 0.43 | 0.73 | 0.26 | 0.43 | 0.41 | 0.46 | 0.25 | 0.33 | 0.27 | 0.35 | 0.36 | 0.53 | 0.67 | 0.38 | 0.48 | 0.43 | 0.34 | 0.49 | 1.00 | 0.43 | 0.46 | 0.48 | 0.45 | 0.47 | 0.37 | 0.50 | 0.59 | 0.68 | 0.48 | 0.91 | 0.71 | 0.66 |
APD | 0.55 | 0.21 | 0.28 | 0.29 | 0.25 | 0.35 | 0.30 | 0.31 | 0.36 | 0.32 | 0.34 | 0.40 | 0.37 | 0.34 | 0.41 | 0.42 | 0.35 | 0.36 | 0.39 | 0.40 | 0.41 | 0.41 | 0.42 | 0.43 | 0.42 | 0.44 | 0.43 | 0.43 | 0.47 | 0.44 | 0.45 | 0.43 | 1.00 | 0.43 | 0.64 | 0.42 | 0.47 | 0.46 | 0.56 | 0.49 | 0.52 | 0.56 | 0.57 | 0.61 | 0.69 |
JPM | 0.60 | 0.26 | 0.20 | 0.23 | 0.28 | 0.39 | 0.30 | 0.26 | 0.36 | 0.33 | 0.32 | 0.23 | 0.20 | 0.48 | 0.39 | 0.26 | 0.58 | 0.57 | 0.41 | 0.31 | 0.37 | 0.41 | 0.38 | 0.42 | 0.38 | 0.42 | 0.41 | 0.49 | 0.50 | 0.59 | 0.39 | 0.46 | 0.43 | 1.00 | 0.45 | 0.78 | 0.45 | 0.48 | 0.50 | 0.46 | 0.51 | 0.55 | 0.61 | 0.60 | 0.65 |
LIN | 0.59 | 0.24 | 0.23 | 0.26 | 0.28 | 0.33 | 0.34 | 0.33 | 0.35 | 0.40 | 0.37 | 0.41 | 0.37 | 0.38 | 0.43 | 0.39 | 0.38 | 0.39 | 0.42 | 0.35 | 0.44 | 0.36 | 0.41 | 0.43 | 0.47 | 0.44 | 0.36 | 0.37 | 0.43 | 0.48 | 0.43 | 0.48 | 0.64 | 0.45 | 1.00 | 0.39 | 0.52 | 0.38 | 0.58 | 0.52 | 0.55 | 0.57 | 0.59 | 0.65 | 0.69 |
BAC | 0.60 | 0.19 | 0.20 | 0.28 | 0.24 | 0.40 | 0.27 | 0.25 | 0.41 | 0.32 | 0.27 | 0.20 | 0.19 | 0.49 | 0.41 | 0.30 | 0.62 | 0.63 | 0.42 | 0.37 | 0.36 | 0.50 | 0.42 | 0.48 | 0.35 | 0.44 | 0.46 | 0.54 | 0.51 | 0.57 | 0.45 | 0.45 | 0.42 | 0.78 | 0.39 | 1.00 | 0.43 | 0.53 | 0.51 | 0.46 | 0.55 | 0.53 | 0.62 | 0.57 | 0.66 |
ADP | 0.59 | 0.29 | 0.31 | 0.26 | 0.37 | 0.27 | 0.34 | 0.39 | 0.33 | 0.40 | 0.40 | 0.42 | 0.46 | 0.28 | 0.38 | 0.37 | 0.30 | 0.39 | 0.46 | 0.41 | 0.51 | 0.39 | 0.46 | 0.35 | 0.44 | 0.46 | 0.45 | 0.41 | 0.44 | 0.52 | 0.45 | 0.47 | 0.47 | 0.45 | 0.52 | 0.43 | 1.00 | 0.47 | 0.48 | 0.55 | 0.43 | 0.54 | 0.59 | 0.68 | 0.69 |
FRT | 0.52 | 0.24 | 0.29 | 0.33 | 0.31 | 0.29 | 0.32 | 0.31 | 0.32 | 0.27 | 0.34 | 0.33 | 0.36 | 0.35 | 0.35 | 0.42 | 0.42 | 0.44 | 0.38 | 0.66 | 0.39 | 0.53 | 0.41 | 0.48 | 0.41 | 0.41 | 0.68 | 0.52 | 0.47 | 0.47 | 0.50 | 0.37 | 0.46 | 0.48 | 0.38 | 0.53 | 0.47 | 1.00 | 0.53 | 0.52 | 0.49 | 0.56 | 0.54 | 0.60 | 0.69 |
