PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

2023

Last updated Sep 21, 2023

Dividend US & Intl

Asset Allocation


SCHD 37.5%JEPQ 22.5%IDOG 13.4%SCHY 13.3%IDV 13.3%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend37.5%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Large Cap Growth Equities, Dividend22.5%
IDOG
ALPS International Sector Dividend Dogs ETF
Foreign Large Cap Equities, Dividend13.4%
SCHY
Schwab International Dividend Equity ETF
Dividend, Foreign Large Cap Equities13.3%
IDV
iShares International Select Dividend ETF
Global Equities, Dividend13.3%

Performance

The chart shows the growth of an initial investment of $10,000 in 2023, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.13%
10.86%
2023
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%1.72%N/A
20231.84%7.36%8.50%17.46%1.64%N/A
SCHD
Schwab US Dividend Equity ETF
0.24%5.02%-1.48%8.21%-2.11%N/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
1.25%13.95%25.77%23.21%6.88%N/A
SCHY
Schwab International Dividend Equity ETF
3.07%4.69%7.44%18.17%0.41%N/A
IDV
iShares International Select Dividend ETF
5.14%3.84%3.01%17.14%-2.98%N/A
IDOG
ALPS International Sector Dividend Dogs ETF
2.87%8.89%15.40%30.71%6.54%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

JEPQSCHDIDVSCHYIDOG
JEPQ1.000.720.610.640.63
SCHD0.721.000.740.750.75
IDV0.610.741.000.930.94
SCHY0.640.750.931.000.92
IDOG0.630.750.940.921.00

Sharpe Ratio

The current 2023 Sharpe ratio is 1.00. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.00

The Sharpe ratio of 2023 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.801.00May 14May 21May 28Jun 04Jun 11Jun 18Jun 25Jul 02Jul 09Jul 16Jul 23Jul 30Aug 06Aug 13Aug 20Aug 27Sep 03Sep 10Sep 17
1.00
0.74
2023
Benchmark (^GSPC)
Portfolio components

Dividend yield

2023 granted a 6.06% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
20236.06%5.71%2.77%2.61%2.98%3.15%2.61%2.98%3.25%3.48%2.56%2.65%
SCHD
Schwab US Dividend Equity ETF
3.61%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.60%10.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHY
Schwab International Dividend Equity ETF
3.68%3.72%1.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDV
iShares International Select Dividend ETF
7.10%7.60%6.44%6.44%6.50%7.91%6.37%6.92%7.85%9.77%7.65%8.69%
IDOG
ALPS International Sector Dividend Dogs ETF
4.94%4.62%4.17%3.37%6.32%5.55%4.27%5.34%5.81%6.59%2.15%0.00%

Expense Ratio

The 2023 has a high expense ratio of 0.25%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%
0.00%2.15%
0.49%
0.00%2.15%
0.35%
0.00%2.15%
0.14%
0.00%2.15%
0.06%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHD
Schwab US Dividend Equity ETF
0.36
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
1.27
SCHY
Schwab International Dividend Equity ETF
0.99
IDV
iShares International Select Dividend ETF
0.77
IDOG
ALPS International Sector Dividend Dogs ETF
1.58

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.69%
-4.07%
2023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 2023. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the 2023 is 17.31%, recorded on Oct 12, 2022. It took 125 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.31%May 5, 2022111Oct 12, 2022125Apr 13, 2023236
-4.59%Jul 31, 202319Aug 24, 2023
-3.15%Apr 19, 202330May 31, 20239Jun 13, 202339
-2.27%Jun 16, 20235Jun 23, 20236Jul 3, 202311
-1.69%Jul 5, 20232Jul 6, 20234Jul 12, 20236

Volatility Chart

The current 2023 volatility is 3.00%, 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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
3.00%
3.47%
2023
Benchmark (^GSPC)
Portfolio components