Dividends+Growth v2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividends+Growth v2, 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 Oct 18, 2017, corresponding to the inception date of VICI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Dividends+Growth v2 | 17.58% | 0.82% | 8.29% | 28.60% | 15.85% | N/A |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 22.17% | -1.04% | 8.70% | 36.94% | 19.68% | 15.99% |
SCHD Schwab US Dividend Equity ETF | 12.56% | 2.34% | 6.46% | 19.45% | 12.84% | 11.41% |
DGRO iShares Core Dividend Growth ETF | 16.47% | 2.14% | 8.26% | 23.89% | 12.27% | 11.87% |
SCHX Schwab U.S. Large-Cap ETF | 18.49% | 0.59% | 7.47% | 29.37% | 15.05% | 12.74% |
SCHF Schwab International Equity ETF | 9.57% | 0.63% | 3.81% | 17.83% | 7.69% | 5.23% |
SCHA Schwab U.S. Small-Cap ETF | 8.55% | 3.09% | 5.06% | 22.55% | 8.96% | 8.18% |
VICI VICI Properties Inc. | 8.17% | 4.69% | 16.44% | 13.96% | 13.71% | N/A |
Monthly Returns
The table below presents the monthly returns of Dividends+Growth v2, 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 | 0.97% | 4.70% | 2.96% | -4.12% | 4.35% | 3.35% | 2.50% | 2.36% | 17.58% | ||||
| 2023 | 6.91% | -2.10% | 3.69% | 1.15% | 0.79% | 6.15% | 3.49% | -1.73% | -4.75% | -2.62% | 9.16% | 5.41% | 27.49% |
| 2022 | -6.18% | -2.90% | 3.39% | -8.61% | 0.02% | -7.61% | 9.57% | -4.18% | -9.16% | 7.36% | 5.65% | -5.78% | -18.93% |
| 2021 | -0.66% | 2.98% | 3.87% | 5.62% | 0.24% | 2.80% | 2.08% | 2.77% | -4.76% | 6.68% | -1.36% | 4.13% | 26.61% |
| 2020 | 0.60% | -7.67% | -13.33% | 12.71% | 5.98% | 2.50% | 6.13% | 7.16% | -2.90% | -1.90% | 11.68% | 4.13% | 24.17% |
| 2019 | 8.35% | 3.29% | 1.84% | 4.00% | -6.19% | 6.68% | 1.24% | -1.18% | 1.82% | 2.56% | 3.83% | 2.78% | 32.24% |
| 2018 | 5.84% | -4.12% | -2.33% | 0.18% | 2.98% | 1.08% | 3.17% | 3.54% | 0.76% | -7.08% | 1.90% | -8.69% | -3.83% |
| 2017 | 0.72% | 3.46% | 1.36% | 5.62% |
Expense Ratio
Dividends+Growth v2 has an expense ratio of 0.05%, 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+Growth v2 is 64, 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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.00 | 2.63 | 1.35 | 2.29 | 10.46 |
SCHD Schwab US Dividend Equity ETF | 1.58 | 2.31 | 1.27 | 1.41 | 7.06 |
DGRO iShares Core Dividend Growth ETF | 2.27 | 3.17 | 1.41 | 1.95 | 11.04 |
SCHX Schwab U.S. Large-Cap ETF | 2.16 | 2.92 | 1.39 | 2.13 | 11.80 |
SCHF Schwab International Equity ETF | 1.35 | 1.90 | 1.24 | 1.12 | 6.70 |
SCHA Schwab U.S. Small-Cap ETF | 1.06 | 1.59 | 1.19 | 0.73 | 5.25 |
VICI VICI Properties Inc. | 0.74 | 1.17 | 1.14 | 0.79 | 1.88 |
Dividends
Dividend yield
Dividends+Growth v2 granted a 1.43% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividends+Growth v2 | 1.43% | 1.76% | 1.76% | 1.51% | 1.68% | 1.83% | 2.16% | 1.54% | 1.84% | 1.80% | 1.46% | 1.21% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.33% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
SCHD Schwab US Dividend Equity ETF | 2.59% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
DGRO iShares Core Dividend Growth ETF | 2.20% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 0.94% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% |
SCHF Schwab International Equity ETF | 2.66% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% | 2.21% |
SCHA Schwab U.S. Small-Cap ETF | 0.98% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.62% | 1.24% | 1.50% | 1.48% | 1.45% | 1.14% |
VICI VICI Properties Inc. | 5.07% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dividends+Growth v2. 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+Growth v2 was 34.88%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Dividends+Growth v2 drawdown is 0.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.88% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -24.85% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -19.25% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -9.68% | Jan 29, 2018 | 44 | Apr 2, 2018 | 80 | Jul 25, 2018 | 124 |
| -8.94% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current Dividends+Growth v2 volatility is 3.80%, 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
| VICI | SCHG | SCHF | SCHD | SCHA | DGRO | SCHX | |
|---|---|---|---|---|---|---|---|
| VICI | 1.00 | 0.39 | 0.45 | 0.50 | 0.54 | 0.51 | 0.49 |
| SCHG | 0.39 | 1.00 | 0.73 | 0.64 | 0.74 | 0.75 | 0.94 |
| SCHF | 0.45 | 0.73 | 1.00 | 0.75 | 0.77 | 0.79 | 0.82 |
| SCHD | 0.50 | 0.64 | 0.75 | 1.00 | 0.80 | 0.95 | 0.82 |
| SCHA | 0.54 | 0.74 | 0.77 | 0.80 | 1.00 | 0.83 | 0.85 |
| DGRO | 0.51 | 0.75 | 0.79 | 0.95 | 0.83 | 1.00 | 0.90 |
| SCHX | 0.49 | 0.94 | 0.82 | 0.82 | 0.85 | 0.90 | 1.00 |