Dividend Portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Dividend Portfolio, 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 23, 2023, the Dividend Portfolio returned 1.32% Year-To-Date and 4.86% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 8.29% | 8.60% |
| Dividend Portfolio | -1.22% | 1.91% | 1.32% | 8.20% | 5.11% | 4.86% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -1.92% | 2.05% | -3.10% | 8.53% | 9.83% | 9.48% |
HDV iShares Core High Dividend ETF | -0.62% | 3.50% | -0.70% | 11.41% | 6.11% | 5.82% |
SPYGX Spyglass Growth Fund | -0.60% | 13.25% | 22.25% | 20.15% | 3.99% | 7.98% |
VYM Vanguard High Dividend Yield ETF | -0.89% | 3.58% | -1.05% | 10.52% | 7.16% | 6.88% |
VYMI Vanguard International High Dividend Yield ETF | 2.05% | 7.20% | 9.31% | 23.33% | 4.29% | 3.07% |
VNQ Vanguard Real Estate ETF | -4.32% | -0.49% | -4.10% | -3.86% | 3.10% | 2.52% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | -0.28% | -0.65% | -4.04% | 1.39% | -3.52% | -4.05% |
VIG Vanguard Dividend Appreciation ETF | -1.72% | 6.00% | 5.17% | 15.51% | 9.41% | 9.89% |
IDLV Invesco S&P International Developed Low Volatility ETF | 0.47% | 0.17% | 2.43% | 8.72% | -0.13% | -0.29% |
DGRO iShares Core Dividend Growth ETF | -1.73% | 4.47% | 2.22% | 12.07% | 8.87% | 9.15% |
VIGI Vanguard International Dividend Appreciation ETF | -1.17% | 1.80% | 5.57% | 18.92% | 5.25% | 4.22% |
SCHP Schwab U.S. TIPS ETF | -0.45% | -2.16% | 0.22% | -0.26% | 2.25% | 1.84% |
USHY iShares Broad USD High Yield Corporate Bond ETF | -0.17% | 3.82% | 5.06% | 8.95% | 2.65% | 2.61% |
EDV Vanguard Extended Duration Treasury ETF | -5.58% | -15.59% | -10.16% | -16.58% | -4.63% | -5.19% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHP | EDV | SPYGX | VNQ | USHY | VNQI | HDV | IDLV | VIGI | VYMI | SCHD | VYM | VIG | DGRO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHP | 1.00 | 0.67 | 0.04 | 0.17 | 0.19 | 0.09 | 0.02 | 0.11 | 0.09 | 0.03 | -0.02 | -0.01 | 0.05 | 0.01 |
| EDV | 0.67 | 1.00 | -0.10 | 0.04 | 0.06 | -0.07 | -0.20 | -0.08 | -0.10 | -0.21 | -0.22 | -0.23 | -0.15 | -0.20 |
| SPYGX | 0.04 | -0.10 | 1.00 | 0.52 | 0.63 | 0.55 | 0.48 | 0.56 | 0.66 | 0.59 | 0.59 | 0.59 | 0.68 | 0.65 |
| VNQ | 0.17 | 0.04 | 0.52 | 1.00 | 0.55 | 0.60 | 0.62 | 0.58 | 0.56 | 0.54 | 0.64 | 0.65 | 0.69 | 0.67 |
| USHY | 0.19 | 0.06 | 0.63 | 0.55 | 1.00 | 0.57 | 0.57 | 0.61 | 0.66 | 0.63 | 0.62 | 0.62 | 0.67 | 0.67 |
| VNQI | 0.09 | -0.07 | 0.55 | 0.60 | 0.57 | 1.00 | 0.58 | 0.81 | 0.79 | 0.80 | 0.62 | 0.63 | 0.64 | 0.65 |
| HDV | 0.02 | -0.20 | 0.48 | 0.62 | 0.57 | 0.58 | 1.00 | 0.67 | 0.64 | 0.73 | 0.91 | 0.94 | 0.82 | 0.89 |
| IDLV | 0.11 | -0.08 | 0.56 | 0.58 | 0.61 | 0.81 | 0.67 | 1.00 | 0.88 | 0.87 | 0.70 | 0.72 | 0.75 | 0.74 |
| VIGI | 0.09 | -0.10 | 0.66 | 0.56 | 0.66 | 0.79 | 0.64 | 0.88 | 1.00 | 0.87 | 0.70 | 0.71 | 0.78 | 0.76 |
| VYMI | 0.03 | -0.21 | 0.59 | 0.54 | 0.63 | 0.80 | 0.73 | 0.87 | 0.87 | 1.00 | 0.77 | 0.79 | 0.75 | 0.78 |
| SCHD | -0.02 | -0.22 | 0.59 | 0.64 | 0.62 | 0.62 | 0.91 | 0.70 | 0.70 | 0.77 | 1.00 | 0.97 | 0.91 | 0.95 |
| VYM | -0.01 | -0.23 | 0.59 | 0.65 | 0.62 | 0.63 | 0.94 | 0.72 | 0.71 | 0.79 | 0.97 | 1.00 | 0.91 | 0.97 |
| VIG | 0.05 | -0.15 | 0.68 | 0.69 | 0.67 | 0.64 | 0.82 | 0.75 | 0.78 | 0.75 | 0.91 | 0.91 | 1.00 | 0.96 |
| DGRO | 0.01 | -0.20 | 0.65 | 0.67 | 0.67 | 0.65 | 0.89 | 0.74 | 0.76 | 0.78 | 0.95 | 0.97 | 0.96 | 1.00 |
Dividend yield
