Dividend Aristocrats
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend Aristocrats, 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 Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Oct 18, 2024, the Dividend Aristocrats returned 17.70% Year-To-Date and 10.09% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
Dividend Aristocrats | 18.30% | 3.00% | 12.90% | 30.16% | 9.82% | 9.86% |
Portfolio components: | ||||||
3M Company | 52.16% | 0.27% | 47.71% | 95.22% | 3.31% | 4.32% |
Abbott Laboratories | 10.64% | 5.50% | 12.63% | 25.83% | 9.94% | 13.07% |
AbbVie Inc. | 26.33% | -1.60% | 14.44% | 33.88% | 24.77% | 16.89% |
Automatic Data Processing, Inc. | 27.56% | 5.75% | 19.95% | 23.70% | 15.29% | 16.97% |
Caterpillar Inc. | 34.86% | 6.79% | 10.59% | 60.01% | 26.59% | 17.88% |
The Clorox Company | 16.49% | -0.84% | 13.48% | 36.61% | 4.53% | 7.94% |
Chevron Corporation | 4.36% | 3.48% | -4.91% | -5.72% | 9.83% | 7.15% |
The Coca-Cola Company | 22.26% | -1.68% | 18.04% | 33.07% | 8.56% | 8.99% |
Colgate-Palmolive Company | 28.81% | -2.04% | 14.88% | 40.13% | 10.88% | 6.88% |
Consolidated Edison, Inc. | 20.46% | 3.30% | 17.07% | 27.03% | 6.51% | 9.49% |
Essex Property Trust, Inc. | 22.95% | -2.36% | 25.76% | 45.34% | 1.45% | 7.67% |
23.12% | 4.11% | 1.16% | 11.83% | 17.17% | 7.00% | |
Federal Realty Investment Trust | 14.46% | 2.14% | 15.39% | 36.54% | 0.12% | 2.45% |
Hormel Foods Corporation | 3.86% | 2.25% | -6.70% | 6.14% | -2.20% | 4.41% |
International Business Machines Corporation | 45.96% | 6.66% | 30.05% | 76.01% | 18.09% | 8.73% |
Johnson & Johnson | 7.82% | 0.58% | 12.47% | 11.34% | 7.88% | 7.76% |
PepsiCo, Inc. | 5.48% | 2.27% | 0.75% | 12.82% | 8.02% | 9.50% |
The Procter & Gamble Company | 19.79% | -1.11% | 7.96% | 18.57% | 9.56% | 10.33% |
Stanley Black & Decker, Inc. | 11.39% | -0.50% | 21.20% | 41.49% | -4.60% | 4.06% |
T. Rowe Price Group, Inc. | 11.00% | 6.78% | 6.07% | 25.57% | 5.33% | 7.82% |
Walgreens Boots Alliance, Inc. | -56.61% | 23.88% | -38.52% | -45.43% | -24.02% | -13.10% |
56.23% | 2.85% | 36.05% | 55.72% | 17.24% | 14.67% |
Monthly Returns
The table below presents the monthly returns of Dividend Aristocrats, 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 | 0.56% | 2.74% | 4.05% | -2.78% | -0.14% | -0.68% | 6.41% | 3.46% | 1.59% | 18.30% | |||
2023 | 0.35% | -2.65% | 0.13% | 2.81% | -6.81% | 5.82% | 4.62% | -2.29% | -4.75% | -3.96% | 4.59% | 5.84% | 2.67% |
2022 | -2.24% | -2.99% | 4.72% | -2.11% | 0.53% | -6.36% | 4.40% | -3.48% | -8.20% | 10.28% | 6.82% | -3.55% | -3.81% |
2021 | 0.39% | 2.33% | 6.95% | 1.78% | 2.49% | -0.33% | 0.71% | 0.90% | -4.84% | 4.81% | -1.97% | 9.29% | 24.02% |
2020 | -0.95% | -8.34% | -9.10% | 9.75% | 2.51% | 0.64% | 2.39% | 2.35% | -2.76% | -1.10% | 10.60% | 1.30% | 5.52% |
2019 | 4.36% | 3.66% | 2.10% | 0.24% | -4.99% | 5.87% | 0.86% | -0.98% | 3.06% | -0.29% | 2.39% | 1.69% | 19.01% |
