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Portfolio Dividend, Growth & Defense

Currency in USD · Last updated May 23, 2025

Asset Allocation

AAON 4.55%GOOG 4.55%MRK 4.55%SAP 4.55%V 4.55%AOF.DE 4.55%AFX.DE 4.55%FIX 4.55%NOV.DE 4.55%SIX3.DE 4.55%LMT 4.55%CW 4.55%RHM.DE 4.55%MUV2.DE 4.55%DTE.DE 4.55%DB1.DE 4.55%O 4.55%BWXT 4.55%EXLS 4.55%UL 4.55%1MC.MI 4.55%BLK 4.55%EquityEquity
PositionCategory/SectorTarget Weight
1MC.MI
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		Consumer Cyclical
4.55%
AAON
AAON, Inc.		Industrials
4.55%
AFX.DE
Carl Zeiss Meditec AG		Healthcare
4.55%
AOF.DE
ATOSS Software AG		Technology
4.55%
BLK
BlackRock, Inc.		Financial Services
4.55%
BWXT
BWX Technologies, Inc.		Industrials
4.55%
CW
Curtiss-Wright Corporation		Industrials
4.55%
DB1.DE
Deutsche Börse AG		Financial Services
4.55%
DTE.DE
Deutsche Telekom AG		Communication Services
4.55%
EXLS
ExlService Holdings, Inc.		Technology
4.55%
FIX
Comfort Systems USA, Inc.		Industrials
4.55%
GOOG
Alphabet Inc		Communication Services
4.55%
LMT
Lockheed Martin Corporation		Industrials
4.55%
MRK
Merck & Co., Inc.		Healthcare
4.55%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		Financial Services
4.55%
NOV.DE
Novo Nordisk A/S		Healthcare
4.55%
O
Realty Income Corporation		Real Estate
4.55%
RHM.DE
Rheinmetall AG		Industrials
4.55%
SAP
SAP SE		Technology
4.55%
SIX3.DE
Sixt SE		Industrials
4.55%
UL
The Unilever Group		Consumer Defensive
4.55%
V
Visa Inc.		Financial Services
4.55%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 23, 2025, the Portfolio Dividend, Growth & Defense returned 17.33% Year-To-Date and 20.75% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.80%-2.79%9.39%14.45%10.68%
Portfolio Dividend, Growth & Defense17.56%6.49%13.34%27.17%26.02%21.02%
Portfolio components:
AAON
AAON, Inc.		-15.69%15.45%-27.76%27.11%24.21%20.70%
GOOG
Alphabet Inc		-10.85%5.03%2.04%-3.37%19.30%20.40%
MRK
Merck & Co., Inc.		-21.34%-2.83%-20.47%-38.31%4.42%6.47%
SAP
SAP SE		20.81%8.74%25.90%52.24%22.51%16.71%
V
Visa Inc.		12.24%5.49%14.46%29.74%13.93%18.65%
AOF.DE
ATOSS Software AG		23.24%-6.28%17.32%12.29%25.59%32.08%
AFX.DE
Carl Zeiss Meditec AG		38.84%-2.47%13.83%-34.34%-6.65%11.46%
FIX
Comfort Systems USA, Inc.		11.43%25.45%-3.77%38.28%70.30%36.68%
NOV.DE
Novo Nordisk A/S		-21.35%7.86%-34.88%-49.17%17.52%14.28%
SIX3.DE
Sixt SE		11.08%4.90%17.85%10.93%10.89%10.52%
LMT
Lockheed Martin Corporation		-2.80%0.44%-12.34%2.96%7.78%12.40%
CW
Curtiss-Wright Corporation		20.81%27.69%15.61%53.03%36.50%20.25%
RHM.DE
Rheinmetall AG		218.48%29.54%215.79%253.80%96.66%47.04%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		31.98%-2.45%32.13%33.48%29.91%17.87%
DTE.DE
Deutsche Telekom AG		31.15%2.84%28.70%67.06%25.86%12.91%
DB1.DE
Deutsche Börse AG		43.09%3.66%47.68%65.58%16.92%17.62%
O
Realty Income Corporation		6.47%-2.38%-0.56%12.52%7.74%7.31%
BWXT
BWX Technologies, Inc.		7.80%10.96%-9.64%35.49%17.45%19.11%
EXLS
ExlService Holdings, Inc.		2.70%1.70%-1.36%47.17%31.08%20.57%
UL
The Unilever Group		14.38%0.98%10.65%20.76%8.42%7.32%
1MC.MI
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-15.60%-3.78%-8.25%-31.51%8.97%13.88%
BLK
BlackRock, Inc.		-5.53%5.12%-6.10%26.03%16.23%13.02%
*Annualized

Monthly Returns

The table below presents the monthly returns of Portfolio Dividend, Growth & Defense, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.08%-1.09%1.84%5.72%4.06%17.56%
20242.62%7.87%5.47%-3.47%0.82%-0.16%4.23%5.66%1.91%-1.47%4.53%-4.90%24.69%
20238.24%0.37%5.10%2.87%-4.82%5.50%1.79%-0.93%-5.81%-0.12%9.02%5.09%28.19%
2022-5.10%0.61%5.13%-5.82%2.35%-3.52%6.85%-5.61%-8.20%13.51%10.61%-2.95%5.32%
2021-2.21%2.22%4.84%6.53%2.19%-0.28%1.26%2.25%-4.10%6.35%-3.37%5.61%22.59%
20201.53%-7.91%-13.63%9.12%7.50%2.95%4.37%5.39%-1.48%-6.53%14.07%4.54%17.81%
20198.32%5.20%2.07%4.93%-2.62%7.91%-1.32%0.96%0.91%3.89%1.53%1.63%38.22%
20186.02%-3.13%2.19%1.82%-0.04%-1.45%7.24%1.26%-0.68%-7.57%0.47%-5.56%-0.43%
20173.13%3.87%2.17%3.89%4.83%0.71%2.89%1.28%3.29%3.12%2.67%0.58%37.58%
2016-2.49%0.53%6.85%-0.72%3.85%-2.37%3.44%-0.01%-0.07%-2.42%0.45%1.99%8.92%
20151.01%6.61%2.55%-0.03%-0.55%-0.68%5.99%-2.61%0.01%9.30%2.12%0.22%25.92%
20140.03%2.37%1.29%-4.52%0.56%-4.14%2.76%3.51%-0.08%1.47%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Portfolio Dividend, Growth & Defense has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, Portfolio Dividend, Growth & Defense is among the top 6% 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.

The Risk-Adjusted Performance Rank of Portfolio Dividend, Growth & Defense is 9494
Overall Rank
The Sharpe Ratio Rank of Portfolio Dividend, Growth & Defense is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of Portfolio Dividend, Growth & Defense is 9494
Sortino Ratio Rank
The Omega Ratio Rank of Portfolio Dividend, Growth & Defense is 9494
Omega Ratio Rank
The Calmar Ratio Rank of Portfolio Dividend, Growth & Defense is 9494
Calmar Ratio Rank
The Martin Ratio Rank of Portfolio Dividend, Growth & Defense is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAON
AAON, Inc.		0.581.131.180.681.56
GOOG
Alphabet Inc		-0.080.121.02-0.07-0.15
MRK
Merck & Co., Inc.		-1.40-1.800.76-0.84-1.49
SAP
SAP SE		1.783.101.403.3013.78
V
Visa Inc.		1.341.901.292.057.18
AOF.DE
ATOSS Software AG		0.390.871.120.531.03
AFX.DE
Carl Zeiss Meditec AG		-0.63-0.470.94-0.36-0.90
FIX
Comfort Systems USA, Inc.		0.731.251.190.972.37
NOV.DE
Novo Nordisk A/S		-1.17-1.700.78-0.82-1.43
SIX3.DE
Sixt SE		0.370.801.100.281.66
LMT
Lockheed Martin Corporation		0.130.281.040.080.14
CW
Curtiss-Wright Corporation		1.562.011.311.915.50
RHM.DE
Rheinmetall AG		5.205.451.7514.3233.82
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		1.331.851.252.697.43
DTE.DE
Deutsche Telekom AG		3.153.811.556.9822.50
DB1.DE
Deutsche Börse AG		2.833.501.555.2425.46
O
Realty Income Corporation		0.660.921.120.461.11
BWXT
BWX Technologies, Inc.		1.051.391.200.942.29
EXLS
ExlService Holdings, Inc.		1.702.651.382.278.72
UL
The Unilever Group		1.111.571.221.282.64
1MC.MI
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-0.88-1.140.86-0.70-1.58
BLK
BlackRock, Inc.		0.971.571.231.163.67

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.

Portfolio Dividend, Growth & Defense Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 1.79
  • 5-Year: 1.65
  • 10-Year: 1.25
  • All Time: 1.21

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Portfolio Dividend, Growth & Defense compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Portfolio Dividend, Growth & Defense provided a 1.90% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.90%1.88%2.07%2.00%1.75%2.17%1.73%2.47%1.79%1.95%1.74%2.13%
Portfolio components:
AAON
AAON, Inc.		0.34%0.27%0.43%0.57%0.48%0.57%0.65%0.91%0.71%0.73%0.95%0.79%
GOOG
Alphabet Inc		0.47%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MRK
Merck & Co., Inc.		4.07%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
SAP
SAP SE		0.86%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.51%1.50%3.39%
V
Visa Inc.		0.65%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
AOF.DE
ATOSS Software AG		1.68%1.48%1.35%1.31%0.77%4.03%0.98%7.44%1.57%1.81%1.28%2.22%
AFX.DE
Carl Zeiss Meditec AG		1.05%2.42%1.11%0.76%0.27%1.19%0.48%0.81%0.81%1.09%1.40%2.13%
FIX
Comfort Systems USA, Inc.		0.32%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
NOV.DE
Novo Nordisk A/S		0.34%0.21%0.14%0.16%0.17%0.27%0.28%3.65%0.31%0.49%0.17%0.23%
SIX3.DE
Sixt SE		6.66%6.77%9.14%6.83%0.06%0.09%3.32%4.10%3.16%3.89%1.05%2.60%
LMT
Lockheed Martin Corporation		2.75%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
CW
Curtiss-Wright Corporation		0.20%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%0.74%
RHM.DE
Rheinmetall AG		0.45%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		3.52%3.08%3.09%3.62%3.76%4.04%3.52%4.51%4.76%4.59%4.20%4.37%
DTE.DE
Deutsche Telekom AG		2.67%2.67%3.22%3.43%3.68%8.02%4.80%4.39%4.06%3.36%3.00%3.77%
DB1.DE
Deutsche Börse AG		1.39%1.71%1.93%1.98%2.04%2.08%1.93%2.33%2.43%2.94%2.58%3.55%
O
Realty Income Corporation		5.72%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
BWXT
BWX Technologies, Inc.		0.82%0.86%1.20%1.52%1.75%1.26%1.10%1.67%0.69%0.91%0.83%1.32%
EXLS
ExlService Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UL
The Unilever Group		3.03%3.29%3.83%3.61%3.77%3.07%3.17%3.46%2.79%3.40%3.02%3.69%
1MC.MI
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		2.72%2.07%2.44%1.76%0.96%1.79%1.49%2.14%1.70%2.01%2.23%2.39%
BLK
BlackRock, Inc.		2.13%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%

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, Growth & Defense. 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, Growth & Defense was 35.33%, occurring on Mar 23, 2020. Recovery took 101 trading sessions.

