Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 25% |
SO The Southern Company | Utilities | 50% |
VFIAX Vanguard 500 Index Fund Admiral Shares | Large Cap Blend Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JOE - New, 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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The earliest data available for this chart is Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of Apr 2, 2026, the JOE - New returned 2.75% Year-To-Date and 13.92% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio JOE - New | 0.46% | -1.56% | 2.75% | 0.46% | 14.09% | 18.87% | 13.62% | 13.92% |
| Portfolio components: | ||||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 2.92% | -5.03% | -4.35% | -2.16% | 17.30% | 18.27% | 11.75% | 14.04% |
SO The Southern Company | 0.44% | -0.30% | 12.04% | 3.91% | 9.04% | 15.73% | 13.39% | 11.02% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.96% | -4.46% | -9.73% | -8.15% | 17.00% | 22.30% | 12.76% | 16.95% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 14, 2009, JOE - New's average daily return is +0.06%, while the average monthly return is +1.12%. At this rate, your investment would double in approximately 5.2 years.
Historically, 66% of months were positive and 34% were negative. The best month was Jan 2019 with a return of +9.6%, while the worst month was Mar 2020 at -10.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JOE - New closed higher 55% of trading days. The best single day was Mar 17, 2020 with a return of +12.3%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.10% | 3.87% | -2.61% | 0.46% | 2.75% | ||||||||
| 2025 | 2.21% | 2.59% | -2.01% | 0.17% | 3.06% | 3.90% | 2.87% | -0.02% | 3.43% | 1.35% | -1.52% | -2.19% | 14.45% |
| 2024 | 0.64% | 1.99% | 4.55% | -0.77% | 7.86% | 0.77% | 3.90% | 3.24% | 3.43% | 0.13% | 2.60% | -4.18% | 26.41% |
| 2023 | 1.47% | -3.70% | 7.93% | 3.58% | -0.50% | 3.77% | 3.17% | -3.34% | -4.75% | 1.08% | 8.29% | 1.60% | 19.17% |
| 2022 | -2.85% | -4.73% | 8.15% | -4.84% | 1.56% | -6.90% | 9.43% | -1.77% | -10.72% | 1.29% | 4.61% | -1.03% | -9.34% |
| 2021 | -2.48% | -0.54% | 6.17% | 6.47% | -1.45% | -0.44% | 4.20% | 3.71% | -5.38% | 4.26% | -0.54% | 7.39% | 22.49% |
Benchmark Metrics
JOE - New has an annualized alpha of 4.60%, beta of 0.76, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since December 14, 2009.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.58%) than losses (57.67%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.60% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.60%
- Beta
- 0.76
- R²
- 0.72
- Upside Capture
- 76.58%
- Downside Capture
- 57.67%
Expense Ratio
JOE - New 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.
Return for Risk
Risk / Return Rank
JOE - New ranks 35 for risk / return — below 35% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.92 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.41 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.41 | +0.26 |
Martin ratioReturn relative to average drawdown | 5.19 | 6.61 | -1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VFIAX Vanguard 500 Index Fund Admiral Shares | 59 | 0.97 | 1.49 | 1.23 | 1.52 | 7.29 |
SO The Southern Company | 54 | 0.55 | 0.86 | 1.11 | 0.59 | 1.45 |
SCHG Schwab U.S. Large-Cap Growth ETF | 41 | 0.76 | 1.24 | 1.17 | 1.09 | 3.71 |
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Dividends
Dividend yield
JOE - New provided a 1.93% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.93% | 2.05% | 2.14% | 2.46% | 2.45% | 2.33% | 2.58% | 2.60% | 3.54% | 3.09% | 3.02% | 3.13% |
| Portfolio components: | ||||||||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.18% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
SO The Southern Company | 3.05% | 3.37% | 3.47% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
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 JOE - New. 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 JOE - New was 35.45%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current JOE - New drawdown is 2.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.45% | Feb 21, 2020 | 22 | Mar 23, 2020 | 141 | Oct 12, 2020 | 163 |
| -20.37% | Aug 19, 2022 | 38 | Oct 12, 2022 | 181 | Jul 5, 2023 | 219 |
| -16.93% | Apr 7, 2022 | 50 | Jun 17, 2022 | 39 | Aug 15, 2022 | 89 |
| -13.32% | Aug 8, 2018 | 96 | Dec 24, 2018 | 33 | Feb 12, 2019 | 129 |
| -11.24% | Jul 8, 2011 | 24 | Aug 10, 2011 | 51 | Oct 21, 2011 | 75 |
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 3 assets, with an effective number of assets of 2.67, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SO | SCHG | VFIAX | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.29 | 0.95 | 1.00 | 0.77 |
| SO | 0.29 | 1.00 | 0.19 | 0.29 | 0.79 |
| SCHG | 0.95 | 0.19 | 1.00 | 0.95 | 0.71 |
| VFIAX | 1.00 | 0.29 | 0.95 | 1.00 | 0.77 |
| Portfolio | 0.77 | 0.79 | 0.71 | 0.77 | 1.00 |