Conservative Dividends

The chart shows the growth of an initial investment of $10,000 in Conservative Dividends, 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.

As of Apr 11, 2026, the Conservative Dividends returned 10.01% Year-To-Date and 10.41% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 25, 2016, Conservative Dividends's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +11.6%, while the worst month was Mar 2020 at -14.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Conservative Dividends closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -9.9%.

Conservative Dividends has an annualized alpha of 1.23%, beta of 0.72, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since February 25, 2016.

• This portfolio participated in 79.34% of S&P 500 Index downside but only 75.12% of its upside — more exposed to losses than it benefited from rallies.

Conservative Dividends has an expense ratio of 0.26%, 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.

Conservative Dividends ranks 85 for risk / return — in the top 85% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

Conservative Dividends Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 2.98
• 5-Year: 0.89
• 10-Year: 0.70
• All Time: 0.73

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 2.14 to 3.05, 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 Conservative Dividends compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Conservative Dividends provided a 5.10% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Conservative Dividends. 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 Conservative Dividends was 35.54%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Conservative Dividends drawdown is 2.47%.

The chart below shows the rolling one-month volatility.