VYM/SCHD/DGRO/VIG
Dividend Growth
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in VYM/SCHD/DGRO/VIG, 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
Returns
As of Oct 2, 2023, the VYM/SCHD/DGRO/VIG returned -0.34% Year-To-Date and 9.84% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.35% | 11.68% | 19.59% | 7.99% | 8.97% |
| VYM/SCHD/DGRO/VIG | -4.20% | 0.07% | -0.34% | 13.62% | 8.49% | 9.84% |
| Portfolio components: | ||||||
VYM Vanguard High Dividend Yield ETF | -3.66% | -0.52% | -2.32% | 12.42% | 6.68% | 8.41% |
VIG Vanguard Dividend Appreciation ETF | -4.50% | 1.88% | 3.85% | 17.35% | 9.05% | 10.04% |
SCHD Schwab US Dividend Equity ETF | -4.38% | -1.51% | -3.82% | 10.38% | 9.50% | 10.42% |
DGRO iShares Core Dividend Growth ETF | -4.27% | 0.36% | 0.97% | 14.25% | 8.50% | 10.35% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.25% | 1.14% | -3.87% | 5.72% | 3.48% | -2.05% |
Dividend yield
VYM/SCHD/DGRO/VIG granted a 2.89% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VYM/SCHD/DGRO/VIG | 2.89% | 2.73% | 2.37% | 2.77% | 2.77% | 3.14% | 2.74% | 3.07% | 3.42% | 2.66% | 2.35% | 2.86% |
| Portfolio components: | ||||||||||||
VYM Vanguard High Dividend Yield ETF | 3.25% | 3.07% | 2.91% | 3.45% | 3.41% | 3.95% | 3.37% | 3.60% | 4.11% | 3.66% | 3.80% | 4.51% |
VIG Vanguard Dividend Appreciation ETF | 2.03% | 1.99% | 1.60% | 1.71% | 1.84% | 2.27% | 2.10% | 2.44% | 2.72% | 2.32% | 2.24% | 2.93% |
SCHD Schwab US Dividend Equity ETF | 3.70% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
DGRO iShares Core Dividend Growth ETF | 2.57% | 2.38% | 2.01% | 2.45% | 2.42% | 2.74% | 2.33% | 2.67% | 3.03% | 1.20% | 0.00% | 0.00% |
Expense Ratio
The VYM/SCHD/DGRO/VIG has an expense ratio of 0.06% 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 0.62 | ||||
VIG Vanguard Dividend Appreciation ETF | 0.94 | ||||
SCHD Schwab US Dividend Equity ETF | 0.49 | ||||
DGRO iShares Core Dividend Growth ETF | 0.73 |
Asset Correlations Table
| VIG | SCHD | VYM | DGRO | |
|---|---|---|---|---|
| VIG | 1.00 | 0.91 | 0.91 | 0.96 |
| SCHD | 0.91 | 1.00 | 0.97 | 0.95 |
| VYM | 0.91 | 0.97 | 1.00 | 0.96 |
| DGRO | 0.96 | 0.95 | 0.96 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the VYM/SCHD/DGRO/VIG. 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 VYM/SCHD/DGRO/VIG is 33.67%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.67% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -17.84% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -16.76% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -12.41% | May 19, 2015 | 69 | Aug 25, 2015 | 141 | Mar 17, 2016 | 210 |
| -10.77% | Jan 29, 2018 | 39 | Mar 23, 2018 | 120 | Sep 13, 2018 | 159 |
Volatility Chart
The current VYM/SCHD/DGRO/VIG volatility is 2.75%, 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.