Asset Allocation
Find the right asset allocation for Dividend 2.0
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend 2.0, 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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Returns By Period
As of Jun 13, 2026, the Dividend 2.0 returned 6.61% Year-To-Date and 25.88% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Dividend 2.0 | 0.23% | -2.28% | 6.61% | 6.08% | 17.60% | 24.30% | 22.65% | 25.88% |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | 1.32% | 8.05% | 1.30% | 3.65% | 23.06% | 22.39% | 18.94% | 19.10% |
ABR Arbor Realty Trust, Inc. | 0.97% | -8.15% | -28.34% | -37.31% | -43.06% | -19.02% | -13.68% | 7.94% |
AVGO Broadcom Inc. | -0.91% | -13.12% | 10.62% | 6.58% | 54.87% | 67.17% | 55.09% | 40.96% |
CTAS Cintas Corporation | -3.08% | 6.51% | -5.80% | -5.53% | -19.83% | 14.43% | 15.92% | 23.61% |
MA Mastercard Incorporated | 0.71% | 0.01% | -13.89% | -14.05% | -12.30% | 10.32% | 6.66% | 18.64% |
MAIN Main Street Capital Corporation | 0.54% | 3.14% | -10.97% | -12.92% | -3.16% | 18.74% | 12.76% | 13.19% |
MO Altria Group, Inc. | 0.74% | -0.65% | 26.86% | 26.78% | 28.74% | 25.73% | 16.36% | 7.93% |
MSFT Microsoft Corporation | 0.10% | -4.36% | -18.85% | -17.98% | -17.07% | 6.16% | 9.56% | 24.39% |
NVDA NVIDIA Corporation | 0.16% | -12.86% | 10.16% | 17.38% | 44.72% | 71.13% | 63.13% | 67.95% |
O Realty Income Corporation | 1.31% | 1.67% | 13.70% | 11.57% | 14.88% | 6.59% | 3.49% | 4.89% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2013, Dividend 2.0's average daily return is +0.10%, while the average monthly return is +2.03%. At this rate, an investment would double in approximately 2.9 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +15.7%, while the worst month was Mar 2020 at -16.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Dividend 2.0 closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -15.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.17% | 1.96% | -3.17% | 8.17% | -0.18% | -2.10% | 6.61% | ||||||
| 2025 | 0.57% | 1.37% | -2.87% | -1.90% | 5.93% | 5.70% | 3.05% | 3.49% | 2.50% | -1.12% | -0.34% | -0.68% | 16.35% |
| 2024 | 4.21% | 6.81% | 6.20% | -3.36% | 5.00% | 4.90% | 3.04% | 3.18% | 2.25% | 0.24% | 2.66% | -2.21% | 37.64% |
| 2023 | 6.18% | 1.95% | 4.83% | 1.46% | 4.69% | 5.96% | 4.37% | -0.08% | -4.20% | -3.03% | 7.62% | 6.08% | 41.27% |
| 2022 | -2.65% | -0.89% | 5.42% | -6.64% | 1.00% | -8.12% | 10.31% | -6.33% | -10.43% | 11.45% | 9.18% | -3.98% | -4.71% |
| 2021 | -1.70% | 6.53% | 3.62% | 5.23% | 2.30% | 4.82% | 1.63% | 2.46% | -4.01% | 10.17% | 1.88% | 5.55% | 44.99% |
Benchmark Metrics
Dividend 2.0 has an annualized alpha of 11.71%, beta of 1.00, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.
- This portfolio captured 133.38% of S&P 500 Index gains but only 76.27% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 11.71% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.00 and R2 of 0.88, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 11.71%
- Beta
- 1.00
- R²
- 0.88
- Upside Capture
- 133.38%
- Downside Capture
- 76.27%
Expense Ratio
Dividend 2.0 has an expense ratio of 0.01%, 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.
Return for Risk
Risk / Return Rank
Dividend 2.0 ranks 30 for risk / return — below 30% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Dividend 2.0 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.60 | 1.86 | -0.27 |
| Sortino ratioReturn per unit of downside risk | 2.27 | 2.53 | -0.26 |
| Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 2.53 | -0.06 |
| Martin ratioReturn relative to average drawdown | 7.05 | 11.37 | -4.32 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 67 | 0.92 | 1.42 | 1.18 | 1.29 | 2.88 |
ABR Arbor Realty Trust, Inc. | 6 | -1.07 | -1.50 | 0.81 | -0.81 | -1.56 |
AVGO Broadcom Inc. | 73 | 1.11 | 1.69 | 1.22 | 1.77 | 4.11 |
CTAS Cintas Corporation | 10 | -1.00 | -1.34 | 0.84 | -0.75 | -1.31 |
MA Mastercard Incorporated | 11 | -0.74 | -0.91 | 0.89 | -0.79 | -1.59 |
MAIN Main Street Capital Corporation | 34 | -0.16 | -0.05 | 0.99 | -0.18 | -0.35 |
MO Altria Group, Inc. | 74 | 1.27 | 1.77 | 1.24 | 1.75 | 4.39 |
MSFT Microsoft Corporation | 17 | -0.70 | -0.84 | 0.89 | -0.53 | -1.08 |
NVDA NVIDIA Corporation | 74 | 1.20 | 1.75 | 1.21 | 2.07 | 4.94 |
O Realty Income Corporation | 66 | 0.88 | 1.26 | 1.15 | 1.29 | 3.12 |
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Dividends
Dividend yield
Dividend 2.0 provided a 3.20% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.20% | 3.18% | 2.89% | 2.95% | 2.94% | 2.61% | 3.21% | 2.88% | 3.14% | 2.55% | 2.68% | 2.83% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 2.96% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ABR Arbor Realty Trust, Inc. | 20.54% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
CTAS Cintas Corporation | 1.02% | 0.89% | 0.80% | 0.83% | 0.93% | 0.77% | 0.99% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% |
MA Mastercard Incorporated | 0.67% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
MAIN Main Street Capital Corporation | 8.25% | 7.00% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.49% | 7.42% | 9.15% |
MO Altria Group, Inc. | 5.84% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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 2.0. 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 2.0 was 38.13%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current Dividend 2.0 drawdown is 3.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -38.13%Mar 2020 | 1mo 2d | 4mo 13d | 5mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -21.01%Sep 2022 | 6mo 4d | 4mo 5d | 10mo 9dMar 2022 - Feb 2023 |
Rate-hike selloffLate 2018 | -18.72%Dec 2018 | 2mo 23d | 2mo 25d | 5mo 18dOct 2018 - Mar 2019 |
2025 selloff2025 | -14.83%Apr 2025 | 1mo 16d | 1mo 26d | 3mo 12dFeb 2025 - Jun 2025 |
2015 correction2015 | -11.08%Aug 2015 | 7d | 1mo 21d | 1mo 28dAug 2015 - Oct 2015 |
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 15 assets, with an effective number of assets of 12.11, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 2.58 | 1.95 | 1.69 | 1.52 | 1.54 |
The portfolio has a diversification ratio of 1.54, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Dividend 2.0 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.89 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHD has the highest benchmark correlation at 0.81, while MO has the lowest at 0.32.
Asset Correlations Table
Find what Dividend 2.0 is missing
See which holdings overlap, where Dividend 2.0 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification