Dividend Future

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	7%
CTAS Cintas Corporation	Industrials	3%
EPD Enterprise Products Partners L.P.	Energy	7%
MA Mastercard Inc	Financial Services	3%
MAIN Main Street Capital Corporation	Financial Services	7%
MO Altria Group, Inc.	Consumer Defensive	8%
MSFT Microsoft Corporation	Technology	5%
NVDA NVIDIA Corporation	Technology	3%
O Realty Income Corporation	Real Estate	7%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	20%
TXN Texas Instruments Incorporated	Technology	4%
VYM Vanguard High Dividend Yield ETF	Dividend	20%
WM Waste Management, Inc.	Industrials	3%
WMT Walmart Inc.	Consumer Defensive	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend Future, 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 Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 4, 2026, the Dividend Future returned 4.76% Year-To-Date and 16.31% 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 Dividend Future	0.24%	-3.99%	4.76%	3.65%	18.00%	17.98%	14.64%	16.31%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.29%	12.35%	13.59%	18.75%	11.70%	8.35%	12.30%
VYM Vanguard High Dividend Yield ETF	0.11%	-3.01%	3.80%	5.95%	22.37%	14.92%	11.04%	11.27%
NVDA NVIDIA Corporation	0.93%	-3.08%	-4.88%	-5.44%	74.29%	85.17%	66.71%	70.07%
MSFT Microsoft Corporation	1.11%	-7.83%	-22.60%	-27.51%	0.86%	10.00%	9.94%	22.58%
O Realty Income Corporation	0.53%	-5.32%	11.80%	5.82%	15.19%	5.34%	4.90%	5.14%
MAIN Main Street Capital Corporation	1.39%	-9.74%	-11.22%	-13.31%	1.14%	19.10%	14.06%	13.84%
EPD Enterprise Products Partners L.P.	0.37%	1.08%	19.11%	22.73%	20.23%	21.21%	19.41%	12.15%
ABBV AbbVie Inc.	-2.86%	-11.58%	-7.86%	-9.35%	7.05%	13.21%	18.43%	18.22%
CTAS Cintas Corporation	1.34%	-12.88%	-7.09%	-13.55%	-14.16%	15.81%	15.96%	24.15%
MO Altria Group, Inc.	0.43%	-1.85%	15.96%	3.58%	21.59%	22.72%	13.73%	7.41%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, Dividend Future's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, your investment would double in approximately 4.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.2%, while the worst month was Mar 2020 at -16.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dividend Future closed higher 57% of trading days. The best single day was Mar 13, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -12.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.21%	3.68%	-3.88%	-0.08%									4.76%
2025	3.04%	3.25%	-1.65%	-3.54%	4.19%	2.91%	1.71%	4.15%	0.58%	-3.89%	2.65%	0.40%	14.21%
2024	2.15%	3.87%	5.39%	-2.99%	3.43%	1.87%	4.40%	3.81%	0.77%	0.75%	4.99%	-5.13%	25.25%
2023	3.51%	-0.31%	1.99%	0.90%	-2.22%	4.43%	3.50%	-1.99%	-3.10%	-2.82%	6.73%	4.79%	15.84%
2022	-1.03%	-1.06%	4.54%	-3.61%	0.71%	-7.49%	7.39%	-3.84%	-8.90%	9.93%	6.28%	-3.29%	-2.27%
2021	-1.08%	5.16%	7.18%	3.59%	1.93%	1.06%	1.36%	2.44%	-4.66%	6.14%	-0.74%	5.91%	31.43%

Benchmark Metrics

Dividend Future has an annualized alpha of 6.11%, beta of 0.83, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 102.70% of S&P 500 Index gains but only 79.08% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 6.11% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 6.11%

Beta: 0.83

R²: 0.86

Upside Capture: 102.70%

Downside Capture: 79.08%

Expense Ratio

Dividend Future has an expense ratio of 0.02%, 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.

SCHD

Schwab U.S. Dividend Equity ETF

VYM

Vanguard High Dividend Yield ETF

Return for Risk

Risk / Return Rank

Dividend Future ranks 31 for risk / return — below 31% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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	1.09	0.88	+0.21
Sortino ratio Return per unit of downside risk	1.56	1.37	+0.19
Omega ratio Gain probability vs. loss probability	1.24	1.21	+0.04
Calmar ratio Return relative to maximum drawdown	1.29	1.39	-0.10
Martin ratio Return relative to average drawdown	5.60	6.43	-0.83
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
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
VYM Vanguard High Dividend Yield ETF	58	1.15	1.65	1.25	1.59	6.96
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
O Realty Income Corporation	65	0.90	1.29	1.16	1.35	4.03
MAIN Main Street Capital Corporation	34	-0.06	0.09	1.01	-0.10	-0.23
EPD Enterprise Products Partners L.P.	66	0.97	1.36	1.19	1.17	3.43
ABBV AbbVie Inc.	44	0.19	0.44	1.06	0.28	0.62
CTAS Cintas Corporation	14	-0.74	-0.92	0.88	-0.58	-1.24
MO Altria Group, Inc.	68	1.12	1.53	1.22	1.20	3.11

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.

