DIVIDEND FOOL

Asset Allocation

Position	Category/Sector	Target Weight
AVGO Broadcom Inc.	Technology	9%
SYY Sysco Corporation	Consumer Defensive	9%
WM Waste Management, Inc.	Industrials	8%
UNP Union Pacific Corporation	Industrials	8%
NVO Novo Nordisk A/S	Healthcare	8%
PGR The Progressive Corporation	Financial Services	8%
UPS United Parcel Service, Inc.	Industrials	8%
MSFT Microsoft Corporation	Technology	7%
AAPL Apple Inc	Technology	6%
TXRH Texas Roadhouse, Inc.	Consumer Cyclical	6%
V Visa Inc.	Financial Services	5%
STN Stantec Inc	Industrials	5%
EQT EQT Corporation	Energy	5%
NKE NIKE, Inc.	Consumer Cyclical	4%
SBUX Starbucks Corporation	Consumer Cyclical	4%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DIVIDEND FOOL, 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 Every 3 months.

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Returns By Period

As of Jun 9, 2026, the DIVIDEND FOOL returned 0.47% Year-To-Date and 17.87% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio DIVIDEND FOOL	-0.97%	-1.89%	0.47%	0.08%	0.61%	13.19%	13.45%	17.87%
Portfolio components:
AAPL Apple Inc	-1.89%	2.90%	11.12%	8.71%	48.46%	19.11%	19.46%	29.63%
AVGO Broadcom Inc.	2.82%	-7.77%	14.83%	-0.72%	61.91%	72.46%	56.70%	41.32%
EQT EQT Corporation	-1.43%	-5.33%	-0.60%	-9.17%	-4.95%	12.77%	20.42%	3.48%
MSFT Microsoft Corporation	-1.18%	-0.60%	-14.48%	-15.77%	-11.77%	8.85%	11.09%	24.64%
NKE NIKE, Inc.	0.58%	-1.19%	-31.08%	-30.90%	-29.27%	-24.25%	-18.65%	-1.05%
NVO Novo Nordisk A/S	-4.52%	-10.96%	-16.56%	-9.23%	-42.47%	-17.53%	1.78%	6.20%
PGR The Progressive Corporation	-1.84%	3.23%	-6.42%	-4.51%	-23.65%	18.74%	18.76%	23.25%
SBUX Starbucks Corporation	-0.49%	-9.11%	13.99%	15.08%	8.57%	1.42%	-0.88%	7.90%
STN Stantec Inc	-0.58%	-15.85%	-21.89%	-22.73%	-30.32%	7.27%	11.85%	12.56%
SYY Sysco Corporation	0.25%	5.58%	5.34%	6.76%	5.61%	4.65%	1.89%	7.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 6, 2009, DIVIDEND FOOL's average daily return is +0.08%, while the average monthly return is +1.59%. At this rate, an investment would double in approximately 3.7 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +16.6%, while the worst month was Sep 2022 at -9.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DIVIDEND FOOL closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -11.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.75%	0.06%	-7.93%	8.42%	1.38%	-3.43%							0.47%
2025	1.39%	3.17%	-6.63%	-2.39%	8.62%	3.29%	-3.49%	1.87%	1.29%	-2.17%	3.61%	-2.40%	5.36%
2024	2.66%	5.63%	1.45%	-1.85%	1.99%	1.53%	0.33%	3.85%	0.76%	-1.81%	4.96%	-2.15%	18.36%
2023	4.60%	0.45%	5.67%	1.23%	-0.87%	6.72%	1.56%	-1.27%	-4.95%	3.07%	8.09%	4.07%	31.41%
2022	-5.11%	0.79%	5.81%	-5.23%	0.73%	-6.12%	9.04%	-1.69%	-9.90%	8.05%	7.50%	-4.45%	-2.77%
2021	-1.39%	4.84%	4.03%	6.90%	0.62%	1.68%	0.91%	2.80%	-4.23%	8.47%	-1.68%	8.42%	35.14%

Benchmark Metrics

DIVIDEND FOOL has an annualized alpha of 7.51%, beta of 0.92, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since August 06, 2009.

