Dividend

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab U.S. Dividend Equity ETF	Dividend	12%
O Realty Income Corporation	Real Estate	6.29%
MSFT Microsoft Corporation	Technology	6.29%
ABBV AbbVie Inc.	Healthcare	6.29%
NVDA NVIDIA Corporation	Technology	6.29%
AVGO Broadcom Inc.	Technology	6.29%
CTAS Cintas Corporation	Industrials	6.29%
MAIN Main Street Capital Corporation	Financial Services	6.29%
MO Altria Group, Inc.	Consumer Defensive	6.29%
WMT Walmart Inc.	Consumer Defensive	6.29%
MA Mastercard Incorporated	Financial Services	6.29%
WM Waste Management, Inc.	Industrials	6.29%
KO The Coca-Cola Company	Consumer Defensive	6.29%
XOM Exxon Mobil Corporation	Energy	6.29%
ADC Agree Realty Corporation	Real Estate	6.29%

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, 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 13, 2026, the Dividend returned 7.99% Year-To-Date and 21.59% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Dividend	0.29%	-1.25%	7.99%	7.84%	16.68%	24.47%	20.62%	21.59%
Portfolio components:
ABBV AbbVie Inc.	1.32%	8.05%	1.30%	3.65%	23.06%	22.39%	18.94%	19.10%
ADC Agree Realty Corporation	1.40%	1.09%	7.14%	7.94%	6.13%	9.88%	5.59%	9.94%
AVGO Broadcom Inc.	-0.91%	-13.12%	10.62%	6.58%	54.87%	67.17%	55.09%	40.96%
CTAS Cintas Corporation	-3.08%	6.51%	-5.80%	-5.53%	-19.83%	14.43%	15.92%	23.61%
KO The Coca-Cola Company	0.11%	2.70%	18.99%	17.96%	18.86%	14.33%	11.29%	9.55%
MA Mastercard Incorporated	0.71%	0.01%	-13.89%	-14.05%	-12.30%	10.32%	6.66%	18.64%
MAIN Main Street Capital Corporation	0.54%	3.14%	-10.97%	-12.92%	-3.16%	18.74%	12.76%	13.19%
MO Altria Group, Inc.	0.74%	-0.65%	26.86%	26.78%	28.74%	25.73%	16.36%	7.93%
MSFT Microsoft Corporation	0.10%	-4.36%	-18.85%	-17.98%	-17.07%	6.16%	9.56%	24.39%
NVDA NVIDIA Corporation	0.16%	-12.86%	10.16%	17.38%	44.72%	71.13%	63.13%	67.95%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2013, Dividend's average daily return is +0.08%, while the average monthly return is +1.73%. At this rate, an investment would double in approximately 3.4 years.

Historically, 73% of months were positive and 27% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Mar 2020 at -15.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dividend closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -13.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.43%	3.68%	-3.72%	6.17%	-0.96%	-0.53%							7.99%
2025	2.42%	3.34%	-1.94%	-0.03%	5.61%	2.84%	2.61%	2.29%	1.29%	-2.10%	2.45%	-0.45%	19.64%
2024	3.54%	5.27%	5.58%	-2.37%	4.11%	4.00%	3.68%	4.57%	1.57%	0.40%	3.50%	-2.60%	35.57%
2023	4.02%	0.53%	4.25%	1.62%	0.72%	4.88%	2.62%	-0.75%	-4.08%	-1.31%	6.69%	5.26%	26.72%
2022	-2.10%	-0.94%	5.40%	-3.55%	-0.27%	-6.37%	8.83%	-4.57%	-9.26%	9.47%	7.64%	-2.74%	-0.59%
2021	-2.56%	5.47%	5.76%	4.19%	1.56%	3.06%	2.29%	2.13%	-4.83%	8.26%	0.06%	6.43%	35.85%

Benchmark Metrics

Dividend has an annualized alpha of 9.84%, beta of 0.86, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.

This portfolio captured 110.70% of S&P 500 Index gains but only 67.06% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 9.84% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R2 of 0.86, 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: 9.84%

Beta: 0.86

R²: 0.86

Upside Capture: 110.70%

Downside Capture: 67.06%

See how alpha, beta & R² have trended over time →

Expense Ratio

Dividend has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

Dividend ranks 51 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.99	1.86	+0.13
Sortino ratioReturn per unit of downside risk	2.96	2.53	+0.42
Omega ratioGain probability vs. loss probability	1.36	1.34	+0.02
Calmar ratioReturn relative to maximum drawdown	2.62	2.53	+0.09
Martin ratioReturn relative to average drawdown	9.81	11.37	-1.56

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
ABBV AbbVie Inc.	67	0.92	1.42	1.18	1.29	2.88
ADC Agree Realty Corporation	51	0.36	0.63	1.07	0.52	1.26
AVGO Broadcom Inc.	73	1.11	1.69	1.22	1.77	4.11
CTAS Cintas Corporation	10	-1.00	-1.34	0.84	-0.75	-1.31
KO The Coca-Cola Company	73	1.06	1.73	1.19	2.26	4.51
MA Mastercard Incorporated	11	-0.74	-0.91	0.89	-0.79	-1.59
MAIN Main Street Capital Corporation	34	-0.16	-0.05	0.99	-0.18	-0.35
MO Altria Group, Inc.	74	1.27	1.77	1.24	1.75	4.39
MSFT Microsoft Corporation	17	-0.70	-0.84	0.89	-0.53	-1.08
NVDA NVIDIA Corporation	74	1.20	1.75	1.21	2.07	4.94

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. Learn how to interpret the Sharpe ratio.

