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High Dividend Yield ETFs 03

Last updated Mar 2, 2024

Asset Allocation


VCIT 10%VOO 30%SCHD 20%VYMI 20%VYM 10%VNQ 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
Corporate Bonds

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

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

20%

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

20%

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

10%

VNQ
Vanguard Real Estate ETF
REIT

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in High Dividend Yield ETFs 03, 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


80.00%100.00%120.00%140.00%160.00%OctoberNovemberDecember2024FebruaryMarch
121.53%
158.61%
High Dividend Yield ETFs 03
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI

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%
High Dividend Yield ETFs 033.35%2.55%9.77%14.52%10.19%N/A
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%15.08%12.70%
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
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.99%-0.60%5.02%6.83%1.99%2.72%
VNQ
Vanguard Real Estate ETF
-2.03%2.63%7.24%3.98%4.42%6.04%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.16%2.68%
2023-2.26%-3.80%-2.82%7.83%5.56%

Sharpe Ratio

The current High Dividend Yield ETFs 03 Sharpe ratio is 1.53. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.53

The Sharpe ratio of High Dividend Yield ETFs 03 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.53
2.44
High Dividend Yield ETFs 03
Benchmark (^GSPC)
Portfolio components

Dividend yield

High Dividend Yield ETFs 03 granted a 3.08% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
High Dividend Yield ETFs 033.08%3.13%3.12%2.61%2.73%2.98%3.26%2.73%2.76%2.27%2.05%2.16%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
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%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
3.92%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%3.34%4.00%
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%

Expense Ratio

The High Dividend Yield ETFs 03 has an expense ratio of 0.09% which is considered to be low. 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%0.06%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

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
High Dividend Yield ETFs 03
1.53
VOO
Vanguard S&P 500 ETF
2.61
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
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
1.04
VNQ
Vanguard Real Estate ETF
0.35

Asset Correlations Table

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

VCITVNQVYMIVOOSCHDVYM
VCIT1.000.310.120.150.100.08
VNQ0.311.000.510.610.610.62
VYMI0.120.511.000.760.740.77
VOO0.150.610.761.000.850.86
SCHD0.100.610.740.851.000.96
VYM0.080.620.770.860.961.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
High Dividend Yield ETFs 03
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the High Dividend Yield ETFs 03. 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 High Dividend Yield ETFs 03 was 32.86%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.86%Feb 13, 202027Mar 23, 2020162Nov 10, 2020189
-20.99%Jan 5, 2022194Oct 12, 2022298Dec 19, 2023492
-14.96%Jan 29, 2018229Dec 24, 201859Mar 21, 2019288
-5.19%Jul 25, 201915Aug 14, 201919Sep 11, 201934
-5.14%May 6, 201919May 31, 201914Jun 20, 201933

Volatility Chart

The current High Dividend Yield ETFs 03 volatility is 2.78%, 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
2.78%
3.47%
High Dividend Yield ETFs 03
Benchmark (^GSPC)
Portfolio components
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