Dividend Portfolio
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of SPYGX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Dividend Portfolio | 10.99% | -1.62% | 11.22% | 27.52% | 7.09% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
HDV iShares Core High Dividend ETF | 17.67% | -0.20% | 10.39% | 27.68% | 8.38% | 8.24% |
SPYGX Spyglass Growth Fund | 20.91% | 3.84% | 16.35% | 61.14% | 10.22% | N/A |
VYM Vanguard High Dividend Yield ETF | 17.60% | 0.63% | 12.08% | 32.84% | 10.95% | 10.00% |
VYMI Vanguard International High Dividend Yield ETF | 10.96% | -3.23% | 7.90% | 24.72% | 7.69% | N/A |
VNQ Vanguard Real Estate ETF | 11.11% | -1.36% | 22.28% | 38.62% | 4.10% | 6.10% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 2.93% | -7.18% | 7.93% | 22.72% | -2.97% | 1.20% |
VIG Vanguard Dividend Appreciation ETF | 17.37% | 0.04% | 13.76% | 32.38% | 12.69% | 11.82% |
IDLV Invesco S&P International Developed Low Volatility ETF | 6.81% | -4.19% | 9.77% | 18.46% | 0.61% | 2.91% |
DGRO iShares Core Dividend Growth ETF | 18.17% | 0.21% | 13.06% | 33.75% | 12.10% | 11.92% |
VIGI Vanguard International Dividend Appreciation ETF | 8.69% | -3.93% | 9.37% | 24.31% | 7.46% | N/A |
SCHP Schwab U.S. TIPS ETF | 2.94% | -2.00% | 4.74% | 8.18% | 2.17% | 2.20% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 7.91% | -0.60% | 7.16% | 16.99% | 4.32% | N/A |
EDV Vanguard Extended Duration Treasury ETF | -7.65% | -8.48% | 7.49% | 17.76% | -8.86% | -0.87% |
Monthly Returns
The table below presents the monthly returns of Dividend Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.76% | 1.52% | 3.26% | -4.06% | 2.81% | 0.09% | 4.38% | 3.28% | 2.01% | 10.99% | |||
| 2023 | 5.40% | -3.74% | 0.71% | 0.89% | -3.21% | 4.17% | 2.80% | -2.48% | -3.90% | -3.06% | 7.65% | 6.14% | 10.92% |
| 2022 | -3.06% | -1.76% | 1.58% | -5.10% | 0.23% | -7.07% | 4.72% | -3.91% | -8.50% | 5.69% | 6.88% | -2.95% | -13.70% |
| 2021 | -0.82% | 2.29% | 3.98% | 2.76% | 2.19% | 0.48% | 1.40% | 1.33% | -3.32% | 3.93% | -2.45% | 4.89% | 17.59% |
| 2020 | -0.46% | -5.82% | -12.03% | 8.42% | 3.15% | 1.06% | 3.63% | 2.95% | -1.87% | -1.90% | 10.12% | 3.30% | 8.89% |
| 2019 | 6.62% | 2.34% | 2.08% | 1.78% | -3.35% | 4.61% | 0.41% | 0.14% | 1.98% | 1.26% | 1.42% | 1.99% | 23.10% |
| 2018 | 2.03% | -4.64% | -0.10% | 0.20% | 1.02% | 0.40% | 2.50% | 1.30% | -0.17% | -4.97% | 2.78% | -5.12% | -5.14% |
Expense Ratio
Dividend Portfolio has an expense ratio of 0.15%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividend Portfolio is 51, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
HDV iShares Core High Dividend ETF | 2.93 | 4.32 | 1.54 | 3.36 | 22.40 |
SPYGX Spyglass Growth Fund | 2.84 | 3.67 | 1.46 | 1.26 | 11.22 |
VYM Vanguard High Dividend Yield ETF | 3.24 | 4.51 | 1.58 | 3.84 | 21.51 |
VYMI Vanguard International High Dividend Yield ETF | 2.15 | 2.93 | 1.37 | 3.13 | 14.04 |
VNQ Vanguard Real Estate ETF | 2.28 | 3.26 | 1.41 | 1.17 | 8.94 |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 1.57 | 2.33 | 1.28 | 0.69 | 6.91 |
VIG Vanguard Dividend Appreciation ETF | 3.44 | 4.79 | 1.64 | 3.91 | 23.21 |
IDLV Invesco S&P International Developed Low Volatility ETF | 1.90 | 2.67 | 1.33 | 1.24 | 10.90 |
DGRO iShares Core Dividend Growth ETF | 3.63 | 5.08 | 1.68 | 3.24 | 25.37 |
VIGI Vanguard International Dividend Appreciation ETF | 2.28 | 3.28 | 1.40 | 1.52 | 13.27 |
SCHP Schwab U.S. TIPS ETF | 1.54 | 2.31 | 1.28 | 0.58 | 8.15 |
USHY iShares Broad USD High Yield Corporate Bond ETF | 3.52 | 5.87 | 1.76 | 2.19 | 30.17 |
EDV Vanguard Extended Duration Treasury ETF | 0.82 | 1.29 | 1.15 | 0.29 | 2.06 |
Dividends
Dividend yield
Dividend Portfolio provided a 3.29% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend Portfolio | 3.29% | 3.37% | 3.62% | 4.13% | 2.92% | 3.36% | 3.61% | 2.58% | 2.74% | 2.18% | 1.99% | 1.94% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
HDV iShares Core High Dividend ETF | 3.40% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% | 3.20% | 3.17% |
SPYGX Spyglass Growth Fund | 0.00% | 0.00% | 0.06% | 15.69% | 2.71% | 1.55% | 4.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.82% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VYMI Vanguard International High Dividend Yield ETF | 4.46% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.63% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
VIG Vanguard Dividend Appreciation ETF | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
IDLV Invesco S&P International Developed Low Volatility ETF | 3.26% | 3.59% | 4.69% | 2.99% | 2.30% | 5.48% | 3.94% | 3.05% | 3.92% | 3.93% | 3.25% | 2.47% |
DGRO iShares Core Dividend Growth ETF | 2.20% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
VIGI Vanguard International Dividend Appreciation ETF | 1.95% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
SCHP Schwab U.S. TIPS ETF | 3.06% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% | 0.67% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.62% | 6.63% | 6.08% | 5.07% | 5.30% | 5.92% | 6.30% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% |
EDV Vanguard Extended Duration Treasury ETF | 4.20% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% | 5.03% |
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 Dividend Portfolio. 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 Dividend Portfolio was 28.62%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Dividend Portfolio drawdown is 1.99%.
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 | 437 | Jul 11, 2024 | 631 |
| -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
Volatility Chart
The current Dividend Portfolio volatility is 2.09%, 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
Asset Correlations Table
| EDV | SCHP | SPYGX | VNQ | USHY | VNQI | HDV | IDLV | VIGI | VYMI | SCHD | VIG | VYM | DGRO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EDV | 1.00 | 0.71 | -0.06 | 0.10 | 0.13 | 0.00 | -0.14 | -0.01 | -0.04 | -0.14 | -0.16 | -0.09 | -0.17 | -0.13 |
| SCHP | 0.71 | 1.00 | 0.06 | 0.21 | 0.25 | 0.14 | 0.05 | 0.15 | 0.12 | 0.06 | 0.02 | 0.07 | 0.02 | 0.04 |
| SPYGX | -0.06 | 0.06 | 1.00 | 0.52 | 0.62 | 0.55 | 0.47 | 0.56 | 0.66 | 0.59 | 0.59 | 0.68 | 0.59 | 0.65 |
| VNQ | 0.10 | 0.21 | 0.52 | 1.00 | 0.56 | 0.61 | 0.62 | 0.58 | 0.56 | 0.53 | 0.65 | 0.68 | 0.66 | 0.67 |
| USHY | 0.13 | 0.25 | 0.62 | 0.56 | 1.00 | 0.59 | 0.55 | 0.62 | 0.66 | 0.63 | 0.61 | 0.66 | 0.62 | 0.66 |
| VNQI | 0.00 | 0.14 | 0.55 | 0.61 | 0.59 | 1.00 | 0.57 | 0.81 | 0.79 | 0.81 | 0.62 | 0.64 | 0.63 | 0.65 |
| HDV | -0.14 | 0.05 | 0.47 | 0.62 | 0.55 | 0.57 | 1.00 | 0.65 | 0.62 | 0.71 | 0.90 | 0.80 | 0.93 | 0.88 |
| IDLV | -0.01 | 0.15 | 0.56 | 0.58 | 0.62 | 0.81 | 0.65 | 1.00 | 0.88 | 0.87 | 0.69 | 0.74 | 0.71 | 0.73 |
| VIGI | -0.04 | 0.12 | 0.66 | 0.56 | 0.66 | 0.79 | 0.62 | 0.88 | 1.00 | 0.88 | 0.70 | 0.77 | 0.71 | 0.76 |
| VYMI | -0.14 | 0.06 | 0.59 | 0.53 | 0.63 | 0.81 | 0.71 | 0.87 | 0.88 | 1.00 | 0.75 | 0.73 | 0.78 | 0.77 |
| SCHD | -0.16 | 0.02 | 0.59 | 0.65 | 0.61 | 0.62 | 0.90 | 0.69 | 0.70 | 0.75 | 1.00 | 0.90 | 0.97 | 0.95 |
| VIG | -0.09 | 0.07 | 0.68 | 0.68 | 0.66 | 0.64 | 0.80 | 0.74 | 0.77 | 0.73 | 0.90 | 1.00 | 0.91 | 0.96 |
| VYM | -0.17 | 0.02 | 0.59 | 0.66 | 0.62 | 0.63 | 0.93 | 0.71 | 0.71 | 0.78 | 0.97 | 0.91 | 1.00 | 0.97 |
| DGRO | -0.13 | 0.04 | 0.65 | 0.67 | 0.66 | 0.65 | 0.88 | 0.73 | 0.76 | 0.77 | 0.95 | 0.96 | 0.97 | 1.00 |