2018 | 1.73% | -6.30% | -1.02% | -1.35% | 0.85% | 1.15% | 3.92% | 1.27% | 2.13% | -4.43% | 6.82% | -7.63% | -3.76% |
2017 | -0.10% | 4.41% | -0.31% | 1.31% | 1.24% | 1.05% | 2.45% | -0.05% | 2.11% | 2.07% | 5.05% | 1.53% | 22.66% |
2016 | -1.92% | 0.87% | 7.10% | -0.41% | 0.49% | 3.62% | 1.82% | -1.17% | -0.14% | -3.05% | 1.22% | 2.45% | 11.01% |
2015 | -2.15% | 3.66% | -1.57% | 0.18% | 0.67% | -2.49% | 2.38% | -5.40% | -0.58% | 6.18% | 0.78% | 0.28% | 1.44% |
2014 | -3.33% | 4.26% | 1.58% | 3.23% | 0.59% | 1.93% | -2.51% | 3.21% | -1.08% | 4.74% | 2.42% | 0.13% | 15.85% |
2013 | 6.28% | 2.17% | 4.72% | 1.96% | -1.19% | -1.55% | 5.16% | -4.70% | 2.12% | 4.73% | 2.23% | 1.15% | 25.00% |
Expense Ratio
Dividend Aristocrats has an expense ratio of 0.00%, indicating no management fees are charged. 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 Aristocrats 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 | |
---|---|---|---|---|---|
3M Company | 2.74 | 4.37 | 1.65 | 1.54 | 15.81 |
Abbott Laboratories | 1.57 | 2.21 | 1.28 | 0.86 | 3.45 |
AbbVie Inc. | 1.64 | 2.15 | 1.30 | 1.96 | 6.23 |
Automatic Data Processing, Inc. | 1.14 | 1.46 | 1.24 | 1.00 | 4.83 |
Caterpillar Inc. | 2.08 | 2.65 | 1.36 | 2.57 | 7.94 |
The Clorox Company | 1.57 | 2.43 | 1.29 | 0.74 | 4.56 |
Chevron Corporation | -0.34 | -0.32 | 0.96 | -0.31 | -0.74 |
The Coca-Cola Company | 2.81 | 4.08 | 1.51 | 2.35 | 20.45 |
Colgate-Palmolive Company | 2.86 | 3.92 | 1.51 | 3.57 | 16.39 |
Consolidated Edison, Inc. | 1.53 | 2.20 | 1.27 | 2.06 | 6.68 |
Essex Property Trust, Inc. | 1.95 | 2.76 | 1.32 | 1.09 | 11.01 |
0.51 | 0.85 | 1.10 | 0.53 | 1.58 | |
Federal Realty Investment Trust | 1.74 | 2.54 | 1.31 | 1.00 | 10.03 |
Hormel Foods Corporation | 0.17 | 0.45 | 1.06 | 0.10 | 0.49 |
International Business Machines Corporation | 3.38 | 4.45 | 1.66 | 4.30 | 10.93 |
Johnson & Johnson | 0.77 | 1.20 | 1.15 | 0.63 | 2.30 |
PepsiCo, Inc. | 0.72 | 1.15 | 1.14 | 0.65 | 2.61 |
The Procter & Gamble Company | 1.18 | 1.68 | 1.23 | 2.10 | 7.66 |
Stanley Black & Decker, Inc. | 1.23 | 1.93 | 1.23 | 0.62 | 4.10 |
T. Rowe Price Group, Inc. | 0.98 | 1.47 | 1.18 | 0.41 | 3.68 |
Walgreens Boots Alliance, Inc. | -0.93 | -1.30 | 0.83 | -0.52 | -1.16 |
2.82 | 3.73 | 1.58 | 4.90 | 14.76 |
Dividends
Dividend yield
Dividend Aristocrats granted a 3.21% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend Aristocrats | 3.21% | 3.44% | 3.19% | 2.87% | 3.30% | 2.88% | 3.03% | 2.53% | 2.85% | 3.02% | 2.50% | 2.50% |
Portfolio components: | ||||||||||||
3M Company | 2.90% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
Abbott Laboratories | 1.84% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
AbbVie Inc. | 3.28% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Automatic Data Processing, Inc. | 1.92% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
Caterpillar Inc. | 1.02% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
The Clorox Company | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% | 2.91% |
