PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Dividend

Last updated Mar 2, 2024

Asset Allocation


USHY 6%SCHD 15%VYM 12%VYMI 12%VIG 12%DGRO 12%HDV 7%VIGI 6%SPYD 6%VNQ 12%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
USHY
iShares Broad USD High Yield Corporate Bond ETF
High Yield Bonds

6%

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

15%

VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities

12%

VYMI
Vanguard International High Dividend Yield ETF
Foreign Large Cap Equities, Dividend

12%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

12%

DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

12%

HDV
iShares Core High Dividend ETF
Large Cap Value Equities, Dividend

7%

VIGI
Vanguard International Dividend Appreciation ETF
Foreign Large Cap Equities, Dividend

6%

SPYD
SPDR Portfolio S&P 500 High Dividend ETF
All Cap Equities, Dividend

6%

VNQ
Vanguard Real Estate ETF
REIT

12%

S&P 500

Performance

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


40.00%50.00%60.00%70.00%80.00%90.00%100.00%OctoberNovemberDecember2024FebruaryMarch
67.01%
100.64%
Dividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 26, 2017, corresponding to the inception date of USHY

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Dividend2.53%2.28%8.41%10.40%9.12%N/A
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.52%11.35%
VYM
Vanguard High Dividend Yield ETF
4.06%2.68%9.39%10.61%9.90%9.82%
VYMI
Vanguard International High Dividend Yield ETF
1.65%3.19%9.01%11.73%6.66%N/A
VNQ
Vanguard Real Estate ETF
-2.03%2.63%7.24%3.98%4.42%6.04%
VIG
Vanguard Dividend Appreciation ETF
5.23%2.84%10.82%18.73%12.88%11.28%
DGRO
iShares Core Dividend Growth ETF
5.05%2.74%10.03%14.54%11.98%N/A
HDV
iShares Core High Dividend ETF
3.82%1.59%4.34%7.41%6.78%8.08%
VIGI
Vanguard International Dividend Appreciation ETF
2.46%2.43%9.84%14.19%8.27%N/A
USHY
iShares Broad USD High Yield Corporate Bond ETF
0.93%0.55%6.31%10.54%3.97%N/A
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
-0.61%1.01%6.85%0.91%5.62%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.30%2.16%
2023-2.40%-3.84%-2.87%7.34%5.75%

Sharpe Ratio

The current Dividend Sharpe ratio is 1.08. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.08

The Sharpe ratio of Dividend is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.08
2.44
Dividend
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend granted a 3.44% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend3.44%3.50%3.46%3.18%3.16%3.15%3.53%2.75%2.73%2.23%1.73%1.67%
SCHD
Schwab US Dividend Equity ETF
3.40%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
2.99%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
4.51%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
4.03%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
1.79%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
2.33%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
3.68%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
1.88%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%0.00%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.64%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
4.69%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%0.00%

Expense Ratio

The Dividend features an expense ratio of 0.10%, falling within the medium range. 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%0.22%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.07%
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%0.06%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Dividend
1.08
SCHD
Schwab US Dividend Equity ETF
0.72
VYM
Vanguard High Dividend Yield ETF
1.05
VYMI
Vanguard International High Dividend Yield ETF
1.02
VNQ
Vanguard Real Estate ETF
0.35
VIG
Vanguard Dividend Appreciation ETF
2.00
DGRO
iShares Core Dividend Growth ETF
1.52
HDV
iShares Core High Dividend ETF
0.82
VIGI
Vanguard International Dividend Appreciation ETF
1.40
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.80
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
0.15

Asset Correlations Table

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

USHYVNQVIGIVYMISPYDHDVVIGSCHDVYMDGRO
USHY1.000.560.650.620.560.560.660.610.610.66
VNQ0.561.000.560.540.740.620.680.650.650.67
VIGI0.650.561.000.870.600.630.770.700.710.75
VYMI0.620.540.871.000.720.720.740.760.780.77
SPYD0.560.740.600.721.000.870.760.890.910.84
HDV0.560.620.630.720.871.000.820.910.940.89
VIG0.660.680.770.740.760.821.000.910.910.96
SCHD0.610.650.700.760.890.910.911.000.970.95
VYM0.610.650.710.780.910.940.910.971.000.97
DGRO0.660.670.750.770.840.890.960.950.971.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Dividend
Benchmark (^GSPC)
Portfolio components

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 35.03%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.03%Feb 13, 202027Mar 23, 2020172Nov 24, 2020199
-18.97%Jan 5, 2022194Oct 12, 2022302Dec 26, 2023496
-14.28%Sep 24, 201864Dec 24, 201855Mar 15, 2019119
-9.87%Jan 29, 201839Mar 23, 2018125Sep 20, 2018164
-5.07%Jul 30, 201912Aug 14, 201918Sep 10, 201930

Volatility Chart

The current Dividend volatility is 2.85%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.85%
3.47%
Dividend
Benchmark (^GSPC)
Portfolio components
0 comments