ETF FG
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 25% |
QUAL iShares Edge MSCI USA Quality Factor ETF | Large Cap Growth Equities | 25% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF FG , 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 Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Nov 15, 2024, the ETF FG returned 26.07% Year-To-Date and 13.92% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| ETF FG | 26.07% | 1.92% | 12.62% | 33.70% | 15.89% | 13.92% |
| Portfolio components: | ||||||
QUAL iShares Edge MSCI USA Quality Factor ETF | 24.98% | 0.89% | 10.82% | 31.96% | 15.03% | 13.31% |
VOO Vanguard S&P 500 ETF | 26.13% | 2.36% | 13.01% | 33.91% | 15.61% | 13.33% |
DGRO iShares Core Dividend Growth ETF | 19.78% | -0.06% | 9.79% | 27.80% | 11.80% | 11.92% |
SCHG Schwab U.S. Large-Cap Growth ETF | 33.21% | 4.48% | 16.57% | 40.95% | 20.47% | 16.71% |
Monthly Returns
The table below presents the monthly returns of ETF FG , 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 | 1.94% | 5.43% | 2.98% | -4.02% | 4.90% | 3.58% | 1.37% | 2.68% | 1.86% | -1.04% | 26.07% | ||
| 2023 | 6.51% | -2.30% | 4.44% | 1.62% | 1.01% | 6.31% | 3.49% | -1.35% | -4.77% | -1.95% | 9.03% | 4.64% | 28.97% |
| 2022 | -6.09% | -3.39% | 3.67% | -8.90% | -0.26% | -8.02% | 9.38% | -4.50% | -9.31% | 7.77% | 6.02% | -5.80% | -19.85% |
| 2021 | -1.54% | 2.26% | 4.58% | 5.29% | 0.44% | 2.91% | 2.95% | 2.98% | -5.24% | 7.35% | -0.61% | 4.01% | 27.76% |
| 2020 | 0.14% | -8.00% | -11.78% | 12.85% | 5.29% | 1.62% | 5.72% | 7.14% | -3.38% | -2.52% | 11.11% | 3.77% | 20.70% |
| 2019 | 7.85% | 3.66% | 2.03% | 4.03% | -6.22% | 7.02% | 1.53% | -1.44% | 1.80% | 2.39% | 4.00% | 2.78% | 32.79% |
| 2018 | 5.53% | -3.33% | -2.23% | -0.10% | 2.67% | 0.55% | 3.76% | 3.70% | 0.72% | -7.06% | 1.89% | -8.53% | -3.45% |
| 2017 | 1.90% | 4.38% | 0.18% | 1.22% | 1.59% | 0.67% | 1.73% | 0.54% | 2.10% | 2.61% | 3.47% | 1.20% | 23.76% |
| 2016 | -4.98% | 0.33% | 6.57% | 0.18% | 1.61% | 0.18% | 3.67% | 0.01% | -0.08% | -1.96% | 3.58% | 1.69% | 10.85% |
| 2015 | -2.40% | 5.86% | -1.39% | 0.28% | 1.42% | -1.92% | 2.48% | -5.84% | -2.23% | 8.34% | 0.29% | -1.79% | 2.33% |
| 2014 | 1.45% | -1.36% | 4.14% | -1.17% | 2.71% | 2.77% | -0.12% | 8.59% |
Expense Ratio
ETF FG has an expense ratio of 0.08%, 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 ETF FG is 78, placing it in the top 22% 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 | |
|---|---|---|---|---|---|
QUAL iShares Edge MSCI USA Quality Factor ETF | 2.55 | 3.53 | 1.47 | 4.17 | 15.95 |
VOO Vanguard S&P 500 ETF | 2.82 | 3.76 | 1.53 | 4.05 | 18.48 |
DGRO iShares Core Dividend Growth ETF | 2.98 | 4.18 | 1.55 | 5.06 | 19.66 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.42 | 3.14 | 1.44 | 3.30 | 13.16 |
Dividends
Dividend yield
ETF FG provided a 1.20% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.20% | 1.40% | 1.54% | 1.20% | 1.44% | 1.63% | 1.94% | 1.65% | 1.82% | 1.87% | 1.32% | 0.89% |
| Portfolio components: | ||||||||||||
QUAL iShares Edge MSCI USA Quality Factor ETF | 0.99% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
DGRO iShares Core Dividend Growth ETF | 2.17% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
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 ETF FG . 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 ETF FG was 33.79%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current ETF FG drawdown is 1.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -26.21% | Dec 28, 2021 | 200 | Oct 12, 2022 | 293 | Dec 12, 2023 | 493 |
| -19.37% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -12.44% | Nov 4, 2015 | 68 | Feb 11, 2016 | 45 | Apr 18, 2016 | 113 |
| -11.21% | Jul 21, 2015 | 26 | Aug 25, 2015 | 49 | Nov 3, 2015 | 75 |
Volatility
Volatility Chart
The current ETF FG volatility is 3.73%, 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
| DGRO | SCHG | QUAL | VOO | |
|---|---|---|---|---|
| DGRO | 1.00 | 0.78 | 0.90 | 0.92 |
| SCHG | 0.78 | 1.00 | 0.92 | 0.94 |
| QUAL | 0.90 | 0.92 | 1.00 | 0.97 |
| VOO | 0.92 | 0.94 | 0.97 | 1.00 |