Roth IRA (Dividend ver.)
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 33.33% |
O Realty Income Corporation | Real Estate | 33.33% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Roth IRA (Dividend ver.), 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% |
| Roth IRA (Dividend ver.) | 0.82% | 8.00% | -3.06% | 6.11% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | -0.58% | 9.82% | -2.84% | 6.00% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | -4.79% | 6.00% | -9.18% | 2.30% | 12.67% | 10.38% |
O Realty Income Corporation | 7.85% | 8.12% | 2.64% | 8.55% | 6.95% | 7.43% |
Monthly Returns
The table below presents the monthly returns of Roth IRA (Dividend ver.), 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 | 2.39% | 2.92% | -0.72% | -3.14% | -0.51% | 0.82% | |||||||
| 2024 | -0.95% | 0.25% | 3.68% | -2.61% | 1.09% | 0.15% | 5.84% | 4.69% | 1.76% | -2.19% | 2.36% | -5.95% | 7.79% |
| 2023 | 3.73% | -3.67% | 0.22% | 0.38% | -3.60% | 3.14% | 2.75% | -3.04% | -5.72% | -3.17% | 8.45% | 5.14% | 3.66% |
| 2022 | -2.97% | -2.54% | 3.85% | -2.46% | 0.81% | -3.72% | 5.79% | -4.38% | -9.31% | 8.71% | 4.59% | -1.51% | -4.48% |
| 2021 | -2.38% | 3.07% | 7.06% | 4.69% | 1.37% | -0.50% | 2.95% | 2.31% | -5.95% | 6.37% | -0.57% | 6.27% | 26.64% |
| 2020 | 4.52% | 2.41% | 4.06% | 3.73% | -1.66% | -1.80% | 8.24% | 3.25% | 24.71% |
Expense Ratio
Roth IRA (Dividend ver.) has an expense ratio of 0.14%, 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 Roth IRA (Dividend ver.) is 26, 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 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 0.44 | 0.78 | 1.13 | 0.51 | 2.22 |
SCHD Schwab US Dividend Equity ETF | 0.14 | 0.35 | 1.05 | 0.17 | 0.57 |
O Realty Income Corporation | 0.47 | 0.67 | 1.08 | 0.29 | 0.79 |
Dividends
Dividend yield
Roth IRA (Dividend ver.) provided a 5.92% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.92% | 5.45% | 5.74% | 6.58% | 5.44% | 4.54% | 2.22% | 2.42% | 2.36% | 2.36% | 2.46% | 2.41% |
| Portfolio components: | ||||||||||||
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% |
SCHD Schwab US Dividend Equity ETF | 4.03% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
O Realty Income Corporation | 5.65% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
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 Roth IRA (Dividend ver.). 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 Roth IRA (Dividend ver.) was 16.98%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.
The current Roth IRA (Dividend ver.) drawdown is 6.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.98% | Apr 21, 2022 | 123 | Oct 14, 2022 | 397 | May 15, 2024 | 520 |
| -13.83% | Oct 21, 2024 | 116 | Apr 8, 2025 | — | — | — |
| -7.92% | Jan 5, 2022 | 43 | Mar 8, 2022 | 29 | Apr 19, 2022 | 72 |
| -7.78% | Jun 9, 2020 | 14 | Jun 26, 2020 | 27 | Aug 5, 2020 | 41 |
| -6.49% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current Roth IRA (Dividend ver.) volatility is 6.63%, 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 3 assets, with an effective number of assets of 3.00, 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
| ^GSPC | O | SCHD | JEPI | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.41 | 0.76 | 0.81 | 0.71 |
| O | 0.41 | 1.00 | 0.52 | 0.51 | 0.85 |
| SCHD | 0.76 | 0.52 | 1.00 | 0.79 | 0.85 |
| JEPI | 0.81 | 0.51 | 0.79 | 1.00 | 0.82 |
| Portfolio | 0.71 | 0.85 | 0.85 | 0.82 | 1.00 |