The current Dividend Sharpe ratio is 1.99 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Dividend 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 provided a 2.70% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.70%	2.91%	2.94%	3.28%	3.11%	2.86%	3.41%	3.05%	3.23%	2.74%	2.92%	3.21%
Portfolio components:
ABBV AbbVie Inc.	2.96%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
ADC Agree Realty Corporation	4.13%	4.28%	4.26%	4.64%	3.95%	3.65%	3.61%	3.25%	3.65%	3.94%	4.17%	5.43%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
CTAS Cintas Corporation	1.02%	0.89%	0.80%	0.83%	0.93%	0.77%	0.99%	0.95%	1.22%	1.04%	1.15%	1.15%
KO The Coca-Cola Company	1.88%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
MA Mastercard Incorporated	0.67%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
MAIN Main Street Capital Corporation	8.25%	7.00%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.49%	7.42%	9.15%
MO Altria Group, Inc.	5.84%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
MSFT Microsoft Corporation	0.91%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

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. 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 35.71%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The current Dividend drawdown is 2.06%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-35.71%Mar 2020	1mo 2d	4mo 27d	5mo 29dFeb 2020 - Aug 2020
Bear market2022	-15.97%Sep 2022	5mo 12d	3mo 28d	9mo 10dApr 2022 - Jan 2023
Rate-hike selloffLate 2018	-14.11%Dec 2018	3mo 1d	2mo	5mo 1dSep 2018 - Feb 2019
2025 selloff2025	-12.05%Apr 2025	1mo 17d	1mo 7d	2mo 24dFeb 2025 - May 2025
2015 correction2015	-10.22%Aug 2015	7d	1mo 22d	1mo 29dAug 2015 - Oct 2015

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 14.34, 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	2.86	2.04	1.77	1.55	1.57

The portfolio has a diversification ratio of 1.57, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Dividend correlation to the S&P 500 Index

Dividend has a 0.54 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	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.87

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHD has the highest benchmark correlation at 0.81, while MO has the lowest at 0.32.

0.32

ADC

0.32

0.33

WMT

0.38

0.41

ABBV

0.41

XOM

0.43

0.44

0.51

0.61

0.64

0.65

0.67

MSFT

0.70

SCHD

0.81

Portfolio Correlations

Correlation vs. Dividend. SCHD has the highest portfolio correlation at 0.83, while WMT has the lowest at 0.45.

WMT

0.45

0.46

XOM

0.47

ADC

0.48

ABBV

0.49

0.50

0.53

MAIN

0.54

0.56

NVDA

0.59

AVGO

0.63

MSFT

0.65

0.67

CTAS

0.70

SCHD

0.83

Asset Correlations Table

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

	WMT	XOM	ABBV	MO	NVDA	ADC	O	MAIN	AVGO	KO	WM	MSFT	MA	CTAS	SCHD
WMT	1.00	0.19	0.23	0.30	0.17	0.23	0.23	0.17	0.18	0.37	0.35	0.27	0.28	0.31	0.42
XOM	0.19	1.00	0.25	0.31	0.16	0.17	0.19	0.29	0.21	0.27	0.26	0.19	0.31	0.29	0.58
ABBV	0.23	0.25	1.00	0.28	0.17	0.20	0.24	0.23	0.21	0.32	0.31	0.25	0.34	0.31	0.47
MO	0.30	0.31	0.28	1.00	0.05	0.31	0.34	0.21	0.12	0.48	0.36	0.16	0.24	0.29	0.50
NVDA	0.17	0.16	0.17	0.05	1.00	0.10	0.09	0.28	0.59	0.09	0.16	0.55	0.40	0.37	0.37
ADC	0.23	0.17	0.20	0.31	0.10	1.00	0.70	0.26	0.14	0.37	0.37	0.19	0.26	0.32	0.39
O	0.23	0.19	0.24	0.34	0.09	0.70	1.00	0.29	0.12	0.42	0.38	0.20	0.27	0.34	0.42
MAIN	0.17	0.29	0.23	0.21	0.28	0.26	0.29	1.00	0.30	0.25	0.25	0.32	0.35	0.37	0.48
AVGO	0.18	0.21	0.21	0.12	0.59	0.14	0.12	0.30	1.00	0.16	0.20	0.50	0.40	0.41	0.45
KO	0.37	0.27	0.32	0.48	0.09	0.37	0.42	0.25	0.16	1.00	0.48	0.25	0.37	0.39	0.55
WM	0.35	0.26	0.31	0.36	0.16	0.37	0.38	0.25	0.20	0.48	1.00	0.30	0.40	0.52	0.52
MSFT	0.27	0.19	0.25	0.16	0.55	0.19	0.20	0.32	0.50	0.25	0.30	1.00	0.53	0.48	0.48
MA	0.28	0.31	0.34	0.24	0.40	0.26	0.27	0.35	0.40	0.37	0.40	0.53	1.00	0.55	0.59
CTAS	0.31	0.29	0.31	0.29	0.37	0.32	0.34	0.37	0.41	0.39	0.52	0.48	0.55	1.00	0.61
SCHD	0.42	0.58	0.47	0.50	0.37	0.39	0.42	0.48	0.45	0.55	0.52	0.48	0.59	0.61	1.00

The correlation results are calculated based on daily price changes starting from Jan 2, 2013

Diversification Analysis

Find what Dividend is missing

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

Analyze Diversification