Dividend Future Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.09
5-Year: 1.14
10-Year: 1.02
All Time: 1.09

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 Dividend Future 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

Dividend Future provided a 3.51% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.51%	3.70%	3.72%	4.13%	3.91%	3.47%	3.97%	3.55%	3.81%	3.19%	3.35%	3.63%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
VYM Vanguard High Dividend Yield ETF	2.37%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
O Realty Income Corporation	5.20%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
MAIN Main Street Capital Corporation	8.09%	7.00%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.49%	7.42%	9.15%
EPD Enterprise Products Partners L.P.	5.79%	6.74%	6.63%	7.51%	7.79%	8.20%	9.09%	6.23%	6.97%	6.29%	5.88%	5.90%
ABBV AbbVie Inc.	3.18%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
CTAS Cintas Corporation	1.00%	0.89%	0.80%	0.83%	0.93%	0.77%	0.99%	0.95%	1.22%	1.04%	1.15%	1.15%
MO Altria Group, Inc.	6.39%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%

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 Dividend Future. 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 Future was 36.28%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Dividend Future drawdown is 4.44%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36.28%	Feb 20, 2020	23	Mar 23, 2020	161	Nov 9, 2020	184
-16.7%	Apr 21, 2022	113	Sep 30, 2022	135	Apr 17, 2023	248
-16%	Sep 24, 2018	64	Dec 24, 2018	55	Mar 15, 2019	119
-13.01%	Feb 21, 2025	33	Apr 8, 2025	42	Jun 9, 2025	75
-11.25%	Jan 29, 2018	39	Mar 23, 2018	107	Aug 24, 2018	146

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 14 assets, with an effective number of assets of 8.73, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	WMT	MO	O	EPD	ABBV	NVDA	MAIN	WM	MSFT	TXN	MA	CTAS	SCHD	VYM	Portfolio
Benchmark	1.00	0.38	0.33	0.34	0.42	0.42	0.61	0.51	0.46	0.71	0.69	0.68	0.66	0.81	0.87	0.87
WMT	0.38	1.00	0.29	0.23	0.15	0.23	0.18	0.17	0.35	0.28	0.25	0.29	0.31	0.42	0.42	0.43
MO	0.33	0.29	1.00	0.34	0.22	0.28	0.06	0.22	0.36	0.17	0.21	0.25	0.29	0.50	0.47	0.52
O	0.34	0.23	0.34	1.00	0.21	0.24	0.09	0.29	0.39	0.21	0.23	0.28	0.34	0.42	0.41	0.50
EPD	0.42	0.15	0.22	0.21	1.00	0.24	0.19	0.32	0.24	0.21	0.29	0.29	0.29	0.46	0.49	0.53
ABBV	0.42	0.23	0.28	0.24	0.24	1.00	0.18	0.23	0.31	0.26	0.28	0.34	0.31	0.48	0.48	0.55
NVDA	0.61	0.18	0.06	0.09	0.19	0.18	1.00	0.29	0.17	0.55	0.57	0.41	0.37	0.38	0.40	0.50
MAIN	0.51	0.17	0.22	0.29	0.32	0.23	0.29	1.00	0.25	0.32	0.34	0.36	0.38	0.49	0.52	0.57
WM	0.46	0.35	0.36	0.39	0.24	0.31	0.17	0.25	1.00	0.31	0.31	0.40	0.52	0.52	0.52	0.55
MSFT	0.71	0.28	0.17	0.21	0.21	0.26	0.55	0.32	0.31	1.00	0.51	0.53	0.48	0.49	0.51	0.60
TXN	0.69	0.25	0.21	0.23	0.29	0.28	0.57	0.34	0.31	0.51	1.00	0.50	0.49	0.63	0.62	0.67
MA	0.68	0.29	0.25	0.28	0.29	0.34	0.41	0.36	0.40	0.53	0.50	1.00	0.55	0.59	0.61	0.65
CTAS	0.66	0.31	0.29	0.34	0.29	0.31	0.37	0.38	0.52	0.48	0.49	0.55	1.00	0.61	0.61	0.67
SCHD	0.81	0.42	0.50	0.42	0.46	0.48	0.38	0.49	0.52	0.49	0.63	0.59	0.61	1.00	0.95	0.92
VYM	0.87	0.42	0.47	0.41	0.49	0.48	0.40	0.52	0.52	0.51	0.62	0.61	0.61	0.95	1.00	0.92
Portfolio	0.87	0.43	0.52	0.50	0.53	0.55	0.50	0.57	0.55	0.60	0.67	0.65	0.67	0.92	0.92	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

Dividend Future

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