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Dividend Portfolio

Last updated Sep 23, 2023

Asset Allocation


SCHP 10%USHY 5%EDV 5%SCHD 15%VYM 10%VYMI 10%HDV 5%SPYGX 5%VIG 5%IDLV 5%DGRO 5%VIGI 5%VNQ 10%VNQI 5%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
SCHP
Schwab U.S. TIPS ETF
Inflation-Protected Bonds10%
USHY
iShares Broad USD High Yield Corporate Bond ETF
High Yield Bonds5%
EDV
Vanguard Extended Duration Treasury ETF
Government Bonds5%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend15%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities10%
VYMI
Vanguard International High Dividend Yield ETF
Foreign Large Cap Equities, Dividend10%
HDV
iShares Core High Dividend ETF
Large Cap Value Equities, Dividend5%
SPYGX
Spyglass Growth Fund
Mid Cap Growth Equities5%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend5%
IDLV
Invesco S&P International Developed Low Volatility ETF
Volatility Hedged Equity5%
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend5%
VIGI
Vanguard International Dividend Appreciation ETF
Foreign Large Cap Equities, Dividend5%
VNQ
Vanguard Real Estate ETF
REIT10%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
REIT5%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
1.82%
8.78%
Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

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

SCHPEDVSPYGXVNQUSHYVNQIHDVIDLVVIGIVYMISCHDVYMVIGDGRO
SCHP1.000.670.040.170.190.090.020.110.090.03-0.02-0.010.050.01
EDV0.671.00-0.100.040.06-0.07-0.20-0.08-0.10-0.21-0.22-0.23-0.15-0.20
SPYGX0.04-0.101.000.520.630.550.480.560.660.590.590.590.680.65
VNQ0.170.040.521.000.550.600.620.580.560.540.640.650.690.67
USHY0.190.060.630.551.000.570.570.610.660.630.620.620.670.67
VNQI0.09-0.070.550.600.571.000.580.810.790.800.620.630.640.65
HDV0.02-0.200.480.620.570.581.000.670.640.730.910.940.820.89
IDLV0.11-0.080.560.580.610.810.671.000.880.870.700.720.750.74
VIGI0.09-0.100.660.560.660.790.640.881.000.870.700.710.780.76
VYMI0.03-0.210.590.540.630.800.730.870.871.000.770.790.750.78
SCHD-0.02-0.220.590.640.620.620.910.700.700.771.000.970.910.95
VYM-0.01-0.230.590.650.620.630.940.720.710.790.971.000.910.97
VIG0.05-0.150.680.690.670.640.820.750.780.750.910.911.000.96
DGRO0.01-0.200.650.670.670.650.890.740.760.780.950.970.961.00

Sharpe Ratio

The current Dividend Portfolio Sharpe ratio is 0.41. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.41

The Sharpe ratio of Dividend Portfolio 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
0.41
0.81
Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend Portfolio granted a 3.35% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Dividend Portfolio3.35%3.71%4.33%3.24%3.85%4.32%3.15%3.44%2.82%2.67%2.70%3.35%
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.


1.05%
0.00%2.15%
0.25%
0.00%2.15%
0.22%
0.00%2.15%
0.15%
0.00%2.15%
0.12%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
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
0.42
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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-12.67%
-9.93%
Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

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, 202025Mar 23, 2020161Nov 9, 2020186
-21.71%Jan 5, 2022194Oct 12, 2022
-11.82%Jan 29, 2018229Dec 24, 201838Feb 20, 2019267
-4.42%Nov 10, 202115Dec 1, 202117Dec 27, 202132
-4%Sep 3, 202119Sep 30, 202118Oct 26, 202137

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.67%
3.41%
Dividend Portfolio
Benchmark (^GSPC)
Portfolio components