Portfolio Dividend
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ARCC Ares Capital Corporation | Financial Services | 20% |
HESM Hess Midstream LP | Energy | 20% |
MO Altria Group, Inc. | Consumer Defensive | 20% |
MPLX MPLX LP | Energy | 20% |
SPHY SPDR Portfolio High Yield Bond ETF | High Yield Bonds | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 5, 2017, corresponding to the inception date of HESM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| Portfolio Dividend | 7.17% | 0.57% | 5.29% | 22.53% | 20.50% | N/A |
| Portfolio components: | ||||||
MO Altria Group, Inc. | 16.31% | 1.75% | 9.29% | 42.01% | 18.76% | 8.33% |
ARCC Ares Capital Corporation | 0.89% | 2.32% | 2.52% | 10.75% | 18.72% | 13.00% |
HESM Hess Midstream LP | 6.83% | -0.16% | 7.55% | 15.83% | 24.05% | N/A |
MPLX MPLX LP | 9.84% | -1.75% | 6.20% | 36.20% | 33.25% | 5.04% |
SPHY SPDR Portfolio High Yield Bond ETF | 1.91% | 0.89% | 1.87% | 8.33% | 6.20% | 4.67% |
Monthly Returns
The table below presents the monthly returns of Portfolio Dividend, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.48% | 3.38% | 1.17% | -5.14% | 2.41% | 7.17% | |||||||
| 2024 | 2.54% | 1.39% | 5.98% | -1.37% | 2.98% | 1.97% | 2.78% | 3.29% | -0.52% | 1.15% | 8.78% | -3.88% | 27.47% |
| 2023 | 3.34% | -1.32% | 0.29% | 2.16% | -2.40% | 4.06% | 2.48% | -1.59% | 0.23% | -0.68% | 5.58% | 0.65% | 13.22% |
| 2022 | 5.29% | 2.36% | -0.97% | -0.89% | 2.25% | -12.28% | 8.09% | -0.40% | -8.54% | 11.69% | 3.88% | -2.64% | 5.52% |
| 2021 | 3.23% | 4.22% | 7.84% | 0.70% | 5.68% | 1.05% | 0.16% | 1.56% | 1.70% | -0.80% | -1.57% | 6.77% | 34.59% |
| 2020 | -0.93% | -11.29% | -27.61% | 23.98% | 7.97% | -2.05% | 1.56% | 3.69% | -8.00% | 2.54% | 13.10% | 4.63% | -1.93% |
| 2019 | 10.42% | 3.13% | 0.85% | 0.62% | -5.82% | 2.34% | -0.28% | -2.20% | -0.02% | 2.36% | 0.71% | 4.92% | 17.45% |
| 2018 | 2.80% | -5.15% | -1.35% | 1.10% | 2.78% | -2.01% | 5.30% | 1.53% | 0.58% | 0.04% | -5.85% | -6.98% | -7.72% |
| 2017 | -0.65% | -2.60% | -2.05% | -0.37% | -1.39% | 2.43% | -1.77% | 3.34% | -0.08% | -3.25% |
Expense Ratio
Portfolio Dividend 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 91, Portfolio Dividend is among the top 9% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
MO Altria Group, Inc. | 2.17 | 2.89 | 1.38 | 3.83 | 8.95 |
ARCC Ares Capital Corporation | 0.56 | 0.82 | 1.12 | 0.54 | 2.10 |
HESM Hess Midstream LP | 0.65 | 0.90 | 1.12 | 0.75 | 2.29 |
MPLX MPLX LP | 1.79 | 2.29 | 1.30 | 2.32 | 8.33 |
SPHY SPDR Portfolio High Yield Bond ETF | 1.55 | 2.12 | 1.31 | 1.68 | 8.85 |
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Dividends
Dividend yield
Portfolio Dividend provided a 7.59% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 7.59% | 7.73% | 8.51% | 8.15% | 7.69% | 8.99% | 7.72% | 7.25% | 5.36% | 4.57% | 4.67% | 3.99% |
| Portfolio components: | ||||||||||||
MO Altria Group, Inc. | 6.76% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
ARCC Ares Capital Corporation | 8.89% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% |
HESM Hess Midstream LP | 7.24% | 7.12% | 7.50% | 7.30% | 6.93% | 8.86% | 6.89% | 8.00% | 2.93% | 0.00% | 0.00% | 0.00% |
MPLX MPLX LP | 7.35% | 7.33% | 8.65% | 8.80% | 11.30% | 12.71% | 10.42% | 8.22% | 6.23% | 5.86% | 4.33% | 1.83% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.72% | 7.80% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% |
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 Portfolio Dividend. 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 Portfolio Dividend was 48.87%, occurring on Mar 23, 2020. Recovery took 220 trading sessions.
The current Portfolio Dividend drawdown is 2.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.87% | Jan 17, 2020 | 45 | Mar 23, 2020 | 220 | Feb 4, 2021 | 265 |
| -18.56% | Apr 21, 2022 | 109 | Sep 26, 2022 | 198 | Jul 12, 2023 | 307 |
| -17.62% | Aug 20, 2018 | 88 | Dec 24, 2018 | 251 | Dec 23, 2019 | 339 |
| -11.17% | Apr 1, 2025 | 6 | Apr 8, 2025 | — | — | — |
| -9.75% | Apr 7, 2017 | 92 | Aug 17, 2017 | 108 | Jan 23, 2018 | 200 |
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 5 assets, with an effective number of assets of 5.00, 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
| ^GSPC | MO | SPHY | HESM | ARCC | MPLX | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.31 | 0.61 | 0.33 | 0.51 | 0.40 | 0.55 |
| MO | 0.31 | 1.00 | 0.23 | 0.21 | 0.27 | 0.22 | 0.54 |
| SPHY | 0.61 | 0.23 | 1.00 | 0.24 | 0.39 | 0.28 | 0.44 |
| HESM | 0.33 | 0.21 | 0.24 | 1.00 | 0.31 | 0.49 | 0.77 |
| ARCC | 0.51 | 0.27 | 0.39 | 0.31 | 1.00 | 0.34 | 0.60 |
| MPLX | 0.40 | 0.22 | 0.28 | 0.49 | 0.34 | 1.00 | 0.74 |
| Portfolio | 0.55 | 0.54 | 0.44 | 0.77 | 0.60 | 0.74 | 1.00 |