This portfolio captured 109.79% of S&P 500 Index gains but only 75.76% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 7.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.92 and R2 of 0.87, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 7.51%

Beta: 0.92

R²: 0.87

Upside Capture: 109.79%

Downside Capture: 75.76%

Expense Ratio

DIVIDEND FOOL 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.

Return for Risk

Risk / Return Rank

DIVIDEND FOOL ranks 5 for risk / return — in the bottom 5% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for DIVIDEND FOOL and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.05	1.94	-1.89
Sortino ratioReturn per unit of downside risk	0.15	2.63	-2.47
Omega ratioGain probability vs. loss probability	1.02	1.35	-0.33
Calmar ratioReturn relative to maximum drawdown	0.05	2.59	-2.53
Martin ratioReturn relative to average drawdown	0.17	11.84	-11.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	88	2.18	3.09	1.39	3.53	8.89
AVGO Broadcom Inc.	77	1.38	1.95	1.26	2.17	5.16
EQT EQT Corporation	33	-0.15	0.01	1.00	-0.23	-0.45
MSFT Microsoft Corporation	24	-0.47	-0.49	0.94	-0.35	-0.73
NKE NIKE, Inc.	13	-0.77	-0.98	0.87	-0.64	-1.23
NVO Novo Nordisk A/S	12	-0.82	-1.01	0.86	-0.77	-1.14
PGR The Progressive Corporation	6	-1.04	-1.41	0.84	-0.94	-1.43
SBUX Starbucks Corporation	51	0.30	0.67	1.07	0.46	1.03
STN Stantec Inc	5	-1.10	-1.43	0.81	-0.85	-1.94
SYY Sysco Corporation	47	0.21	0.46	1.07	0.23	0.58

Sharpe Ratio

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 FOOL Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 0.05
5-Year: 0.85
10-Year: 1.02
All Time: 1.17

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 1.59 to 2.46, 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 FOOL compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

DIVIDEND FOOL provided a 2.59% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.59%	2.11%	1.69%	1.61%	1.76%	1.75%	1.68%	2.07%	2.00%	1.67%	1.96%	1.85%
Portfolio components:
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
EQT EQT Corporation	1.23%	1.19%	1.37%	1.57%	1.63%	0.00%	0.24%	1.10%	0.42%	0.21%	0.18%	0.23%
MSFT Microsoft Corporation	0.86%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NKE NIKE, Inc.	3.77%	2.53%	2.00%	1.28%	1.07%	0.68%	0.71%	0.89%	1.11%	1.18%	1.30%	0.93%
NVO Novo Nordisk A/S	4.39%	3.31%	1.68%	1.00%	1.20%	1.35%	1.87%	2.14%	1.45%	1.52%	2.87%	0.92%
PGR The Progressive Corporation	6.94%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
SBUX Starbucks Corporation	2.60%	2.91%	2.54%	2.25%	2.02%	1.57%	1.57%	1.69%	2.05%	1.83%	1.53%	1.13%
STN Stantec Inc	1.07%	0.69%	0.78%	0.79%	1.14%	1.17%	1.42%	1.55%	1.91%	1.79%	1.78%	1.69%
SYY Sysco Corporation	2.82%	2.85%	2.64%	2.71%	2.51%	2.34%	2.42%	1.82%	2.30%	2.17%	2.24%	2.20%

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 FOOL. 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 FOOL was 30.59%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.

