Dividend Stocks

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Dividend Stocks

Currency in USD · Last updated May 27, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BEN Franklin Resources, Inc.	Financial Services	10%
CAG Conagra Brands, Inc.	Consumer Defensive	10%
DOW Dow Inc.	Basic Materials	10%
F Ford Motor Company	Consumer Cyclical	10%
KHC The Kraft Heinz Company	Consumer Defensive	10%
MO Altria Group, Inc.	Consumer Defensive	10%
PFE Pfizer Inc.	Healthcare	10%
T AT&T Inc.	Communication Services	10%
UPS United Parcel Service, Inc.	Industrials	10%
VZ Verizon Communications Inc.	Communication Services	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
Dividend Stocks	-2.45%	0.84%	-8.33%	-5.07%	7.71%	N/A
Portfolio components:
MO Altria Group, Inc.	16.31%	2.54%	9.25%	42.01%	18.76%	8.33%
PFE Pfizer Inc.	-8.94%	3.69%	-7.69%	-13.85%	-3.79%	0.85%
VZ Verizon Communications Inc.	12.08%	3.36%	1.91%	16.42%	1.34%	3.90%
DOW Dow Inc.	-28.12%	-5.66%	-36.11%	-47.96%	0.42%	N/A
BEN Franklin Resources, Inc.	7.80%	14.90%	-2.21%	-1.98%	8.81%	-4.01%
F Ford Motor Company	9.64%	4.69%	-4.78%	-8.11%	18.72%	1.63%
CAG Conagra Brands, Inc.	-16.98%	-7.05%	-16.07%	-22.10%	-3.49%	0.36%
KHC The Kraft Heinz Company	-13.25%	-10.82%	-15.74%	-22.99%	1.89%	N/A
UPS United Parcel Service, Inc.	-22.02%	-0.99%	-28.51%	-27.30%	3.44%	2.96%
T AT&T Inc.	23.27%	2.28%	21.51%	64.89%	11.79%	8.04%

*Annualized

Monthly Returns

The table below presents the monthly returns of Dividend Stocks, 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
2025	-0.16%	2.65%	0.59%	-4.61%	-0.80%								-2.45%
2024	-0.56%	0.22%	4.84%	-3.44%	1.99%	-1.90%	2.25%	0.97%	2.10%	-2.18%	1.48%	-5.94%	-0.67%
2023	6.01%	-3.88%	0.21%	-1.31%	-6.29%	5.24%	-0.61%	-4.50%	-4.06%	-4.71%	7.15%	4.41%	-3.51%
2022	0.30%	-2.11%	0.64%	-2.51%	2.34%	-7.61%	4.00%	-1.96%	-12.94%	10.84%	7.00%	-2.31%	-6.30%
2021	-0.20%	3.37%	9.74%	2.28%	5.92%	-2.79%	-2.55%	1.21%	-3.05%	2.88%	0.71%	7.59%	27.08%
2020	-5.89%	-13.25%	-8.69%	11.71%	3.27%	2.24%	8.31%	4.60%	-3.40%	-1.56%	11.41%	1.75%	7.37%
2019			4.54%	3.24%	-8.81%	6.27%	0.63%	-5.78%	4.70%	1.85%	2.76%	3.21%	12.14%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Dividend Stocks 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

The current rank of Dividend Stocks is 2, meaning it’s performing worse than 98% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MO Altria Group, Inc.	2.17	2.89	1.38	3.83	8.95
PFE Pfizer Inc.	-0.55	-0.60	0.93	-0.22	-0.92
VZ Verizon Communications Inc.	0.77	1.08	1.15	0.74	2.99
DOW Dow Inc.	-1.34	-2.28	0.71	-0.86	-1.89
BEN Franklin Resources, Inc.	-0.03	0.07	1.01	-0.09	-0.34
F Ford Motor Company	-0.21	-0.03	1.00	-0.14	-0.33
CAG Conagra Brands, Inc.	-0.94	-1.26	0.85	-0.60	-1.55
KHC The Kraft Heinz Company	-1.00	-1.37	0.84	-0.72	-1.87
UPS United Parcel Service, Inc.	-0.87	-1.19	0.82	-0.56	-1.88
T AT&T Inc.	2.78	3.45	1.49	3.56	22.82

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.

