Yield plus VIG & growth w longer history

Asset Allocation

Position	Category/Sector	Target Weight
BKLN Invesco Senior Loan ETF	High Yield Bonds	10%
ET Energy Transfer LP	Energy	10%
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	Corporate Bonds	10%
FLTR VanEck Vectors Investment Grade Floating Rate ETF	Corporate Bonds	10%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	10%
ICSH iShares Ultra Short Duration Bond Active ETF	Ultrashort Bond	10%
MPLX MPLX LP	Energy	10%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	5%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	5%
SRLN SPDR Blackstone Senior Loan ETF	High Yield Bonds	10%
VIG Vanguard Dividend Appreciation ETF	Dividend	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Yield plus VIG & growth w longer history, 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 Every 3 months.

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The earliest data available for this chart is Dec 13, 2013, corresponding to the inception date of ICSH

Returns By Period

As of Apr 4, 2026, the Yield plus VIG & growth w longer history returned 2.63% Year-To-Date and 11.52% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio Yield plus VIG & growth w longer history	0.04%	-0.85%	2.63%	5.12%	14.37%	14.09%	11.58%	11.52%
Portfolio components:
FLTR VanEck Vectors Investment Grade Floating Rate ETF	0.00%	-0.03%	0.68%	1.88%	4.92%	6.36%	4.28%	3.44%
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	0.03%	0.13%	0.80%	1.91%	4.67%	5.79%	4.00%	2.95%
ICSH iShares Ultra Short Duration Bond Active ETF	0.06%	0.22%	0.85%	1.91%	4.47%	5.23%	3.57%	2.72%
BKLN Invesco Senior Loan ETF	0.15%	0.76%	-0.94%	0.99%	6.95%	7.64%	5.10%	4.48%
SRLN SPDR Blackstone Senior Loan ETF	0.15%	0.70%	-1.24%	0.42%	6.75%	7.52%	4.53%	4.54%
MPLX MPLX LP	-0.04%	-5.09%	6.79%	17.32%	15.92%	27.29%	27.37%	17.34%
ET Energy Transfer LP	-0.47%	0.91%	16.95%	17.10%	15.25%	23.57%	29.01%	20.87%
SMH VanEck Semiconductor ETF	0.09%	-1.70%	8.94%	16.89%	101.23%	44.85%	26.17%	31.69%
QQQ Invesco QQQ ETF	0.11%	-4.10%	-4.65%	-2.77%	30.43%	22.97%	13.18%	19.05%
VIG Vanguard Dividend Appreciation ETF	0.16%	-3.84%	-1.33%	-0.02%	16.93%	13.72%	9.86%	12.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 16, 2013, Yield plus VIG & growth w longer history's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +19.0%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Yield plus VIG & growth w longer history closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.9%, while the worst single day was Mar 16, 2020 at -7.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.54%	0.99%	-0.86%	-0.03%									2.63%
2025	2.15%	0.11%	-1.79%	-1.56%	3.11%	2.62%	0.80%	0.55%	1.04%	1.03%	1.38%	0.04%	9.79%
2024	1.58%	2.45%	2.74%	-0.75%	1.86%	1.93%	0.64%	1.15%	1.09%	0.15%	5.54%	-1.18%	18.42%
2023	4.74%	-0.38%	1.09%	0.88%	0.50%	2.56%	2.07%	0.42%	-0.36%	-0.76%	3.87%	2.15%	17.96%
2022	0.96%	0.28%	1.85%	-2.84%	0.93%	-6.01%	6.04%	-0.39%	-4.68%	4.95%	3.07%	-2.41%	1.01%
2021	0.82%	3.64%	1.73%	2.60%	3.12%	1.99%	-0.75%	0.52%	-0.65%	1.88%	-0.59%	1.26%	16.59%

Benchmark Metrics

Yield plus VIG & growth w longer history has an annualized alpha of 3.60%, beta of 0.47, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since December 16, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (58.36%) than losses (54.33%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.60% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.47 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.60%

Beta: 0.47

R²: 0.63

Upside Capture: 58.36%

Downside Capture: 54.33%

Expense Ratio

Yield plus VIG & growth w longer history has an expense ratio of 0.25%, 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.

SRLN

SPDR Blackstone Senior Loan ETF

BKLN

Invesco Senior Loan ETF

HYG

iShares iBoxx $ High Yield Corporate Bond ETF

SMH

VanEck Semiconductor ETF

QQQ

Invesco QQQ ETF

FLRN

SPDR Bloomberg Barclays Investment Grade Floating Rate ETF

FLTR

VanEck Vectors Investment Grade Floating Rate ETF

ICSH

iShares Ultra Short Duration Bond Active ETF

VIG

Vanguard Dividend Appreciation ETF

Return for Risk

Risk / Return Rank

Yield plus VIG & growth w longer history ranks 63 for risk / return — better than 63% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.41	0.88	+0.53
Sortino ratio Return per unit of downside risk	1.97	1.37	+0.61
Omega ratio Gain probability vs. loss probability	1.34	1.21	+0.13
Calmar ratio Return relative to maximum drawdown	1.75	1.39	+0.36
Martin ratio Return relative to average drawdown	10.09	6.43	+3.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FLTR VanEck Vectors Investment Grade Floating Rate ETF	88	2.08	2.41	1.92	2.45	17.95
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	94	2.49	3.11	2.05	3.17	25.95
ICSH iShares Ultra Short Duration Bond Active ETF	100	11.08	26.38	6.68	45.39	285.14
BKLN Invesco Senior Loan ETF	72	1.38	2.16	1.39	1.91	7.15
SRLN SPDR Blackstone Senior Loan ETF	66	1.33	1.94	1.35	1.74	6.10
MPLX MPLX LP	59	0.65	0.97	1.13	0.95	3.37
ET Energy Transfer LP	49	0.34	0.63	1.09	0.53	1.46
SMH VanEck Semiconductor ETF	94	2.28	2.89	1.41	5.34	18.94
QQQ Invesco QQQ ETF	58	1.04	1.62	1.23	1.93	7.00
VIG Vanguard Dividend Appreciation ETF	42	0.84	1.28	1.19	1.24	5.41

Sharpe Ratio

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.

