Dividends and short term
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividends and short term, 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
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Dividends and short term | 4.11% | 1.44% | 4.05% | 7.91% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.22% |
VIG Vanguard Dividend Appreciation ETF | 10.22% | 1.78% | 8.53% | 14.74% | 11.43% | 11.37% |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
BIV Vanguard Intermediate-Term Bond ETF | 0.84% | 1.12% | 1.92% | 5.04% | 0.35% | 1.86% |
BSV Vanguard Short-Term Bond ETF | 1.89% | 1.02% | 2.00% | 5.47% | 1.20% | 1.49% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 1.47% | 1.16% | 2.55% | 7.21% | 1.11% | 2.65% |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.82% | 1.15% | 1.55% | 4.21% | 0.01% | 1.21% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 2.74% | -0.05% | 2.30% | 4.94% | 2.33% | 2.20% |
ICSH iShares Ultra Short-Term Bond ETF | 3.17% | 0.63% | 2.76% | 5.98% | 2.51% | 2.26% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.04% | 0.43% | 2.63% | 5.40% | N/A | N/A |
VCADX Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares | 0.45% | 0.77% | 1.42% | 3.91% | 1.24% | 2.33% |
SPBO SPDR Portfolio Corporate Bond ETF | 0.89% | 0.76% | 1.79% | 6.32% | 0.92% | 2.29% |
DGRO iShares Core Dividend Growth ETF | 11.25% | 2.79% | 9.42% | 14.76% | 11.24% | 11.62% |
VTV Vanguard Value ETF | 11.64% | 2.93% | 10.46% | 15.67% | 10.70% | 10.05% |
Monthly Returns
The table below presents the monthly returns of Dividends and short term, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.37% | 0.36% | 1.67% | -2.03% | 1.58% | 0.68% | 4.11% | ||||||
| 2023 | 2.36% | -2.08% | 1.53% | 0.73% | -1.50% | 1.65% | 1.13% | -0.74% | -2.09% | -1.24% | 4.28% | 3.15% | 7.15% |
| 2022 | -1.94% | -1.08% | -0.61% | -3.10% | 1.07% | -2.87% | 2.91% | -2.28% | -4.15% | 2.76% | 3.87% | -1.30% | -6.86% |
| 2021 | -0.73% | 0.37% | 1.68% | 1.35% | 0.88% | 0.12% | 1.06% | 0.47% | -1.71% | 1.46% | -0.50% | 1.92% | 6.50% |
| 2020 | 0.19% | 0.42% | 2.05% | 1.23% | -0.69% | -0.61% | 4.09% | 1.05% | 7.90% |
Expense Ratio
Dividends and short term has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividends and short term is 50, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.04 | 1.57 | 1.18 | 0.88 | 3.25 |
VIG Vanguard Dividend Appreciation ETF | 1.45 | 2.10 | 1.26 | 1.42 | 4.79 |
BND Vanguard Total Bond Market ETF | 0.54 | 0.82 | 1.09 | 0.20 | 1.69 |
BIV Vanguard Intermediate-Term Bond ETF | 0.62 | 0.95 | 1.11 | 0.23 | 1.97 |
BSV Vanguard Short-Term Bond ETF | 1.94 | 3.06 | 1.37 | 0.90 | 10.16 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 0.93 | 1.41 | 1.16 | 0.35 | 3.10 |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.65 | 0.99 | 1.11 | 0.23 | 2.11 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 8.84 | 11.13 | 8.17 | 11.54 | 128.63 |
ICSH iShares Ultra Short-Term Bond ETF | 13.87 | 40.10 | 9.11 | 86.25 | 610.97 |
SGOV iShares 0-3 Month Treasury Bond ETF | 22.77 | — | — | — | — |
VCADX Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares | 1.18 | 1.87 | 1.25 | 0.42 | 2.57 |
SPBO SPDR Portfolio Corporate Bond ETF | 0.75 | 1.14 | 1.13 | 0.28 | 2.44 |
DGRO iShares Core Dividend Growth ETF | 1.45 | 2.10 | 1.25 | 1.18 | 4.30 |
VTV Vanguard Value ETF | 1.52 | 2.20 | 1.26 | 1.51 | 4.84 |
Dividends
Dividend yield
Dividends and short term granted a 3.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividends and short term | 3.64% | 3.39% | 2.30% | 1.79% | 2.03% | 2.39% | 2.42% | 2.06% | 2.01% | 2.07% | 1.97% | 1.99% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VIG Vanguard Dividend Appreciation ETF | 1.80% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
BND Vanguard Total Bond Market ETF | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BIV Vanguard Intermediate-Term Bond ETF | 3.49% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 2.38% | 3.02% | 3.96% | 4.22% |
BSV Vanguard Short-Term Bond ETF | 2.99% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.12% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.23% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.40% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% | 0.00% |
ICSH iShares Ultra Short-Term Bond ETF | 5.23% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% | 0.46% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.20% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCADX Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares | 2.74% | 2.57% | 2.36% | 2.13% | 2.26% | 2.52% | 2.71% | 2.66% | 2.78% | 2.87% | 3.08% | 3.40% |
SPBO SPDR Portfolio Corporate Bond ETF | 5.11% | 4.73% | 3.54% | 2.65% | 2.85% | 3.46% | 3.60% | 3.15% | 3.09% | 3.07% | 3.21% | 3.76% |
DGRO iShares Core Dividend Growth ETF | 2.30% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
VTV Vanguard Value ETF | 2.40% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dividends and short term. 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 Dividends and short term was 11.69%, occurring on Sep 27, 2022. Recovery took 335 trading sessions.
The current Dividends and short term drawdown is 0.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.69% | Jan 5, 2022 | 183 | Sep 27, 2022 | 335 | Jan 29, 2024 | 518 |
| -2.58% | Jun 9, 2020 | 14 | Jun 26, 2020 | 16 | Jul 21, 2020 | 30 |
| -2.47% | Apr 1, 2024 | 12 | Apr 16, 2024 | 21 | May 15, 2024 | 33 |
| -2.37% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -2.14% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current Dividends and short term volatility is 1.13%, 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.
Diversification
Asset Correlations Table
| SGOV | USFR | VCADX | ICSH | SCHD | VTV | DGRO | VIG | VGIT | BSV | BND | BIV | SPBO | VCIT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.25 | 0.02 | 0.26 | -0.02 | -0.02 | -0.01 | -0.01 | 0.01 | 0.05 | 0.01 | 0.02 | 0.02 | 0.01 |
| USFR | 0.25 | 1.00 | 0.01 | 0.15 | -0.03 | -0.03 | -0.02 | -0.01 | 0.05 | 0.05 | 0.04 | 0.04 | 0.03 | 0.02 |
| VCADX | 0.02 | 0.01 | 1.00 | 0.27 | 0.06 | 0.05 | 0.08 | 0.10 | 0.44 | 0.44 | 0.45 | 0.46 | 0.42 | 0.45 |
| ICSH | 0.26 | 0.15 | 0.27 | 1.00 | 0.06 | 0.06 | 0.07 | 0.08 | 0.44 | 0.49 | 0.44 | 0.43 | 0.39 | 0.42 |
| SCHD | -0.02 | -0.03 | 0.06 | 0.06 | 1.00 | 0.96 | 0.95 | 0.88 | 0.00 | 0.11 | 0.08 | 0.09 | 0.21 | 0.22 |
| VTV | -0.02 | -0.03 | 0.05 | 0.06 | 0.96 | 1.00 | 0.96 | 0.91 | -0.01 | 0.09 | 0.07 | 0.08 | 0.21 | 0.21 |
| DGRO | -0.01 | -0.02 | 0.08 | 0.07 | 0.95 | 0.96 | 1.00 | 0.96 | 0.04 | 0.14 | 0.13 | 0.13 | 0.27 | 0.27 |
| VIG | -0.01 | -0.01 | 0.10 | 0.08 | 0.88 | 0.91 | 0.96 | 1.00 | 0.07 | 0.17 | 0.16 | 0.17 | 0.30 | 0.30 |
| VGIT | 0.01 | 0.05 | 0.44 | 0.44 | 0.00 | -0.01 | 0.04 | 0.07 | 1.00 | 0.91 | 0.95 | 0.96 | 0.83 | 0.88 |
| BSV | 0.05 | 0.05 | 0.44 | 0.49 | 0.11 | 0.09 | 0.14 | 0.17 | 0.91 | 1.00 | 0.85 | 0.89 | 0.77 | 0.84 |
| BND | 0.01 | 0.04 | 0.45 | 0.44 | 0.08 | 0.07 | 0.13 | 0.16 | 0.95 | 0.85 | 1.00 | 0.97 | 0.93 | 0.94 |
| BIV | 0.02 | 0.04 | 0.46 | 0.43 | 0.09 | 0.08 | 0.13 | 0.17 | 0.96 | 0.89 | 0.97 | 1.00 | 0.91 | 0.95 |
| SPBO | 0.02 | 0.03 | 0.42 | 0.39 | 0.21 | 0.21 | 0.27 | 0.30 | 0.83 | 0.77 | 0.93 | 0.91 | 1.00 | 0.95 |
| VCIT | 0.01 | 0.02 | 0.45 | 0.42 | 0.22 | 0.21 | 0.27 | 0.30 | 0.88 | 0.84 | 0.94 | 0.95 | 0.95 | 1.00 |