Dividend Stocks Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: -0.28
5-Year: 0.46
All Time: 0.25

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 0.49 to 1.03, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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

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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

Dividend Stocks provided a 6.65% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	6.65%	6.35%	6.04%	5.01%	4.47%	4.66%	4.62%	5.91%	3.34%	3.37%	3.29%	2.94%
Portfolio components:
MO Altria Group, Inc.	6.76%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%	4.06%
PFE Pfizer Inc.	7.29%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%	3.34%
VZ Verizon Communications Inc.	6.23%	6.68%	6.96%	6.53%	4.86%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%	4.57%
DOW Dow Inc.	9.89%	6.98%	5.11%	5.56%	4.94%	5.05%	3.84%	0.00%	0.00%	0.00%	0.00%	0.00%
BEN Franklin Resources, Inc.	5.86%	7.69%	3.02%	4.44%	3.37%	4.36%	4.04%	13.32%	1.92%	1.87%	1.71%	1.82%
F Ford Motor Company	7.24%	7.88%	10.25%	4.30%	0.48%	1.71%	6.45%	9.54%	5.20%	7.01%	4.26%	3.23%
CAG Conagra Brands, Inc.	6.25%	5.05%	4.75%	3.32%	3.44%	2.52%	2.49%	3.99%	2.19%	1.97%	2.37%	2.76%
KHC The Kraft Heinz Company	6.08%	5.21%	4.33%	3.93%	4.46%	4.62%	4.98%	5.81%	3.15%	2.69%	2.34%	0.00%
UPS United Parcel Service, Inc.	6.86%	5.17%	4.12%	3.50%	1.90%	2.40%	3.28%	3.73%	2.79%	2.72%	3.03%	2.41%
T AT&T Inc.	4.06%	4.88%	6.63%	7.35%	11.19%	9.58%	6.91%	9.28%	6.67%	5.98%	7.23%	7.25%

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 Dividend Stocks. 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 Dividend Stocks was 34.20%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Dividend Stocks drawdown is 17.06%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.2%	Dec 23, 2019	62	Mar 23, 2020	114	Sep 2, 2020	176
-25.01%	Jan 18, 2022	448	Oct 27, 2023	—	—	—
-10.92%	Apr 15, 2019	92	Aug 23, 2019	50	Nov 4, 2019	142
-9.74%	Jun 7, 2021	75	Sep 21, 2021	61	Dec 16, 2021	136
-7.62%	Oct 26, 2020	3	Oct 28, 2020	12	Nov 13, 2020	15

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 10 assets, with an effective number of assets of 10.00, 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.

	^GSPC	PFE	CAG	KHC	VZ	MO	F	UPS	T	DOW	BEN	Portfolio
^GSPC	1.00	0.34	0.23	0.29	0.29	0.32	0.56	0.57	0.37	0.54	0.65	0.64
PFE	0.34	1.00	0.25	0.30	0.33	0.29	0.21	0.31	0.32	0.27	0.27	0.50
CAG	0.23	0.25	1.00	0.59	0.37	0.42	0.18	0.29	0.31	0.22	0.24	0.53
KHC	0.29	0.30	0.59	1.00	0.39	0.43	0.26	0.30	0.35	0.31	0.31	0.60
VZ	0.29	0.33	0.37	0.39	1.00	0.40	0.23	0.29	0.67	0.32	0.30	0.59
MO	0.32	0.29	0.42	0.43	0.40	1.00	0.34	0.30	0.42	0.36	0.34	0.61
F	0.56	0.21	0.18	0.26	0.23	0.34	1.00	0.46	0.36	0.54	0.57	0.68
UPS	0.57	0.31	0.29	0.30	0.29	0.30	0.46	1.00	0.32	0.49	0.51	0.65
T	0.37	0.32	0.31	0.35	0.67	0.42	0.36	0.32	1.00	0.38	0.42	0.65
DOW	0.54	0.27	0.22	0.31	0.32	0.36	0.54	0.49	0.38	1.00	0.59	0.71
BEN	0.65	0.27	0.24	0.31	0.30	0.34	0.57	0.51	0.42	0.59	1.00	0.72
Portfolio	0.64	0.50	0.53	0.60	0.59	0.61	0.68	0.65	0.65	0.71	0.72	1.00

The correlation results are calculated based on daily price changes starting from Mar 21, 2019

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Dividend Stocks

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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