The current DIVIDEND FOOL drawdown is 4.26%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-30.59%Mar 2020	1mo 2d	2mo 12d	3mo 14dFeb 2020 - Jun 2020
2011 correction2011	-17.17%Aug 2011	1mo 1d	5mo 14d	6mo 15dJul 2011 - Jan 2012
2025 selloff2025	-16.66%Apr 2025	1mo 6d	1mo 26d	3mo 2dMar 2025 - Jun 2025
Rate-hike selloffLate 2018	-16.54%Dec 2018	3mo 1d	2mo 7d	5mo 8dSep 2018 - Mar 2019
Bear market2022	-15.24%Sep 2022	1mo 12d	4mo 10d	5mo 22dAug 2022 - Feb 2023

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 15 assets, with an effective number of assets of 14.08, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.48	2.08	1.83	1.68	1.64

The portfolio has a diversification ratio of 1.64, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

DIVIDEND FOOL correlation to the S&P 500 Index

DIVIDEND FOOL has a 0.72 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009	0.89

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.70, while EQT has the lowest at 0.40.

0.40

0.41

0.46

0.49

0.49

0.50

0.58

0.58

0.61

0.61

0.62

0.62

0.64

MSFT

0.70

Portfolio Correlations

Correlation vs. DIVIDEND FOOL. UNP has the highest portfolio correlation at 0.67, while EQT has the lowest at 0.44.

0.44

0.48

0.52

0.54

0.54

0.55

0.60

0.61

0.61

0.64

0.64

0.65

0.65

0.67

Asset Correlations Table

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

	EQT	NVO	TXRH	STN	PGR	SYY	WM	AVGO	AAPL	NKE	SBUX	MSFT	UPS	UNP	V
EQT	1.00	0.15	0.20	0.26	0.21	0.21	0.20	0.23	0.20	0.21	0.20	0.21	0.27	0.29	0.23
NVO	0.15	1.00	0.17	0.25	0.22	0.20	0.25	0.26	0.25	0.27	0.26	0.32	0.25	0.24	0.31
TXRH	0.20	0.17	1.00	0.25	0.26	0.37	0.28	0.27	0.26	0.35	0.44	0.29	0.36	0.35	0.33
STN	0.26	0.25	0.25	1.00	0.25	0.26	0.29	0.30	0.31	0.31	0.30	0.35	0.33	0.36	0.33
PGR	0.21	0.22	0.26	0.25	1.00	0.34	0.45	0.23	0.26	0.33	0.33	0.33	0.36	0.40	0.39
SYY	0.21	0.20	0.37	0.26	0.34	1.00	0.41	0.22	0.26	0.37	0.38	0.28	0.37	0.40	0.39
WM	0.20	0.25	0.28	0.29	0.45	0.41	1.00	0.24	0.27	0.34	0.38	0.34	0.40	0.43	0.41
AVGO	0.23	0.26	0.27	0.30	0.23	0.22	0.24	1.00	0.47	0.35	0.36	0.49	0.35	0.36	0.39
AAPL	0.20	0.25	0.26	0.31	0.26	0.26	0.27	0.47	1.00	0.38	0.38	0.52	0.37	0.35	0.42
NKE	0.21	0.27	0.35	0.31	0.33	0.37	0.34	0.35	0.38	1.00	0.50	0.40	0.45	0.42	0.44
SBUX	0.20	0.26	0.44	0.30	0.33	0.38	0.38	0.36	0.38	0.50	1.00	0.41	0.41	0.40	0.46
MSFT	0.21	0.32	0.29	0.35	0.33	0.28	0.34	0.49	0.52	0.40	0.41	1.00	0.39	0.37	0.50
UPS	0.27	0.25	0.36	0.33	0.36	0.37	0.40	0.35	0.37	0.45	0.41	0.39	1.00	0.55	0.41
UNP	0.29	0.24	0.35	0.36	0.40	0.40	0.43	0.36	0.35	0.42	0.40	0.37	0.55	1.00	0.44
V	0.23	0.31	0.33	0.33	0.39	0.39	0.41	0.39	0.42	0.44	0.46	0.50	0.41	0.44	1.00

The correlation results are calculated based on daily price changes starting from Aug 6, 2009

Diversification Analysis

Find what DIVIDEND FOOL is missing

See which holdings overlap, where DIVIDEND FOOL is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification