Dividend
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend, 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 26, 2017, corresponding to the inception date of USHY
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% |
| Dividend | 8.55% | 3.39% | 8.15% | 13.04% | 8.91% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.22% |
VYM Vanguard High Dividend Yield ETF | 10.89% | 3.16% | 9.56% | 14.88% | 9.95% | 9.59% |
VYMI Vanguard International High Dividend Yield ETF | 7.03% | 1.98% | 8.17% | 11.62% | 7.28% | N/A |
VNQ Vanguard Real Estate ETF | 1.73% | 6.97% | 5.82% | 8.37% | 3.80% | 5.59% |
VIG Vanguard Dividend Appreciation ETF | 10.22% | 1.78% | 8.53% | 14.74% | 11.43% | 11.37% |
DGRO iShares Core Dividend Growth ETF | 11.25% | 2.79% | 9.42% | 14.76% | 11.24% | 11.62% |
HDV iShares Core High Dividend ETF | 12.68% | 4.00% | 10.44% | 13.00% | 7.45% | 8.01% |
VIGI Vanguard International Dividend Appreciation ETF | 5.17% | 2.14% | 5.41% | 10.54% | 7.14% | N/A |
USHY iShares Broad USD High Yield Corporate Bond ETF | 4.61% | 1.66% | 4.15% | 11.60% | 3.80% | N/A |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 10.52% | 6.11% | 10.89% | 15.67% | 7.12% | N/A |
Monthly Returns
The table below presents the monthly returns of Dividend, 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 | -0.14% | 2.19% | 3.70% | -3.67% | 3.23% | 0.15% | 8.55% | ||||||
| 2023 | 4.44% | -3.60% | 0.36% | 1.45% | -4.09% | 5.16% | 3.27% | -2.42% | -3.70% | -2.79% | 7.22% | 5.59% | 10.42% |
| 2022 | -2.33% | -1.93% | 2.65% | -4.56% | 1.75% | -7.56% | 4.98% | -3.64% | -8.41% | 8.54% | 7.29% | -3.18% | -7.79% |
| 2021 | -0.75% | 3.59% | 5.74% | 3.11% | 2.58% | -0.41% | 1.26% | 1.84% | -3.57% | 4.60% | -2.51% | 6.55% | 23.73% |
| 2020 | -1.76% | -8.13% | -14.56% | 9.85% | 3.17% | 0.79% | 3.74% | 3.54% | -2.29% | -1.71% | 11.77% | 3.43% | 5.05% |
| 2019 | 6.79% | 3.02% | 1.46% | 2.70% | -5.02% | 5.91% | 0.40% | -1.13% | 2.98% | 1.45% | 1.71% | 2.71% | 24.91% |
| 2018 | 3.35% | -5.03% | -0.93% | 0.05% | 0.96% | 0.42% | 3.53% | 1.05% | 0.49% | -5.05% | 3.11% | -7.10% | -5.69% |
| 2017 | -0.03% | 3.00% | 1.35% | 4.37% |
Expense Ratio
Dividend has an expense ratio of 0.10%, 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 Dividend is 29, 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 | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
VYM Vanguard High Dividend Yield ETF | 1.43 | 2.09 | 1.25 | 1.46 | 4.52 |
VYMI Vanguard International High Dividend Yield ETF | 0.97 | 1.42 | 1.17 | 1.20 | 3.42 |
VNQ Vanguard Real Estate ETF | 0.35 | 0.64 | 1.08 | 0.19 | 0.90 |
VIG Vanguard Dividend Appreciation ETF | 1.44 | 2.08 | 1.25 | 1.41 | 4.54 |
DGRO iShares Core Dividend Growth ETF | 1.45 | 2.11 | 1.25 | 1.19 | 4.29 |
HDV iShares Core High Dividend ETF | 1.23 | 1.86 | 1.22 | 1.30 | 4.34 |
VIGI Vanguard International Dividend Appreciation ETF | 0.95 | 1.43 | 1.17 | 0.56 | 3.11 |
USHY iShares Broad USD High Yield Corporate Bond ETF | 2.03 | 3.17 | 1.39 | 1.31 | 10.75 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 1.02 | 1.58 | 1.19 | 0.69 | 3.07 |
Dividends
Dividend yield
Dividend granted a 3.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | 3.34% | 3.44% | 3.40% | 3.26% | 3.08% | 3.11% | 3.46% | 2.68% | 2.61% | 2.10% | 1.60% | 1.51% |
| 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% |
VYM Vanguard High Dividend Yield ETF | 2.92% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VYMI Vanguard International High Dividend Yield ETF | 4.56% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 4.04% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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% |
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% |
HDV iShares Core High Dividend ETF | 3.38% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% | 3.20% | 3.17% |
VIGI Vanguard International Dividend Appreciation ETF | 1.85% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.72% | 6.63% | 6.08% | 5.07% | 5.30% | 5.92% | 6.30% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.33% | 4.66% | 5.01% | 3.68% | 4.95% | 4.43% | 4.75% | 4.63% | 4.34% | 1.13% | 0.00% | 0.00% |
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 Dividend. 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 was 34.78%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Dividend drawdown is 1.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.78% | Feb 13, 2020 | 27 | Mar 23, 2020 | 166 | Nov 16, 2020 | 193 |
| -18.9% | Jan 13, 2022 | 180 | Sep 30, 2022 | 303 | Dec 14, 2023 | 483 |
| -14.46% | Jan 29, 2018 | 229 | Dec 24, 2018 | 56 | Mar 18, 2019 | 285 |
| -5.24% | Jul 30, 2019 | 12 | Aug 14, 2019 | 19 | Sep 11, 2019 | 31 |
| -5.08% | May 6, 2019 | 19 | May 31, 2019 | 13 | Jun 19, 2019 | 32 |
Volatility
Volatility Chart
The current Dividend volatility is 2.39%, 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
| USHY | VNQ | VIGI | VYMI | SPYD | HDV | VIG | SCHD | VYM | DGRO | |
|---|---|---|---|---|---|---|---|---|---|---|
| USHY | 1.00 | 0.56 | 0.65 | 0.63 | 0.56 | 0.55 | 0.66 | 0.60 | 0.61 | 0.65 |
| VNQ | 0.56 | 1.00 | 0.56 | 0.54 | 0.74 | 0.61 | 0.68 | 0.65 | 0.65 | 0.67 |
| VIGI | 0.65 | 0.56 | 1.00 | 0.87 | 0.60 | 0.62 | 0.76 | 0.69 | 0.70 | 0.75 |
| VYMI | 0.63 | 0.54 | 0.87 | 1.00 | 0.71 | 0.71 | 0.73 | 0.75 | 0.78 | 0.77 |
| SPYD | 0.56 | 0.74 | 0.60 | 0.71 | 1.00 | 0.86 | 0.76 | 0.89 | 0.90 | 0.84 |
| HDV | 0.55 | 0.61 | 0.62 | 0.71 | 0.86 | 1.00 | 0.81 | 0.91 | 0.93 | 0.88 |
| VIG | 0.66 | 0.68 | 0.76 | 0.73 | 0.76 | 0.81 | 1.00 | 0.90 | 0.90 | 0.96 |
| SCHD | 0.60 | 0.65 | 0.69 | 0.75 | 0.89 | 0.91 | 0.90 | 1.00 | 0.97 | 0.95 |
| VYM | 0.61 | 0.65 | 0.70 | 0.78 | 0.90 | 0.93 | 0.90 | 0.97 | 1.00 | 0.97 |
| DGRO | 0.65 | 0.67 | 0.75 | 0.77 | 0.84 | 0.88 | 0.96 | 0.95 | 0.97 | 1.00 |