Dividend Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Dividend Portfolio

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	5%
EDV Vanguard Extended Duration Treasury ETF	Government Bonds	5%
HDV iShares Core High Dividend ETF	Large Cap Value Equities, Dividend	5%
IDLV Invesco S&P International Developed Low Volatility ETF	Volatility Hedged Equity	5%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	15%
SCHP Schwab U.S. TIPS ETF	Inflation-Protected Bonds	10%
SPYGX Spyglass Growth Fund	Mid Cap Growth Equities	5%
USHY iShares Broad USD High Yield Corporate Bond ETF	High Yield Bonds	5%
VIG Vanguard Dividend Appreciation ETF	Large Cap Growth Equities, Dividend	5%
VIGI Vanguard International Dividend Appreciation ETF	Foreign Large Cap Equities, Dividend	5%
VNQ Vanguard Real Estate ETF	REIT	10%
VNQI Vanguard Global ex-U.S. Real Estate ETF	REIT	5%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	10%
VYMI Vanguard International High Dividend Yield ETF	Foreign Large Cap Equities, Dividend	10%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of SPYGX

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Dividend Portfolio	2.49%	6.31%	-1.03%	8.75%	8.84%	N/A
Portfolio components:
SCHD Schwab US Dividend Equity ETF	-4.97%	3.04%	-9.89%	1.08%	12.64%	10.39%
HDV iShares Core High Dividend ETF	2.79%	3.89%	-2.66%	7.58%	11.20%	8.04%
SPYGX Spyglass Growth Fund	-6.72%	15.33%	-2.75%	19.91%	4.94%	N/A
VYM Vanguard High Dividend Yield ETF	-0.80%	5.51%	-3.74%	8.03%	13.88%	9.50%
VYMI Vanguard International High Dividend Yield ETF	13.93%	11.09%	10.64%	13.98%	15.11%	N/A
VNQ Vanguard Real Estate ETF	1.12%	7.92%	-5.15%	12.02%	7.89%	5.42%
VNQI Vanguard Global ex-U.S. Real Estate ETF	9.53%	9.97%	4.86%	8.32%	2.63%	1.02%
VIG Vanguard Dividend Appreciation ETF	-1.37%	5.87%	-4.46%	8.09%	13.23%	11.20%
IDLV Invesco S&P International Developed Low Volatility ETF	16.42%	9.50%	12.42%	17.91%	7.17%	3.77%
DGRO iShares Core Dividend Growth ETF	-0.84%	5.53%	-4.61%	7.15%	13.58%	11.22%
VIGI Vanguard International Dividend Appreciation ETF	8.77%	10.00%	3.63%	9.45%	9.94%	N/A
SCHP Schwab U.S. TIPS ETF	3.43%	1.53%	2.08%	6.12%	1.67%	2.52%
USHY iShares Broad USD High Yield Corporate Bond ETF	1.57%	3.15%	1.13%	8.14%	6.22%	N/A
EDV Vanguard Extended Duration Treasury ETF	-1.39%	1.71%	-8.18%	-3.20%	-13.56%	-1.59%

*Annualized

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
2025	2.51%	1.88%	-1.26%	-1.18%	0.57%								2.49%
2024	-0.76%	1.52%	3.26%	-4.06%	2.81%	0.09%	4.38%	3.28%	2.01%	-2.21%	3.94%	-4.97%	9.09%
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%	4.25%	16.87%
2020	-0.46%	-5.82%	-12.03%	8.42%	3.15%	1.06%	3.63%	2.95%	-1.87%	-1.90%	10.12%	3.14%	8.72%
2019	6.62%	2.34%	2.08%	1.78%	-3.35%	4.61%	0.41%	0.14%	1.98%	1.26%	1.42%	1.91%	23.00%
2018	2.03%	-4.64%	-0.10%	0.20%	1.02%	0.40%	2.50%	1.30%	-0.17%	-4.97%	2.78%	-5.33%	-5.34%

Expense Ratio

Dividend Portfolio has an expense ratio of 0.15%, 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.

SPYGX

Spyglass Growth Fund

IDLV

Invesco S&P International Developed Low Volatility ETF

VYMI

Vanguard International High Dividend Yield ETF

VIGI

Vanguard International Dividend Appreciation ETF

USHY

iShares Broad USD High Yield Corporate Bond ETF

VNQ

Vanguard Real Estate ETF

VNQI

Vanguard Global ex-U.S. Real Estate ETF

HDV

iShares Core High Dividend ETF

DGRO

iShares Core Dividend Growth ETF

SCHD

Schwab US Dividend Equity ETF

VYM

Vanguard High Dividend Yield ETF

VIG

Vanguard Dividend Appreciation ETF

EDV

Vanguard Extended Duration Treasury ETF

SCHP

Schwab U.S. TIPS ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividend Portfolio is 67, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab US Dividend Equity ETF	0.08	0.32	1.04	0.15	0.49
HDV iShares Core High Dividend ETF	0.59	0.96	1.14	0.85	2.70
SPYGX Spyglass Growth Fund	0.66	1.11	1.15	0.46	1.87
VYM Vanguard High Dividend Yield ETF	0.53	0.94	1.13	0.66	2.59
VYMI Vanguard International High Dividend Yield ETF	0.90	1.38	1.19	1.19	4.14
VNQ Vanguard Real Estate ETF	0.66	1.09	1.14	0.54	2.35
VNQI Vanguard Global ex-U.S. Real Estate ETF	0.52	0.83	1.10	0.29	1.01
VIG Vanguard Dividend Appreciation ETF	0.54	0.95	1.14	0.64	2.62
IDLV Invesco S&P International Developed Low Volatility ETF	1.39	2.03	1.28	1.89	4.83
DGRO iShares Core Dividend Growth ETF	0.50	0.90	1.13	0.61	2.45
VIGI Vanguard International Dividend Appreciation ETF	0.63	1.03	1.14	0.69	1.99
SCHP Schwab U.S. TIPS ETF	1.29	1.86	1.24	0.63	3.98
USHY iShares Broad USD High Yield Corporate Bond ETF	1.43	2.03	1.30	1.65	8.51
EDV Vanguard Extended Duration Treasury ETF	-0.19	-0.14	0.98	-0.07	-0.37

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dividend Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.73
5-Year: 0.70
All Time: 0.46

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Dividend Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Dividend Portfolio provided a 3.51% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.51%	3.47%	3.37%	3.62%	3.34%	2.79%	3.29%	3.36%	2.58%	2.74%	2.18%	1.99%
Portfolio components:
SCHD Schwab US Dividend Equity ETF	4.04%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
HDV iShares Core High Dividend ETF	3.55%	3.66%	3.82%	3.56%	3.47%	4.07%	3.27%	3.67%	3.27%	3.28%	3.92%	3.20%
SPYGX Spyglass Growth Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYM Vanguard High Dividend Yield ETF	2.93%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%
VYMI Vanguard International High Dividend Yield ETF	4.26%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%	0.00%
VNQ Vanguard Real Estate ETF	4.07%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%	3.60%
VNQI Vanguard Global ex-U.S. Real Estate ETF	4.71%	5.16%	3.74%	0.57%	6.48%	0.93%	7.58%	4.62%	3.86%	5.18%	2.86%	4.11%
VIG Vanguard Dividend Appreciation ETF	1.85%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%	1.95%
IDLV Invesco S&P International Developed Low Volatility ETF	3.02%	3.41%	3.59%	4.69%	2.99%	2.31%	5.48%	3.94%	3.05%	3.92%	3.93%	3.25%
DGRO iShares Core Dividend Growth ETF	2.29%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%	0.97%
VIGI Vanguard International Dividend Appreciation ETF	1.89%	1.93%	1.92%	2.06%	7.02%	1.29%	1.83%	1.99%	1.75%	0.98%	0.00%	0.00%
SCHP Schwab U.S. TIPS ETF	3.28%	2.99%	3.02%	7.19%	4.39%	1.11%	2.02%	2.63%	1.90%	1.38%	0.28%	1.30%
USHY iShares Broad USD High Yield Corporate Bond ETF	6.84%	6.89%	6.63%	6.08%	5.07%	5.30%	5.92%	6.30%	0.73%	0.00%	0.00%	0.00%
EDV Vanguard Extended Duration Treasury ETF	4.81%	4.65%	3.55%	3.28%	1.95%	5.54%	3.51%	2.90%	2.92%	5.32%	4.24%	3.12%

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.

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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 2.60%.

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
-12%	Jan 29, 2018	229	Dec 24, 2018	40	Feb 22, 2019	269
-10.97%	Dec 2, 2024	87	Apr 8, 2025	—	—	—
-4.42%	Nov 10, 2021	15	Dec 1, 2021	18	Dec 28, 2021	33

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 11.76, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	EDV	SCHP	SPYGX	VNQ	USHY	VNQI	HDV	IDLV	VIGI	VYMI	SCHD	VYM	VIG	DGRO	Portfolio
^GSPC	1.00	-0.10	0.07	0.78	0.63	0.71	0.64	0.70	0.70	0.79	0.74	0.81	0.84	0.92	0.90	0.88
EDV	-0.10	1.00	0.71	-0.04	0.12	0.16	0.02	-0.11	0.01	-0.02	-0.12	-0.13	-0.14	-0.07	-0.11	0.05
SCHP	0.07	0.71	1.00	0.06	0.22	0.26	0.15	0.06	0.16	0.13	0.08	0.03	0.03	0.08	0.05	0.21
SPYGX	0.78	-0.04	0.06	1.00	0.51	0.63	0.53	0.45	0.53	0.64	0.57	0.57	0.59	0.67	0.64	0.71
VNQ	0.63	0.12	0.22	0.51	1.00	0.57	0.61	0.62	0.58	0.56	0.54	0.66	0.66	0.68	0.68	0.79
USHY	0.71	0.16	0.26	0.63	0.57	1.00	0.59	0.54	0.62	0.66	0.63	0.61	0.62	0.67	0.66	0.75
VNQI	0.64	0.02	0.15	0.53	0.61	0.59	1.00	0.56	0.81	0.78	0.81	0.61	0.62	0.63	0.64	0.78
HDV	0.70	-0.11	0.06	0.45	0.62	0.54	0.56	1.00	0.63	0.61	0.69	0.90	0.92	0.79	0.87	0.83
IDLV	0.70	0.01	0.16	0.53	0.58	0.62	0.81	0.63	1.00	0.87	0.87	0.67	0.70	0.72	0.72	0.82
VIGI	0.79	-0.02	0.13	0.64	0.56	0.66	0.78	0.61	0.87	1.00	0.88	0.68	0.70	0.76	0.75	0.84
VYMI	0.74	-0.12	0.08	0.57	0.54	0.63	0.81	0.69	0.87	0.88	1.00	0.73	0.76	0.72	0.75	0.84
SCHD	0.81	-0.13	0.03	0.57	0.66	0.61	0.61	0.90	0.67	0.68	0.73	1.00	0.96	0.89	0.95	0.90
VYM	0.84	-0.14	0.03	0.59	0.66	0.62	0.62	0.92	0.70	0.70	0.76	0.96	1.00	0.91	0.97	0.91
VIG	0.92	-0.07	0.08	0.67	0.68	0.67	0.63	0.79	0.72	0.76	0.72	0.89	0.91	1.00	0.96	0.91
DGRO	0.90	-0.11	0.05	0.64	0.68	0.66	0.64	0.87	0.72	0.75	0.75	0.95	0.97	0.96	1.00	0.93
Portfolio	0.88	0.05	0.21	0.71	0.79	0.75	0.78	0.83	0.82	0.84	0.84	0.90	0.91	0.91	0.93	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Dividend Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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