Dividend Portfolio granted a 3.35% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend Portfolio | 3.35% | 3.71% | 4.33% | 3.24% | 3.85% | 4.32% | 3.15% | 3.44% | 2.82% | 2.67% | 2.70% | 3.35% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
HDV iShares Core High Dividend ETF | 4.15% | 3.63% | 3.67% | 4.46% | 3.75% | 4.35% | 4.02% | 4.17% | 5.16% | 4.38% | 4.48% | 5.20% |
SPYGX Spyglass Growth Fund | 0.05% | 0.06% | 15.70% | 3.37% | 1.99% | 6.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 3.20% | 3.07% | 2.91% | 3.45% | 3.41% | 3.95% | 3.37% | 3.60% | 4.11% | 3.66% | 3.80% | 4.51% |
VYMI Vanguard International High Dividend Yield ETF | 4.53% | 4.87% | 4.67% | 3.65% | 4.94% | 5.28% | 4.10% | 3.17% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.69% | 4.00% | 2.71% | 4.28% | 3.85% | 5.57% | 5.21% | 6.19% | 5.28% | 5.05% | 6.30% | 5.41% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.59% | 0.57% | 6.52% | 1.00% | 8.20% | 5.40% | 4.71% | 6.58% | 3.82% | 5.63% | 4.67% | 8.24% |
VIG Vanguard Dividend Appreciation ETF | 1.51% | 1.98% | 1.60% | 1.70% | 1.83% | 2.26% | 2.09% | 2.43% | 2.71% | 2.31% | 2.23% | 2.92% |
IDLV Invesco S&P International Developed Low Volatility ETF | 3.70% | 4.83% | 3.23% | 2.56% | 6.26% | 4.75% | 3.81% | 5.06% | 5.27% | 4.53% | 3.55% | 3.70% |
DGRO iShares Core Dividend Growth ETF | 2.43% | 2.36% | 2.00% | 2.43% | 2.40% | 2.72% | 2.31% | 2.64% | 3.00% | 1.19% | 0.00% | 0.00% |
VIGI Vanguard International Dividend Appreciation ETF | 2.20% | 2.09% | 7.28% | 1.43% | 2.07% | 2.30% | 2.06% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHP Schwab U.S. TIPS ETF | 4.01% | 7.33% | 4.78% | 1.27% | 2.32% | 3.08% | 2.29% | 1.69% | 0.34% | 1.62% | 0.84% | 2.02% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.74% | 6.33% | 5.59% | 6.16% | 7.26% | 8.21% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EDV Vanguard Extended Duration Treasury ETF | 3.79% | 3.33% | 2.04% | 5.91% | 3.94% | 3.38% | 3.50% | 6.58% | 5.52% | 4.23% | 7.06% | 11.08% |
Expense Ratio
The Dividend Portfolio features an expense ratio of 0.15%, 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 | 0.42 | ||||
HDV iShares Core High Dividend ETF | 0.55 | ||||
SPYGX Spyglass Growth Fund | 0.45 | ||||
VYM Vanguard High Dividend Yield ETF | 0.53 | ||||
VYMI Vanguard International High Dividend Yield ETF | 1.23 | ||||
VNQ Vanguard Real Estate ETF | -0.29 | ||||
VNQI Vanguard Global ex-U.S. Real Estate ETF | -0.13 | ||||
VIG Vanguard Dividend Appreciation ETF | 0.87 | ||||
IDLV Invesco S&P International Developed Low Volatility ETF | 0.46 | ||||
DGRO iShares Core Dividend Growth ETF | 0.65 | ||||
VIGI Vanguard International Dividend Appreciation ETF | 1.02 | ||||
SCHP Schwab U.S. TIPS ETF | -0.24 | ||||
USHY iShares Broad USD High Yield Corporate Bond ETF | 0.73 | ||||
EDV Vanguard Extended Duration Treasury ETF | -0.75 |
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 Dividend Portfolio. 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 Dividend Portfolio is 28.62%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.62% | Feb 18, 2020 | 25 | Mar 23, 2020 | 161 | Nov 9, 2020 | 186 |
| -21.71% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -11.82% | Jan 29, 2018 | 229 | Dec 24, 2018 | 38 | Feb 20, 2019 | 267 |
| -4.42% | Nov 10, 2021 | 15 | Dec 1, 2021 | 17 | Dec 27, 2021 | 32 |
| -4% | Sep 3, 2021 | 19 | Sep 30, 2021 | 18 | Oct 26, 2021 | 37 |
Volatility Chart
The current Dividend Portfolio volatility is 2.67%, 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.