PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

Dividends

Last updated Sep 21, 2023

Asset Allocation


TLT 30%SCHD 35%VIG 25%VYMI 10%BondBondEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds30%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend35%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend25%
VYMI
Vanguard International High Dividend Yield ETF
Foreign Large Cap Equities, Dividend10%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
0.68%
10.86%
Dividends
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%11.13%
Dividends0.56%1.24%0.91%5.10%6.30%7.93%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

TLTVYMIVIGSCHD
TLT1.00-0.20-0.15-0.21
VYMI-0.201.000.720.74
VIG-0.150.721.000.90
SCHD-0.210.740.901.00

Sharpe Ratio

The current Dividends Sharpe ratio is 0.27. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.27

The Sharpe ratio of Dividends is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.27
0.74
Dividends
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividends granted a 3.10% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Dividends3.10%3.02%2.37%2.48%2.87%3.22%2.87%3.09%2.94%2.77%2.95%3.16%
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.


0.22%
0.00%2.15%
0.15%
0.00%2.15%
0.06%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-13.41%
-8.22%
Dividends
Benchmark (^GSPC)
Portfolio components

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, 2022202Oct 20, 2022
-18.38%Feb 21, 202019Mar 18, 202055Jun 5, 202074
-10.99%Jan 29, 2018229Dec 24, 201856Mar 18, 2019285
-5.36%Jun 9, 202014Jun 26, 202017Jul 22, 202031
-5.09%Sep 3, 202014Sep 23, 202033Nov 9, 202047

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.61%
3.47%
Dividends
Benchmark (^GSPC)
Portfolio components