Dividends
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Dividends, 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 Sep 21, 2023, the Dividends returned 0.91% Year-To-Date and 7.93% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 11.13% |
| Dividends | 0.56% | 1.24% | 0.91% | 5.10% | 6.30% | 7.93% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 0.24% | 5.02% | -1.48% | 8.21% | 9.83% | 12.26% |
VIG Vanguard Dividend Appreciation ETF | 0.25% | 8.84% | 6.67% | 14.72% | 9.44% | 12.13% |
VYMI Vanguard International High Dividend Yield ETF | 3.89% | 9.16% | 10.70% | 20.91% | 4.55% | 6.98% |
TLT iShares 20+ Year Treasury Bond ETF | 0.15% | -11.08% | -4.50% | -11.13% | -2.43% | -2.05% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| TLT | VYMI | VIG | SCHD | |
|---|---|---|---|---|
| TLT | 1.00 | -0.20 | -0.15 | -0.21 |
| VYMI | -0.20 | 1.00 | 0.72 | 0.74 |
| VIG | -0.15 | 0.72 | 1.00 | 0.90 |
| SCHD | -0.21 | 0.74 | 0.90 | 1.00 |
Dividend yield
Dividends granted a 3.10% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividends | 3.10% | 3.02% | 2.37% | 2.48% | 2.87% | 3.22% | 2.87% | 3.09% | 2.94% | 2.77% | 2.95% | 3.16% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.61% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
VIG Vanguard Dividend Appreciation ETF | 1.49% | 1.98% | 1.60% | 1.70% | 1.83% | 2.26% | 2.09% | 2.43% | 2.71% | 2.31% | 2.23% | 2.92% |
VYMI Vanguard International High Dividend Yield ETF | 4.48% | 4.87% | 4.67% | 3.65% | 4.94% | 5.28% | 4.10% | 3.17% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.40% | 2.73% | 1.56% | 1.59% | 2.44% | 2.90% | 2.76% | 3.02% | 3.11% | 3.26% | 4.09% | 3.47% |
Expense Ratio
The Dividends features an expense ratio of 0.10%, 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.36 | ||||
VIG Vanguard Dividend Appreciation ETF | 0.77 | ||||
VYMI Vanguard International High Dividend Yield ETF | 1.11 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.56 |
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 Dividends. 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 Dividends is 21.76%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.76% | Jan 3, 2022 | 202 | Oct 20, 2022 | — | — | — |
| -18.38% | Feb 21, 2020 | 19 | Mar 18, 2020 | 55 | Jun 5, 2020 | 74 |
| -10.99% | Jan 29, 2018 | 229 | Dec 24, 2018 | 56 | Mar 18, 2019 | 285 |
| -5.36% | Jun 9, 2020 | 14 | Jun 26, 2020 | 17 | Jul 22, 2020 | 31 |
| -5.09% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility Chart
The current Dividends volatility is 2.61%, 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.