Dividends
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 35% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 30% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 25% |
VYMI Vanguard International High Dividend Yield ETF | Foreign Large Cap Equities, Dividend | 10% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI
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% |
| Dividends | -0.38% | 5.83% | -4.19% | 4.87% | 6.31% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -4.79% | 6.00% | -9.18% | 2.30% | 12.67% | 10.38% |
VIG Vanguard Dividend Appreciation ETF | -1.11% | 10.94% | -3.59% | 9.58% | 13.26% | 11.20% |
VYMI Vanguard International High Dividend Yield ETF | 13.16% | 15.74% | 7.90% | 14.56% | 14.87% | N/A |
TLT iShares 20+ Year Treasury Bond ETF | 0.93% | -1.26% | -2.78% | 0.41% | -9.53% | -0.61% |
Monthly Returns
The table below presents the monthly returns of Dividends, 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 | 1.97% | 2.99% | -1.48% | -3.21% | -0.52% | -0.38% | |||||||
| 2024 | -0.43% | 1.06% | 2.96% | -4.70% | 2.90% | 0.69% | 4.57% | 2.55% | 1.48% | -2.42% | 3.58% | -5.46% | 6.36% |
| 2023 | 4.53% | -3.65% | 1.59% | 0.75% | -3.50% | 4.10% | 1.72% | -2.34% | -4.97% | -3.64% | 7.73% | 6.34% | 7.93% |
| 2022 | -3.23% | -2.06% | 0.29% | -6.12% | 1.02% | -5.73% | 3.95% | -3.54% | -7.96% | 5.17% | 7.36% | -3.09% | -14.20% |
| 2021 | -2.09% | 1.23% | 3.79% | 2.76% | 2.00% | 0.76% | 2.07% | 1.16% | -3.65% | 4.30% | -0.73% | 4.06% | 16.45% |
| 2020 | 1.39% | -3.89% | -5.65% | 7.84% | 2.13% | 0.22% | 4.70% | 2.22% | -1.32% | -1.71% | 9.21% | 1.98% | 17.31% |
| 2019 | 4.52% | 2.37% | 2.41% | 1.75% | -2.46% | 4.94% | 0.95% | 2.64% | 1.16% | 0.48% | 1.57% | 0.85% | 23.11% |
| 2018 | 2.45% | -4.47% | -0.39% | -1.23% | 1.33% | 0.34% | 2.71% | 1.59% | 0.19% | -5.19% | 2.83% | -3.65% | -3.86% |
| 2017 | 0.90% | 2.82% | 0.12% | 1.14% | 1.82% | 0.35% | 0.91% | 0.93% | 1.10% | 1.81% | 2.88% | 1.79% | 17.82% |
| 2016 | 3.34% | -0.09% | 0.83% | 3.53% | 2.60% | -0.30% | -0.50% | -2.44% | -0.57% | 1.32% | 7.82% |
Expense Ratio
Dividends has an expense ratio of 0.10%, 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 Dividends 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.14 | 0.35 | 1.05 | 0.17 | 0.57 |
VIG Vanguard Dividend Appreciation ETF | 0.61 | 1.02 | 1.14 | 0.69 | 2.85 |
VYMI Vanguard International High Dividend Yield ETF | 0.90 | 1.33 | 1.18 | 1.14 | 3.95 |
TLT iShares 20+ Year Treasury Bond ETF | 0.03 | 0.14 | 1.02 | 0.01 | 0.05 |
Dividends
Dividend yield
Dividends provided a 3.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.61% | 3.48% | 3.17% | 2.95% | 2.24% | 2.29% | 2.57% | 2.81% | 2.44% | 2.57% | 2.41% | 2.21% |
| Portfolio components: | ||||||||||||
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% |
VIG Vanguard Dividend Appreciation ETF | 1.84% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
VYMI Vanguard International High Dividend Yield ETF | 4.29% | 4.84% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.36% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
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 Dividends. 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 Dividends was 21.76%, occurring on Oct 20, 2022. Recovery took 458 trading sessions.
The current Dividends drawdown is 5.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.76% | Jan 3, 2022 | 202 | Oct 20, 2022 | 458 | Aug 19, 2024 | 660 |
| -18.38% | Feb 21, 2020 | 19 | Mar 18, 2020 | 55 | Jun 5, 2020 | 74 |
| -11.01% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current Dividends volatility is 6.52%, 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 4 assets, with an effective number of assets of 3.51, 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 | TLT | VYMI | SCHD | VIG | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.12 | 0.73 | 0.81 | 0.91 | 0.78 |
| TLT | -0.12 | 1.00 | -0.12 | -0.14 | -0.08 | 0.28 |
| VYMI | 0.73 | -0.12 | 1.00 | 0.72 | 0.70 | 0.71 |
| SCHD | 0.81 | -0.14 | 0.72 | 1.00 | 0.89 | 0.85 |
| VIG | 0.91 | -0.08 | 0.70 | 0.89 | 1.00 | 0.86 |
| Portfolio | 0.78 | 0.28 | 0.71 | 0.85 | 0.86 | 1.00 |