PPG | 0.62 | 0.18 | 0.26 | 0.27 | 0.24 | 0.27 | 0.28 | 0.29 | 0.36 | 0.38 | 0.33 | 0.32 | 0.34 | 0.44 | 0.51 | 0.36 | 0.46 | 0.42 | 0.36 | 0.41 | 0.40 | 0.43 | 0.45 | 0.41 | 0.45 | 0.52 | 0.47 | 0.56 | 0.52 | 0.45 | 0.58 | 0.50 | 0.56 | 0.50 | 0.58 | 0.51 | 0.48 | 0.53 | 1.00 | 0.54 | 0.60 | 0.66 | 0.64 | 0.64 | 0.71 |
SPGI | 0.69 | 0.29 | 0.20 | 0.21 | 0.25 | 0.20 | 0.36 | 0.32 | 0.25 | 0.54 | 0.37 | 0.36 | 0.38 | 0.35 | 0.46 | 0.40 | 0.39 | 0.41 | 0.43 | 0.43 | 0.45 | 0.40 | 0.45 | 0.42 | 0.56 | 0.48 | 0.51 | 0.45 | 0.48 | 0.45 | 0.55 | 0.59 | 0.49 | 0.46 | 0.52 | 0.46 | 0.55 | 0.52 | 0.54 | 1.00 | 0.55 | 0.57 | 0.70 | 0.69 | 0.72 |
VXUS | 0.76 | 0.17 | 0.15 | 0.23 | 0.21 | 0.37 | 0.27 | 0.20 | 0.37 | 0.51 | 0.33 | 0.25 | 0.24 | 0.65 | 0.62 | 0.37 | 0.66 | 0.43 | 0.42 | 0.41 | 0.39 | 0.42 | 0.41 | 0.59 | 0.46 | 0.59 | 0.43 | 0.54 | 0.51 | 0.43 | 0.50 | 0.68 | 0.52 | 0.51 | 0.55 | 0.55 | 0.43 | 0.49 | 0.60 | 0.55 | 1.00 | 0.57 | 0.78 | 0.66 | 0.73 |
ITW | 0.62 | 0.21 | 0.29 | 0.31 | 0.29 | 0.39 | 0.33 | 0.35 | 0.45 | 0.37 | 0.39 | 0.37 | 0.36 | 0.43 | 0.49 | 0.39 | 0.44 | 0.45 | 0.46 | 0.45 | 0.43 | 0.51 | 0.46 | 0.44 | 0.45 | 0.54 | 0.47 | 0.54 | 0.56 | 0.54 | 0.58 | 0.48 | 0.56 | 0.55 | 0.57 | 0.53 | 0.54 | 0.56 | 0.66 | 0.57 | 0.57 | 1.00 | 0.64 | 0.70 | 0.77 |
VTI | 0.99 | 0.20 | 0.15 | 0.21 | 0.26 | 0.35 | 0.41 | 0.22 | 0.32 | 0.75 | 0.36 | 0.29 | 0.29 | 0.50 | 0.74 | 0.38 | 0.55 | 0.54 | 0.54 | 0.39 | 0.44 | 0.44 | 0.47 | 0.50 | 0.58 | 0.71 | 0.52 | 0.62 | 0.58 | 0.50 | 0.62 | 0.91 | 0.57 | 0.61 | 0.59 | 0.62 | 0.59 | 0.54 | 0.64 | 0.70 | 0.78 | 0.64 | 1.00 | 0.82 | 0.83 |
JEPI | 0.83 | 0.31 | 0.36 | 0.34 | 0.44 | 0.38 | 0.48 | 0.42 | 0.42 | 0.54 | 0.53 | 0.50 | 0.52 | 0.44 | 0.54 | 0.52 | 0.47 | 0.53 | 0.58 | 0.51 | 0.55 | 0.51 | 0.55 | 0.54 | 0.62 | 0.61 | 0.57 | 0.55 | 0.58 | 0.61 | 0.62 | 0.71 | 0.61 | 0.60 | 0.65 | 0.57 | 0.68 | 0.60 | 0.64 | 0.69 | 0.66 | 0.70 | 0.82 | 1.00 | 0.90 |
Portfolio | 0.82 | 0.33 | 0.42 | 0.41 | 0.45 | 0.45 | 0.48 | 0.48 | 0.48 | 0.53 | 0.53 | 0.53 | 0.54 | 0.52 | 0.58 | 0.55 | 0.56 | 0.56 | 0.58 | 0.60 | 0.63 | 0.64 | 0.63 | 0.61 | 0.65 | 0.65 | 0.65 | 0.67 | 0.66 | 0.65 | 0.68 | 0.66 | 0.69 | 0.65 | 0.69 | 0.66 | 0.69 | 0.69 | 0.71 | 0.72 | 0.73 | 0.77 | 0.83 | 0.90 | 1.00 |