Yield plus VIG & growth w longer history Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.41
5-Year: 1.43
10-Year: 1.13
All Time: 0.89

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 0.99 to 1.69, 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 Yield plus VIG & growth w longer history compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Yield plus VIG & growth w longer history provided a 5.08% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	5.08%	5.21%	5.59%	5.94%	4.09%	3.37%	4.95%	4.64%	4.32%	3.32%	3.17%	3.20%
Portfolio components:
FLTR VanEck Vectors Investment Grade Floating Rate ETF	4.86%	4.97%	5.93%	6.07%	2.29%	0.63%	1.49%	3.05%	2.67%	1.69%	1.16%	0.71%
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	4.65%	4.89%	5.67%	5.68%	1.95%	0.39%	1.22%	2.76%	2.39%	1.64%	1.06%	0.63%
ICSH iShares Ultra Short Duration Bond Active ETF	4.42%	4.55%	5.24%	4.78%	1.66%	0.42%	1.21%	2.61%	2.20%	1.36%	0.88%	0.54%
BKLN Invesco Senior Loan ETF	7.03%	6.95%	8.41%	8.59%	4.93%	3.11%	3.56%	4.86%	4.52%	3.50%	4.54%	4.12%
SRLN SPDR Blackstone Senior Loan ETF	7.69%	7.67%	8.58%	8.44%	5.72%	4.45%	4.91%	5.39%	4.98%	4.01%	3.94%	4.43%
MPLX MPLX LP	7.27%	7.39%	7.33%	8.65%	8.80%	11.30%	12.70%	10.41%	8.22%	6.23%	5.86%	4.33%
ET Energy Transfer LP	7.00%	7.97%	6.51%	8.95%	7.33%	7.41%	17.27%	9.51%	9.24%	6.66%	5.90%	7.42%
SMH VanEck Semiconductor ETF	0.28%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VIG Vanguard Dividend Appreciation ETF	1.60%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

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 Yield plus VIG & growth w longer history. 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 Yield plus VIG & growth w longer history was 27.18%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.

The current Yield plus VIG & growth w longer history drawdown is 1.30%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.18%	Jan 17, 2020	45	Mar 23, 2020	50	Jun 3, 2020	95
-26.49%	May 4, 2015	194	Feb 8, 2016	220	Dec 20, 2016	414
-11.05%	Aug 9, 2018	95	Dec 24, 2018	59	Mar 21, 2019	154
-9.33%	Feb 19, 2025	35	Apr 8, 2025	45	Jun 12, 2025	80
-9.07%	Mar 31, 2022	66	Jul 6, 2022	132	Jan 12, 2023	198

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 11 assets, with an effective number of assets of 10.53, 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.

	Benchmark	ICSH	FLRN	FLTR	MPLX	ET	SRLN	BKLN	SMH	HYG	QQQ	VIG	Portfolio
Benchmark	1.00	0.06	0.11	0.13	0.35	0.41	0.48	0.54	0.77	0.72	0.91	0.92	0.75
ICSH	0.06	1.00	0.07	0.09	0.02	0.00	0.04	0.05	0.04	0.14	0.06	0.07	0.05
FLRN	0.11	0.07	1.00	0.20	0.06	0.09	0.14	0.12	0.10	0.10	0.10	0.10	0.13
FLTR	0.13	0.09	0.20	1.00	0.08	0.11	0.13	0.12	0.12	0.12	0.12	0.12	0.16
MPLX	0.35	0.02	0.06	0.08	1.00	0.57	0.24	0.28	0.25	0.35	0.25	0.32	0.74
ET	0.41	0.00	0.09	0.11	0.57	1.00	0.27	0.31	0.29	0.38	0.30	0.37	0.79
SRLN	0.48	0.04	0.14	0.13	0.24	0.27	1.00	0.64	0.39	0.49	0.42	0.45	0.47
BKLN	0.54	0.05	0.12	0.12	0.28	0.31	0.64	1.00	0.43	0.57	0.48	0.51	0.53
SMH	0.77	0.04	0.10	0.12	0.25	0.29	0.39	0.43	1.00	0.56	0.83	0.65	0.64
HYG	0.72	0.14	0.10	0.12	0.35	0.38	0.49	0.57	0.56	1.00	0.65	0.67	0.66
QQQ	0.91	0.06	0.10	0.12	0.25	0.30	0.42	0.48	0.83	0.65	1.00	0.76	0.66
VIG	0.92	0.07	0.10	0.12	0.32	0.37	0.45	0.51	0.65	0.67	0.76	1.00	0.68
Portfolio	0.75	0.05	0.13	0.16	0.74	0.79	0.47	0.53	0.64	0.66	0.66	0.68	1.00

The correlation results are calculated based on daily price changes starting from Dec 16, 2013

Yield plus VIG & growth w longer history

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table