Div+Growth 1
Income 1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Div+Growth 1, 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 May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Div+Growth 1 | 12.59% | -0.27% | 10.26% | 27.20% | N/A | N/A |
| Portfolio components: | ||||||
DGRW WisdomTree U.S. Dividend Growth Fund | 20.08% | 0.74% | 15.11% | 36.30% | 14.99% | 13.11% |
DGRO iShares Core Dividend Growth ETF | 18.17% | 0.21% | 13.06% | 33.75% | 12.10% | 11.92% |
VIG Vanguard Dividend Appreciation ETF | 17.37% | 0.04% | 13.76% | 32.38% | 12.69% | 11.82% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.92% | -0.58% | 7.28% | 17.08% | 4.78% | 4.45% |
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 10.27% | -1.14% | 9.57% | 23.61% | 4.01% | 4.74% |
PFF iShares Preferred and Income Securities ETF | 10.49% | -1.15% | 9.58% | 23.30% | 2.90% | 3.80% |
JEPI JPMorgan Equity Premium Income ETF | 13.65% | 0.38% | 9.87% | 22.53% | N/A | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 20.41% | 2.84% | 13.04% | 34.37% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
GSBFX Goldman Sachs Income Builder Fund | 9.74% | -1.07% | 8.39% | 21.95% | 6.31% | 5.47% |
DES WisdomTree U.S. SmallCap Dividend Fund | 9.26% | 0.43% | 13.31% | 32.21% | 7.44% | 7.11% |
BKCC BlackRock Capital Investment Corporation | -2.35% | 0.00% | 0.00% | 19.26% | N/A | N/A |
VYM Vanguard High Dividend Yield ETF | 17.60% | 0.63% | 12.08% | 32.84% | 10.95% | 10.00% |
VYMI Vanguard International High Dividend Yield ETF | 10.96% | -3.23% | 7.90% | 24.72% | 7.69% | N/A |
VDIGX Vanguard Dividend Growth Fund | 11.62% | -2.11% | 9.24% | 24.63% | 11.08% | 11.07% |
Monthly Returns
The table below presents the monthly returns of Div+Growth 1, 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 | 0.74% | 1.72% | 2.84% | -3.12% | 2.92% | 0.28% | 3.11% | 2.25% | 1.71% | 12.59% | |||
| 2023 | 4.76% | -2.31% | 0.08% | 0.69% | -2.33% | 4.78% | 3.20% | -1.57% | -2.53% | -3.06% | 7.49% | 4.48% | 13.76% |
| 2022 | -0.94% | -6.61% | 5.56% | -3.02% | -7.52% | 7.02% | 5.76% | -3.25% | -4.09% |
Expense Ratio
Div+Growth 1 has an expense ratio of 0.26%, which is considered low compared to other funds. 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 risk-adjusted rank of Div+Growth 1 is 81, placing it in the top 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
DGRW WisdomTree U.S. Dividend Growth Fund | 3.60 | 4.96 | 1.68 | 4.33 | 23.74 |
DGRO iShares Core Dividend Growth ETF | 3.63 | 5.08 | 1.68 | 3.73 | 25.37 |
VIG Vanguard Dividend Appreciation ETF | 3.44 | 4.79 | 1.64 | 3.96 | 23.21 |
SPHY SPDR Portfolio High Yield Bond ETF | 3.54 | 5.85 | 1.75 | 5.66 | 31.10 |
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 2.61 | 3.84 | 1.49 | 1.85 | 14.60 |
PFF iShares Preferred and Income Securities ETF | 2.76 | 4.00 | 1.53 | 1.75 | 16.42 |
JEPI JPMorgan Equity Premium Income ETF | 3.35 | 4.72 | 1.69 | 4.28 | 24.91 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 2.96 | 3.81 | 1.61 | 3.36 | 14.57 |
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.73 | 15.22 |
GSBFX Goldman Sachs Income Builder Fund | 3.72 | 5.68 | 1.78 | 3.70 | 27.21 |
DES WisdomTree U.S. SmallCap Dividend Fund | 1.72 | 2.51 | 1.31 | 2.25 | 8.90 |
BKCC BlackRock Capital Investment Corporation | 1.44 | 2.27 | 1.49 | 1.15 | 3.26 |
VYM Vanguard High Dividend Yield ETF | 3.24 | 4.51 | 1.58 | 3.84 | 21.51 |
VYMI Vanguard International High Dividend Yield ETF | 2.15 | 2.93 | 1.37 | 3.20 | 14.04 |
VDIGX Vanguard Dividend Growth Fund | 2.94 | 4.06 | 1.54 | 3.18 | 18.28 |
Dividends
Dividend yield
Div+Growth 1 provided a 4.57% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Div+Growth 1 | 4.57% | 5.12% | 5.62% | 4.02% | 4.12% | 3.76% | 4.32% | 3.56% | 3.47% | 3.45% | 3.17% | 3.08% |
| Portfolio components: | ||||||||||||
DGRW WisdomTree U.S. Dividend Growth Fund | 1.52% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
DGRO iShares Core Dividend Growth ETF | 2.20% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.74% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% | 4.41% |
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 6.89% | 7.88% | 6.74% | 4.66% | 5.19% | 5.34% | 6.56% | 5.93% | 5.81% | 5.99% | 5.91% | 6.51% |
PFF iShares Preferred and Income Securities ETF | 6.14% | 6.63% | 5.55% | 4.45% | 4.79% | 5.31% | 6.32% | 5.59% | 5.85% | 5.76% | 6.32% | 6.60% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
GSBFX Goldman Sachs Income Builder Fund | 3.64% | 4.09% | 4.10% | 6.66% | 3.05% | 3.52% | 3.98% | 3.52% | 3.78% | 4.33% | 4.35% | 4.59% |
DES WisdomTree U.S. SmallCap Dividend Fund | 2.93% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.55% | 2.68% | 2.45% |
BKCC BlackRock Capital Investment Corporation | 5.43% | 10.34% | 13.81% | 10.00% | 16.36% | 12.86% | 13.61% | 11.56% | 12.07% | 8.94% | 10.85% | 11.15% |
VYM Vanguard High Dividend Yield ETF | 2.82% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VYMI Vanguard International High Dividend Yield ETF | 4.46% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
VDIGX Vanguard Dividend Growth Fund | 3.13% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.84% | 5.16% | 2.86% | 5.69% | 3.41% | 2.28% |
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 Div+Growth 1. 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 Div+Growth 1 was 13.00%, occurring on Sep 30, 2022. Recovery took 84 trading sessions.
The current Div+Growth 1 drawdown is 1.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13% | Aug 17, 2022 | 32 | Sep 30, 2022 | 84 | Feb 1, 2023 | 116 |
| -9.97% | May 5, 2022 | 30 | Jun 16, 2022 | 39 | Aug 12, 2022 | 69 |
| -8.23% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -7% | Feb 3, 2023 | 26 | Mar 13, 2023 | 77 | Jul 3, 2023 | 103 |
| -4.03% | Apr 1, 2024 | 13 | Apr 17, 2024 | 20 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current Div+Growth 1 volatility is 1.85%, 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
| BKCC | PFF | JEPQ | SPHY | PFXF | VYMI | DES | JEPI | VDIGX | SCHD | DGRW | VYM | GSBFX | VIG | DGRO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BKCC | 1.00 | 0.41 | 0.34 | 0.38 | 0.40 | 0.40 | 0.45 | 0.37 | 0.39 | 0.45 | 0.41 | 0.44 | 0.45 | 0.42 | 0.44 |
| PFF | 0.41 | 1.00 | 0.52 | 0.71 | 0.90 | 0.61 | 0.63 | 0.56 | 0.59 | 0.60 | 0.60 | 0.62 | 0.76 | 0.61 | 0.63 |
| JEPQ | 0.34 | 0.52 | 1.00 | 0.62 | 0.54 | 0.59 | 0.57 | 0.70 | 0.67 | 0.61 | 0.82 | 0.62 | 0.69 | 0.78 | 0.71 |
| SPHY | 0.38 | 0.71 | 0.62 | 1.00 | 0.68 | 0.64 | 0.64 | 0.61 | 0.64 | 0.63 | 0.67 | 0.63 | 0.80 | 0.68 | 0.68 |
| PFXF | 0.40 | 0.90 | 0.54 | 0.68 | 1.00 | 0.62 | 0.66 | 0.62 | 0.64 | 0.65 | 0.64 | 0.66 | 0.77 | 0.66 | 0.68 |
| VYMI | 0.40 | 0.61 | 0.59 | 0.64 | 0.62 | 1.00 | 0.72 | 0.66 | 0.67 | 0.73 | 0.70 | 0.76 | 0.81 | 0.72 | 0.75 |
| DES | 0.45 | 0.63 | 0.57 | 0.64 | 0.66 | 0.72 | 1.00 | 0.73 | 0.72 | 0.86 | 0.77 | 0.87 | 0.79 | 0.80 | 0.84 |
| JEPI | 0.37 | 0.56 | 0.70 | 0.61 | 0.62 | 0.66 | 0.73 | 1.00 | 0.92 | 0.85 | 0.89 | 0.87 | 0.82 | 0.92 | 0.91 |
| VDIGX | 0.39 | 0.59 | 0.67 | 0.64 | 0.64 | 0.67 | 0.72 | 0.92 | 1.00 | 0.86 | 0.90 | 0.88 | 0.84 | 0.94 | 0.93 |
| SCHD | 0.45 | 0.60 | 0.61 | 0.63 | 0.65 | 0.73 | 0.86 | 0.85 | 0.86 | 1.00 | 0.87 | 0.96 | 0.84 | 0.90 | 0.95 |
| DGRW | 0.41 | 0.60 | 0.82 | 0.67 | 0.64 | 0.70 | 0.77 | 0.89 | 0.90 | 0.87 | 1.00 | 0.89 | 0.86 | 0.97 | 0.94 |
| VYM | 0.44 | 0.62 | 0.62 | 0.63 | 0.66 | 0.76 | 0.87 | 0.87 | 0.88 | 0.96 | 0.89 | 1.00 | 0.86 | 0.92 | 0.97 |
| GSBFX | 0.45 | 0.76 | 0.69 | 0.80 | 0.77 | 0.81 | 0.79 | 0.82 | 0.84 | 0.84 | 0.86 | 0.86 | 1.00 | 0.88 | 0.88 |
| VIG | 0.42 | 0.61 | 0.78 | 0.68 | 0.66 | 0.72 | 0.80 | 0.92 | 0.94 | 0.90 | 0.97 | 0.92 | 0.88 | 1.00 | 0.97 |
| DGRO | 0.44 | 0.63 | 0.71 | 0.68 | 0.68 | 0.75 | 0.84 | 0.91 | 0.93 | 0.95 | 0.94 | 0.97 | 0.88 | 0.97 | 1.00 |