AOM/VTES/FTBFX/DIVO

Asset Allocation

Position	Category/Sector	Target Weight
AOM iShares Core Moderate Allocation ETF	Diversified Portfolio	40%
DIVO Amplify CWP Enhanced Dividend Income ETF	Derivative Income	30%
VTES Vanguard Short-Term Tax-Exempt Bond ETF	Municipal Bonds	20%
FTBFX Fidelity Total Bond Fund	Intermediate Core-Plus Bond	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AOM/VTES/FTBFX/DIVO, 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

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio AOM/VTES/FTBFX/DIVO	0.23%	0.92%	4.03%	4.13%	12.54%	10.00%	—	—
Portfolio components:
AOM iShares Core Moderate Allocation ETF	0.04%	0.36%	4.75%	5.32%	13.68%	10.66%	4.66%	6.31%
DIVO Amplify CWP Enhanced Dividend Income ETF	0.72%	2.16%	6.43%	5.62%	19.84%	15.47%	10.91%	—
FTBFX Fidelity Total Bond Fund	0.53%	0.47%	0.57%	1.02%	5.30%	4.80%	0.60%	2.43%
VTES Vanguard Short-Term Tax-Exempt Bond ETF	-0.03%	0.42%	0.67%	0.96%	3.39%	3.18%	—	—

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 9, 2023, AOM/VTES/FTBFX/DIVO's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 73% of months were positive and 28% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Mar 2026 at -2.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AOM/VTES/FTBFX/DIVO closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +3.3%, while the worst single day was Apr 4, 2025 at -2.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.63%	1.64%	-2.88%	2.44%	1.28%	-0.04%							4.03%
2025	2.19%	0.59%	-1.35%	-0.25%	1.90%	2.57%	0.49%	1.67%	1.83%	0.92%	0.91%	0.04%	12.06%
2024	0.49%	1.09%	1.84%	-2.24%	1.99%	0.97%	2.00%	1.93%	1.52%	-1.66%	3.03%	-2.53%	8.56%
2023			1.94%	0.96%	-1.96%	2.45%	1.53%	-1.31%	-2.57%	-1.23%	4.49%	3.41%	7.72%

Benchmark Metrics

AOM/VTES/FTBFX/DIVO has an annualized alpha of 2.62%, beta of 0.35, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since March 09, 2023.

This portfolio participated in 46.11% of S&P 500 Index downside but only 42.02% of its upside - more exposed to losses than it benefited from rallies.
This portfolio generated an annualized alpha of 2.62% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.35 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 2.62%

Beta: 0.35

R²: 0.76

Upside Capture: 42.02%

Downside Capture: 46.11%

See how alpha, beta & R² have trended over time →

Expense Ratio

AOM/VTES/FTBFX/DIVO has an expense ratio of 0.33%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DIVO

Amplify CWP Enhanced Dividend Income ETF

FTBFX

Fidelity Total Bond Fund

AOM

iShares Core Moderate Allocation ETF

VTES

Vanguard Short-Term Tax-Exempt Bond ETF

Return for Risk

Risk / Return Rank

AOM/VTES/FTBFX/DIVO ranks 65 for risk / return — better than 65% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

The table below presents risk-adjusted performance metrics for AOM/VTES/FTBFX/DIVO 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	2.17	1.86	+0.31
Sortino ratioReturn per unit of downside risk	3.24	2.53	+0.70
Omega ratioGain probability vs. loss probability	1.41	1.34	+0.07
Calmar ratioReturn relative to maximum drawdown	2.85	2.53	+0.32
Martin ratioReturn relative to average drawdown	12.39	11.37	+1.02

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
AOM iShares Core Moderate Allocation ETF	63	1.87	2.70	1.35	2.52	10.84
DIVO Amplify CWP Enhanced Dividend Income ETF	70	2.02	2.99	1.35	3.12	11.23
FTBFX Fidelity Total Bond Fund	29	1.36	2.05	1.24	1.80	5.30
VTES Vanguard Short-Term Tax-Exempt Bond ETF	74	2.70	3.88	1.62	2.28	6.62

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.

The current AOM/VTES/FTBFX/DIVO Sharpe ratio is 2.17 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 AOM/VTES/FTBFX/DIVO 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

AOM/VTES/FTBFX/DIVO provided a 4.09% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.09%	4.11%	3.66%	3.34%	2.59%	2.25%	2.80%	3.81%	2.91%	2.77%	1.22%	1.12%
Portfolio components:
AOM iShares Core Moderate Allocation ETF	2.99%	2.98%	3.10%	2.79%	2.27%	1.56%	2.02%	2.66%	2.53%	3.31%	2.14%	1.98%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.36%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	0.00%	0.00%
FTBFX Fidelity Total Bond Fund	4.36%	4.36%	4.15%	4.15%	2.54%	1.89%	5.22%	3.03%	3.19%	2.97%	3.61%	3.30%
VTES Vanguard Short-Term Tax-Exempt Bond ETF	2.75%	2.77%	2.99%	2.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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 AOM/VTES/FTBFX/DIVO. 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 AOM/VTES/FTBFX/DIVO was 6.31%, occurring on Apr 8, 2025. Recovery took 28 trading sessions.

The current AOM/VTES/FTBFX/DIVO drawdown is 0.24%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-6.31%Apr 2025	1mo 19d	1mo 11d	3moFeb 2025 - May 2025
2023 pullback2023	-5.63%Oct 2023	2mo 27d	1mo 16d	4mo 13dAug 2023 - Dec 2023
2026 pullback2026	-4.14%Mar 2026	25d	1mo 26d	2mo 21dMar 2026 - May 2026
2025 pullback2025	-3.33%Jan 2025	1mo 6d	26d	2mo 2dDec 2024 - Feb 2025
2024 pullback2024	-2.49%Apr 2024	15d	29d	1mo 14dApr 2024 - May 2024

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 4 assets, with an effective number of assets of 3.33, 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	All Time
Diversification Ratio	1.13	1.15	1.17

The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

AOM/VTES/FTBFX/DIVO correlation to the S&P 500 Index

AOM/VTES/FTBFX/DIVO has a 0.86 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023	0.84

Benchmark Correlations

Correlation vs. S&P 500 Index. AOM has the highest benchmark correlation at 0.82, while VTES has the lowest at 0.13.

0.13

0.18

0.75

0.82

Portfolio Correlations

Correlation vs. AOM/VTES/FTBFX/DIVO. AOM has the highest portfolio correlation at 0.92, while VTES has the lowest at 0.35.

0.35

0.47

0.88

0.92

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	VTES	FTBFX	DIVO	AOM
VTES	1.00	0.63	0.11	0.36
FTBFX	0.63	1.00	0.16	0.53
DIVO	0.11	0.16	1.00	0.66
AOM	0.36	0.53	0.66	1.00

The correlation results are calculated based on daily price changes starting from Mar 9, 2023

Diversification Analysis

Find what AOM/VTES/FTBFX/DIVO is missing

See which holdings overlap, where AOM/VTES/FTBFX/DIVO is concentrated, and which low-correlation assets could fill the gaps.

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