The current Portfolio Dividend, Growth & Defense drawdown is 1.05%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.33%Feb 20, 202023Mar 23, 2020101Aug 12, 2020124
-16.51%Aug 30, 201883Dec 24, 201857Mar 15, 2019140
-15.83%Apr 5, 2022125Sep 27, 202232Nov 10, 2022157
-13.22%Jul 4, 201472Oct 13, 201480Feb 4, 2015152
-11.53%Mar 20, 202513Apr 7, 202515Apr 29, 202528
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 22 assets, with an effective number of assets of 22.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCAOF.DEOMRKNOV.DEAFX.DELMTRHM.DEULDB1.DESIX3.DEAAONBWXTDTE.DEFIX1MC.MIGOOGMUV2.DEEXLSCWVSAPBLKPortfolio
^GSPC1.000.220.350.380.240.290.400.280.400.280.330.530.510.310.550.370.700.320.560.600.690.620.750.77
AOF.DE0.221.000.070.080.240.280.050.190.130.270.270.110.120.240.120.290.160.260.120.110.130.240.200.42
O0.350.071.000.260.070.120.270.040.340.080.110.180.210.140.240.090.200.110.300.250.310.220.270.34
MRK0.380.080.261.000.240.110.300.110.320.150.100.180.200.210.190.140.220.180.250.250.320.240.320.38
NOV.DE0.240.240.070.241.000.300.120.260.210.340.230.130.120.360.120.310.170.310.140.150.210.240.210.45
AFX.DE0.290.280.120.110.301.000.090.270.220.360.360.150.160.290.170.410.220.290.180.160.240.310.260.49
LMT0.400.050.270.300.120.091.000.180.290.150.140.270.400.190.260.110.210.190.290.480.360.230.340.43
RHM.DE0.280.190.040.110.260.270.181.000.150.350.370.200.250.390.230.370.170.410.210.290.260.280.250.53
UL0.400.130.340.320.210.220.290.151.000.280.170.210.230.330.190.270.260.260.250.260.360.430.350.46
DB1.DE0.280.270.080.150.340.360.150.350.281.000.380.200.180.480.150.440.190.510.200.180.260.340.270.53
SIX3.DE0.330.270.110.100.230.360.140.370.170.381.000.190.220.400.240.460.240.440.220.250.260.300.320.56
AAON0.530.110.180.180.130.150.270.200.210.200.191.000.390.170.520.210.310.200.430.470.360.330.430.55
BWXT0.510.120.210.200.120.160.400.250.230.180.220.391.000.180.430.180.280.200.360.550.340.320.400.53
DTE.DE0.310.240.140.210.360.290.190.390.330.480.400.170.181.000.170.430.200.560.200.220.270.330.300.54
FIX0.550.120.240.190.120.170.260.230.190.150.240.520.430.171.000.230.310.220.450.530.340.340.450.57
1MC.MI0.370.290.090.140.310.410.110.370.270.440.460.210.180.430.231.000.260.460.210.220.290.390.350.58
GOOG0.700.160.200.220.170.220.210.170.260.190.240.310.280.200.310.261.000.200.380.360.530.480.490.53
MUV2.DE0.320.260.110.180.310.290.190.410.260.510.440.200.200.560.220.460.201.000.220.270.270.350.330.57
EXLS0.560.120.300.250.140.180.290.210.250.200.220.430.360.200.450.210.380.221.000.470.430.380.460.56
CW0.600.110.250.250.150.160.480.290.260.180.250.470.550.220.530.220.360.270.471.000.440.370.500.61
V0.690.130.310.320.210.240.360.260.360.260.260.360.340.270.340.290.530.270.430.441.000.490.540.61
SAP0.620.240.220.240.240.310.230.280.430.340.300.330.320.330.340.390.480.350.380.370.491.000.490.63
BLK0.750.200.270.320.210.260.340.250.350.270.320.430.400.300.450.350.490.330.460.500.540.491.000.67
Portfolio0.770.420.340.380.450.490.430.530.460.530.560.550.530.540.570.580.530.570.560.610.610.630.671.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014
Go to the full Correlations tool for more customization options