PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Dividends and short term
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 8.33%BIV 8.33%BSV 8.33%VCIT 8.33%VGIT 8.33%USFR 8.33%ICSH 8.33%SGOV 8.33%VCADX 8.33%TFLO 8.33%SCHD 8.33%VIG 8.33%BondBondEquityEquity
PositionCategory/SectorWeight
BIV
Vanguard Intermediate-Term Bond ETF

8.33%

BND
Vanguard Total Bond Market ETF

8.33%

BSV
Vanguard Short-Term Bond ETF

8.33%

ICSH
iShares Ultra Short-Term Bond ETF
Money Market, Actively Managed

8.33%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

8.33%

SGOV
iShares 0-3 Month Treasury Bond ETF
Government Bonds

8.33%

TFLO
iShares Treasury Floating Rate Bond ETF
Government Bonds

8.33%

USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
Government Bonds

8.33%

VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
Municipal Bonds

8.33%

VCIT
Vanguard Intermediate-Term Corporate Bond ETF
Corporate Bonds

8.33%

VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

8.33%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

8.33%

S&P 500

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


0.00%20.00%40.00%60.00%80.00%NovemberDecember2024FebruaryMarchApril
8.94%
63.95%
Dividends and short term
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Dividends and short term-0.17%-1.33%5.81%4.11%N/AN/A
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.94%10.92%
VIG
Vanguard Dividend Appreciation ETF
2.63%-3.93%14.62%13.43%11.26%10.85%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.05%1.21%
BIV
Vanguard Intermediate-Term Bond ETF
-3.08%-2.31%5.42%-0.65%0.40%1.67%
BSV
Vanguard Short-Term Bond ETF
-0.72%-0.80%2.87%2.22%1.07%1.26%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-2.71%-2.36%7.76%1.99%1.22%2.46%
VGIT
Vanguard Intermediate-Term Treasury ETF
-2.62%-1.84%3.23%-1.19%-0.04%0.98%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
1.82%0.48%2.73%5.55%2.16%2.08%
ICSH
iShares Ultra Short-Term Bond ETF
1.51%0.32%2.95%5.62%2.36%2.11%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.65%0.42%2.69%5.35%N/AN/A
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
-1.06%-0.91%6.49%2.83%1.52%2.35%
TFLO
iShares Treasury Floating Rate Bond ETF
1.72%0.44%2.68%5.45%2.11%1.59%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.29%0.04%1.09%
2023-1.56%-0.82%3.37%2.53%

Expense Ratio

The Dividends and short term has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Dividends and short term
Sharpe ratio
The chart of Sharpe ratio for Dividends and short term, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.001.20
Sortino ratio
The chart of Sortino ratio for Dividends and short term, currently valued at 1.84, compared to the broader market-2.000.002.004.006.001.84
Omega ratio
The chart of Omega ratio for Dividends and short term, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.801.22
Calmar ratio
The chart of Calmar ratio for Dividends and short term, currently valued at 0.74, compared to the broader market0.002.004.006.008.000.74
Martin ratio
The chart of Martin ratio for Dividends and short term, currently valued at 4.03, compared to the broader market0.0010.0020.0030.0040.004.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
VIG
Vanguard Dividend Appreciation ETF
1.341.981.231.384.44
BND
Vanguard Total Bond Market ETF
-0.020.011.00-0.01-0.06
BIV
Vanguard Intermediate-Term Bond ETF
-0.05-0.021.00-0.02-0.11
BSV
Vanguard Short-Term Bond ETF
0.801.241.140.412.23
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.330.531.060.130.96
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.15-0.180.98-0.06-0.29
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
7.5812.257.9612.8380.69
ICSH
iShares Ultra Short-Term Bond ETF
11.3628.926.2057.03397.63
SGOV
iShares 0-3 Month Treasury Bond ETF
21.97525.16526.16539.158,558.77
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
0.931.441.200.331.90
TFLO
iShares Treasury Floating Rate Bond ETF
15.4259.4815.06139.77960.39

Sharpe Ratio

The current Dividends and short term Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.20

The Sharpe ratio of Dividends and short term 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.20
1.66
Dividends and short term
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividends and short term granted a 3.78% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividends and short term3.78%3.56%2.13%1.53%1.75%2.28%2.23%1.85%1.72%1.74%1.77%1.82%
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
1.85%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
3.36%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
3.42%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
2.77%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
4.06%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
3.05%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
5.29%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
5.03%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
5.14%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
2.68%2.57%2.36%2.13%2.26%2.52%2.71%2.66%2.78%2.87%3.08%3.40%
TFLO
iShares Treasury Floating Rate Bond ETF
5.24%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%0.08%0.00%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.58%
-5.46%
Dividends and short term
Benchmark (^GSPC)
Portfolio components

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 9.45%, occurring on Oct 20, 2022. Recovery took 296 trading sessions.

The current Dividends and short term drawdown is 1.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.45%Dec 29, 2021205Oct 20, 2022296Dec 26, 2023501
-1.79%Apr 1, 202412Apr 16, 2024
-1.44%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-1.28%Aug 17, 202132Sep 30, 202126Nov 5, 202158
-1.27%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The current Dividends and short term volatility is 1.04%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.04%
3.15%
Dividends and short term
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

USFRSGOVTFLOSCHDVIGVCADXICSHVGITBSVBNDBIVVCIT
USFR1.000.250.23-0.03-0.000.000.130.040.040.030.030.02
SGOV0.251.000.32-0.02-0.010.000.22-0.010.03-0.00-0.00-0.01
TFLO0.230.321.00-0.08-0.10-0.010.14-0.010.01-0.02-0.01-0.02
SCHD-0.03-0.02-0.081.000.890.050.05-0.020.090.060.070.21
VIG-0.00-0.01-0.100.891.000.090.070.050.150.150.150.29
VCADX0.000.00-0.010.050.091.000.260.430.420.440.450.44
ICSH0.130.220.140.050.070.261.000.430.480.430.420.41
VGIT0.04-0.01-0.01-0.020.050.430.431.000.910.940.960.88
BSV0.040.030.010.090.150.420.480.911.000.850.890.83
BND0.03-0.00-0.020.060.150.440.430.940.851.000.970.94
BIV0.03-0.00-0.010.070.150.450.420.960.890.971.000.95
VCIT0.02-0.01-0.020.210.290.440.410.880.830.940.951.00