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$50K Dividend Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 40%DGRO 28%VOO 20%ARCC 4%TCPC 4%O 4%EquityEquity
PositionCategory/SectorWeight
ARCC
Ares Capital Corporation
Financial Services

4%

DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

28%

O
Realty Income Corporation
Real Estate

4%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

40%

TCPC
BlackRock TCP Capital Corp.
Financial Services

4%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in $50K 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%2024FebruaryMarchAprilMayJune
6.68%
15.07%
$50K Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO

Returns By Period

As of Jun 15, 2024, the $50K Dividend Portfolio returned 5.73% Year-To-Date and 11.22% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.04%3.47%15.07%24.43%13.22%10.85%
$50K Dividend Portfolio 6.45%-1.01%6.68%14.05%11.67%11.18%
SCHD
Schwab US Dividend Equity ETF
2.33%-3.47%2.54%9.28%11.35%10.59%
DGRO
iShares Core Dividend Growth ETF
8.44%-0.86%8.62%15.25%11.19%11.29%
VOO
Vanguard S&P 500 ETF
15.51%3.34%15.62%25.99%15.03%12.87%
ARCC
Ares Capital Corporation
7.66%-1.01%9.35%21.19%13.09%12.03%
TCPC
BlackRock TCP Capital Corp.
-0.79%2.84%-1.98%8.07%4.61%5.06%
O
Realty Income Corporation
-5.32%-3.26%-4.41%-8.49%-1.20%6.74%

Monthly Returns

The table below presents the monthly returns of $50K Dividend Portfolio , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.56%2.26%4.03%-3.82%3.20%6.45%
20233.41%-3.31%0.14%0.43%-2.55%5.48%3.97%-1.82%-4.19%-3.40%7.63%5.22%10.56%
2022-2.97%-2.22%2.98%-5.16%1.75%-7.12%5.95%-2.97%-8.90%10.20%6.33%-3.66%-7.41%
2021-1.05%4.62%7.30%3.61%1.99%-0.23%1.91%2.17%-4.03%5.64%-1.92%6.35%28.96%
2020-0.77%-8.86%-15.66%13.58%4.94%0.15%4.76%5.13%-2.56%-1.38%12.90%3.10%12.19%
20196.71%3.64%1.65%3.26%-6.09%6.48%1.47%-1.06%3.13%1.82%2.83%2.14%28.50%
20184.04%-4.61%-1.82%-0.37%2.17%0.53%4.34%2.63%0.73%-5.05%3.13%-7.85%-2.95%
20170.62%3.99%0.12%0.48%0.81%0.60%1.49%0.11%2.53%2.10%3.61%1.44%19.33%
2016-2.75%0.81%6.78%0.20%1.29%2.34%3.26%-0.03%-0.11%-1.98%3.62%2.27%16.49%
2015-2.27%4.68%-1.53%0.13%0.72%-2.62%1.52%-5.25%-1.66%8.11%0.59%-1.51%0.23%
20141.86%-2.24%3.68%-1.38%2.78%2.77%-0.24%7.30%

Expense Ratio

$50K Dividend Portfolio has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of $50K Dividend Portfolio is 33, 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.


The Risk-Adjusted Performance Rank of $50K Dividend Portfolio is 3333
$50K Dividend Portfolio
The Sharpe Ratio Rank of $50K Dividend Portfolio is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of $50K Dividend Portfolio is 3131Sortino Ratio Rank
The Omega Ratio Rank of $50K Dividend Portfolio is 3131Omega Ratio Rank
The Calmar Ratio Rank of $50K Dividend Portfolio is 3838Calmar Ratio Rank
The Martin Ratio Rank of $50K Dividend Portfolio is 3131Martin 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.


$50K Dividend Portfolio
Sharpe ratio
The chart of Sharpe ratio for $50K Dividend Portfolio , currently valued at 1.41, compared to the broader market0.002.004.001.41
Sortino ratio
The chart of Sortino ratio for $50K Dividend Portfolio , currently valued at 2.01, compared to the broader market-2.000.002.004.006.002.01
Omega ratio
The chart of Omega ratio for $50K Dividend Portfolio , currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for $50K Dividend Portfolio , currently valued at 1.19, compared to the broader market0.002.004.006.008.0010.001.19
Martin ratio
The chart of Martin ratio for $50K Dividend Portfolio , currently valued at 4.39, compared to the broader market0.0010.0020.0030.0040.0050.004.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.0030.0040.0050.008.12

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.841.271.150.702.63
DGRO
iShares Core Dividend Growth ETF
1.572.261.271.294.67
VOO
Vanguard S&P 500 ETF
2.303.251.402.248.97
ARCC
Ares Capital Corporation
1.782.511.322.4413.03
TCPC
BlackRock TCP Capital Corp.
0.410.741.090.430.79
O
Realty Income Corporation
-0.43-0.480.94-0.25-0.65

Sharpe Ratio

The current $50K Dividend Portfolio Sharpe ratio is 1.44. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.40 to 2.34, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of $50K Dividend Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.41
2.17
$50K Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

$50K Dividend Portfolio granted a 3.32% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
$50K Dividend Portfolio 3.32%3.34%3.32%2.70%3.24%3.10%3.32%2.91%3.07%3.34%2.64%2.30%
SCHD
Schwab US Dividend Equity ETF
3.46%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
DGRO
iShares Core Dividend Growth ETF
2.36%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
ARCC
Ares Capital Corporation
9.32%9.59%10.10%7.60%9.41%8.94%9.78%9.57%9.12%10.90%9.93%8.67%
TCPC
BlackRock TCP Capital Corp.
10.42%9.37%9.58%8.60%11.74%10.25%11.04%9.42%8.52%10.34%9.18%9.12%
O
Realty Income Corporation
5.80%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-1.01%
0
$50K Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the $50K 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 $50K Dividend Portfolio was 36.43%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current $50K Dividend Portfolio drawdown is 1.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.43%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-18.73%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-15.97%Sep 24, 201864Dec 24, 201856Mar 18, 2019120
-11.87%Mar 3, 2015123Aug 25, 2015140Mar 16, 2016263
-10.54%Jan 29, 201839Mar 23, 2018103Aug 20, 2018142

Volatility

Volatility Chart

The current $50K Dividend Portfolio volatility is 2.58%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.58%
2.33%
$50K Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

OTCPCARCCVOOSCHDDGRO
O1.000.250.290.380.420.42
TCPC0.251.000.540.410.420.42
ARCC0.290.541.000.500.500.51
VOO0.380.410.501.000.860.93
SCHD0.420.420.500.861.000.95
DGRO0.420.420.510.930.951.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2014