Schd/dgro/jepi
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 33.33% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
JEPI JPMorgan Equity Premium Income ETF | Large Cap Blend Equities, Actively Managed, Dividend | 33.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in Schd/dgro/jepi, 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
Returns
As of Jun 1, 2023, the Schd/dgro/jepi returned -2.05% Year-To-Date and 13.57% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.29% | 8.86% | 2.44% | 1.15% | 12.25% | 12.25% |
| Schd/dgro/jepi | -3.24% | -2.05% | -5.07% | -2.13% | 13.57% | 13.57% |
| Portfolio components: | ||||||
DGRO iShares Core Dividend Growth ETF | -3.61% | -1.21% | -5.00% | -2.07% | 13.23% | 13.23% |
SCHD Schwab US Dividend Equity ETF | -4.19% | -7.11% | -10.28% | -8.18% | 14.85% | 14.85% |
JEPI JPMorgan Equity Premium Income ETF | -1.91% | 2.32% | 0.31% | 4.11% | 12.40% | 12.40% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| JEPI | SCHD | DGRO | |
|---|---|---|---|
| JEPI | 1.00 | 0.80 | 0.88 |
| SCHD | 0.80 | 1.00 | 0.95 |
| DGRO | 0.88 | 0.95 | 1.00 |
Dividend yield
Schd/dgro/jepi granted a 7.50% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Schd/dgro/jepi | 7.50% | 5.94% | 4.17% | 4.33% | 1.91% | 2.08% | 1.81% | 2.05% | 2.24% | 1.53% | 1.09% | 1.30% |
| Portfolio components: | ||||||||||||
DGRO iShares Core Dividend Growth ETF | 2.99% | 2.35% | 1.99% | 2.41% | 2.39% | 2.70% | 2.30% | 2.63% | 2.99% | 1.18% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 4.54% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
JEPI JPMorgan Equity Premium Income ETF | 14.97% | 12.05% | 7.61% | 7.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Schd/dgro/jepi features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | -0.15 | ||||
SCHD Schwab US Dividend Equity ETF | -0.50 | ||||
JEPI JPMorgan Equity Premium Income ETF | 0.25 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Schd/dgro/jepi. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Schd/dgro/jepi is 16.29%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.29% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -8.04% | Jun 9, 2020 | 14 | Jun 26, 2020 | 26 | Aug 4, 2020 | 40 |
| -6.27% | Sep 3, 2020 | 14 | Sep 23, 2020 | 11 | Oct 8, 2020 | 25 |
| -5.99% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -4.45% | Aug 17, 2021 | 32 | Sep 30, 2021 | 14 | Oct 20, 2021 | 46 |
Volatility Chart
The current Schd/dgro/jepi volatility is 2.99%, 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.