Chevron Corporation | 4.25% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
The Coca-Cola Company | 2.72% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Colgate-Palmolive Company | 1.97% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
Consolidated Edison, Inc. | 3.09% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% | 4.45% |
Essex Property Trust, Inc. | 3.26% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% | 3.37% |
3.17% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% | |
Federal Realty Investment Trust | 3.82% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
Hormel Foods Corporation | 3.51% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 2.50% | 1.26% | 1.54% | 1.51% |
International Business Machines Corporation | 2.87% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
Johnson & Johnson | 2.94% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PepsiCo, Inc. | 2.99% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
The Procter & Gamble Company | 2.31% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
Stanley Black & Decker, Inc. | 3.05% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
T. Rowe Price Group, Inc. | 4.27% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
Walgreens Boots Alliance, Inc. | 11.40% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
1.00% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
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 Aristocrats. 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 Aristocrats was 30.53%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Dividend Aristocrats drawdown is 0.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.53% | Feb 18, 2020 | 25 | Mar 23, 2020 | 162 | Nov 10, 2020 | 187 |
-18.15% | Apr 21, 2022 | 113 | Sep 30, 2022 | 361 | Mar 11, 2024 | 474 |
-13.02% | Dec 4, 2018 | 14 | Dec 24, 2018 | 55 | Mar 15, 2019 | 69 |
-11.95% | Jan 29, 2018 | 39 | Mar 23, 2018 | 176 | Dec 3, 2018 | 215 |
-11.35% | May 18, 2015 | 70 | Aug 25, 2015 | 79 | Dec 16, 2015 | 149 |
Volatility
Volatility Chart
The current Dividend Aristocrats 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
CLX | ED | ABBV | XOM | WMT | CVX | HRL | ESS | WBA | CAT | FRT | ABT | SWK | JNJ | IBM | TROW | PG | CL | PEP | KO | ADP | MMM | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLX | 1.00 | 0.36 | 0.21 | 0.09 | 0.34 | 0.10 | 0.47 | 0.25 | 0.20 | 0.10 | 0.27 | 0.27 | 0.18 | 0.32 | 0.20 | 0.20 | 0.55 | 0.57 | 0.50 | 0.43 | 0.29 | 0.27 |
ED | 0.36 | 1.00 | 0.20 | 0.16 | 0.29 | 0.16 | 0.39 | 0.42 | 0.23 | 0.12 | 0.41 | 0.25 | 0.15 | 0.35 | 0.23 | 0.17 | 0.44 | 0.44 | 0.47 | 0.46 | 0.30 | 0.25 |
ABBV | 0.21 | 0.20 | 1.00 | 0.28 | 0.24 | 0.27 | 0.21 | 0.25 | 0.32 | 0.28 | 0.25 | 0.44 | 0.28 | 0.45 | 0.34 | 0.32 | 0.32 | 0.32 | 0.32 | 0.32 | 0.36 | 0.34 |
XOM | 0.09 | 0.16 | 0.28 | 1.00 | 0.21 | 0.82 | 0.19 | 0.21 | 0.31 | 0.55 | 0.31 | 0.23 | 0.37 | 0.27 | 0.41 | 0.41 | 0.22 | 0.21 | 0.23 | 0.29 | 0.35 | 0.41 |
WMT | 0.34 | 0.29 | 0.24 | 0.21 | 1.00 | 0.21 | 0.33 | 0.26 | 0.33 | 0.23 | 0.27 | 0.32 | 0.26 | 0.35 | 0.31 | 0.32 | 0.44 | 0.40 | 0.43 | 0.38 | 0.34 | 0.32 |
CVX | 0.10 | 0.16 | 0.27 | 0.82 | 0.21 | 1.00 | 0.19 | 0.22 | 0.33 | 0.55 | 0.30 | 0.25 | 0.37 | 0.28 | 0.42 | 0.43 | 0.23 | 0.22 | 0.23 | 0.30 | 0.37 | 0.41 |
HRL | 0.47 | 0.39 | 0.21 | 0.19 | 0.33 | 0.19 | 1.00 | 0.29 | 0.32 | 0.19 | 0.30 | 0.29 | 0.25 | 0.36 | 0.27 | 0.26 | 0.45 | 0.49 | 0.50 | 0.43 | 0.32 | 0.32 |
ESS | 0.25 | 0.42 | 0.25 | 0.21 | 0.26 | 0.22 | 0.29 | 1.00 | 0.29 | 0.25 | 0.64 | 0.32 | 0.33 | 0.30 | 0.32 | 0.36 | 0.34 | 0.36 | 0.38 | 0.39 | 0.40 | 0.33 |
WBA | 0.20 | 0.23 | 0.32 | 0.31 | 0.33 | 0.33 | 0.32 | 0.29 | 1.00 | 0.37 | 0.37 | 0.35 | 0.40 | 0.37 | 0.39 | 0.44 | 0.31 | 0.30 | 0.31 | 0.31 | 0.37 | 0.44 |
CAT | 0.10 | 0.12 | 0.28 | 0.55 | 0.23 | 0.55 | 0.19 | 0.25 | 0.37 | 1.00 | 0.32 | 0.31 | 0.58 | 0.28 | 0.49 | 0.54 | 0.23 | 0.23 | 0.22 | 0.29 | 0.41 | 0.56 |
FRT | 0.27 | 0.41 | 0.25 | 0.31 | 0.27 | 0.30 | 0.30 | 0.64 | 0.37 | 0.32 | 1.00 | 0.28 | 0.38 | 0.29 | 0.37 | 0.40 | 0.33 | 0.35 | 0.36 | 0.38 | 0.39 | 0.38 |
ABT | 0.27 | 0.25 | 0.44 | 0.23 | 0.32 | 0.25 | 0.29 | 0.32 | 0.35 | 0.31 | 0.28 | 1.00 | 0.40 | 0.51 | 0.40 | 0.45 | 0.40 | 0.41 | 0.40 | 0.38 | 0.48 | 0.43 |
SWK | 0.18 | 0.15 | 0.28 | 0.37 | 0.26 | 0.37 | 0.25 | 0.33 | 0.40 | 0.58 | 0.38 | 0.40 | 1.00 | 0.31 | 0.49 | 0.60 | 0.29 | 0.31 | 0.30 | 0.33 | 0.49 | 0.62 |
JNJ | 0.32 | 0.35 | 0.45 | 0.27 | 0.35 | 0.28 | 0.36 | 0.30 | 0.37 | 0.28 | 0.29 | 0.51 | 0.31 | 1.00 | 0.40 | 0.37 | 0.48 | 0.46 | 0.48 | 0.45 | 0.43 | 0.45 |
IBM | 0.20 | 0.23 | 0.34 | 0.41 | 0.31 | 0.42 | 0.27 | 0.32 | 0.39 | 0.49 | 0.37 | 0.40 | 0.49 | 0.40 | 1.00 | 0.50 | 0.36 | 0.36 | 0.35 | 0.38 | 0.49 | 0.53 |
TROW | 0.20 | 0.17 | 0.32 | 0.41 | 0.32 | 0.43 | 0.26 | 0.36 | 0.44 | 0.54 | 0.40 | 0.45 | 0.60 | 0.37 | 0.50 | 1.00 | 0.31 | 0.30 | 0.34 | 0.36 | 0.56 | 0.56 |
PG | 0.55 | 0.44 | 0.32 | 0.22 | 0.44 | 0.23 | 0.45 | 0.34 | 0.31 | 0.23 | 0.33 | 0.40 | 0.29 | 0.48 | 0.36 | 0.31 | 1.00 | 0.73 | 0.64 | 0.60 | 0.43 | 0.39 |
CL | 0.57 | 0.44 | 0.32 | 0.21 | 0.40 | 0.22 | 0.49 | 0.36 | 0.30 | 0.23 | 0.35 | 0.41 | 0.31 | 0.46 | 0.36 | 0.30 | 0.73 | 1.00 | 0.65 | 0.59 | 0.43 | 0.39 |
PEP | 0.50 | 0.47 | 0.32 | 0.23 | 0.43 | 0.23 | 0.50 | 0.38 | 0.31 | 0.22 | 0.36 | 0.40 | 0.30 | 0.48 | 0.35 | 0.34 | 0.64 | 0.65 | 1.00 | 0.70 | 0.47 | 0.38 |
KO | 0.43 | 0.46 | 0.32 | 0.29 | 0.38 | 0.30 | 0.43 | 0.39 | 0.31 | 0.29 | 0.38 | 0.38 | 0.33 | 0.45 | 0.38 | 0.36 | 0.60 | 0.59 | 0.70 | 1.00 | 0.47 | 0.42 |
ADP | 0.29 | 0.30 | 0.36 | 0.35 | 0.34 | 0.37 | 0.32 | 0.40 | 0.37 | 0.41 | 0.39 | 0.48 | 0.49 | 0.43 | 0.49 | 0.56 | 0.43 | 0.43 | 0.47 | 0.47 | 1.00 | 0.51 |
MMM | 0.27 | 0.25 | 0.34 | 0.41 | 0.32 | 0.41 | 0.32 | 0.33 | 0.44 | 0.56 | 0.38 | 0.43 | 0.62 | 0.45 | 0.53 | 0.56 | 0.39 | 0.39 | 0.38 | 0.42 | 0.51 | 1.00 |