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Mgc/vig/dgro/schd/vym
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 40%DGRO 20%VIG 20%VYM 20%EquityEquity
PositionCategory/SectorWeight
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

20%

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

40%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

20%

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

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mgc/vig/dgro/schd/vym, 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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
16.21%
18.82%
Mgc/vig/dgro/schd/vym
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
5.05%-4.27%18.82%21.22%11.38%10.42%
Mgc/vig/dgro/schd/vym3.64%-2.47%16.21%11.86%10.77%N/A
SCHD
Schwab US Dividend Equity ETF
2.25%-2.70%14.39%9.46%10.99%11.11%
DGRO
iShares Core Dividend Growth ETF
4.93%-2.01%17.88%13.21%10.92%N/A
VIG
Vanguard Dividend Appreciation ETF
3.43%-3.18%16.08%14.31%11.32%11.05%
VYM
Vanguard High Dividend Yield ETF
5.35%-1.79%18.36%12.78%9.34%9.68%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.71%2.56%4.28%
2023-4.00%-2.90%6.69%5.44%

Expense Ratio

The Mgc/vig/dgro/schd/vym has an expense ratio of 0.06% 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.


Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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.


Mgc/vig/dgro/schd/vym
Sharpe ratio
The chart of Sharpe ratio for Mgc/vig/dgro/schd/vym, currently valued at 1.10, compared to the broader market-1.000.001.002.003.004.005.001.10
Sortino ratio
The chart of Sortino ratio for Mgc/vig/dgro/schd/vym, currently valued at 1.64, compared to the broader market0.002.004.006.001.64
Omega ratio
The chart of Omega ratio for Mgc/vig/dgro/schd/vym, currently valued at 1.19, compared to the broader market0.801.001.201.401.601.801.19
Calmar ratio
The chart of Calmar ratio for Mgc/vig/dgro/schd/vym, currently valued at 1.05, compared to the broader market0.002.004.006.008.001.05
Martin ratio
The chart of Martin ratio for Mgc/vig/dgro/schd/vym, currently valued at 3.63, compared to the broader market0.0010.0020.0030.0040.003.63
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.007.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.791.191.140.702.60
DGRO
iShares Core Dividend Growth ETF
1.301.921.231.134.07
VIG
Vanguard Dividend Appreciation ETF
1.432.121.251.484.75
VYM
Vanguard High Dividend Yield ETF
1.161.731.201.283.82

Sharpe Ratio

The current Mgc/vig/dgro/schd/vym Sharpe ratio is 1.10. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.10

The Sharpe ratio of Mgc/vig/dgro/schd/vym 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.10
1.81
Mgc/vig/dgro/schd/vym
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mgc/vig/dgro/schd/vym granted a 2.81% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mgc/vig/dgro/schd/vym2.81%2.89%2.82%2.36%2.68%2.58%2.81%2.39%2.62%2.80%2.19%1.92%
SCHD
Schwab US Dividend Equity ETF
3.46%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
DGRO
iShares Core Dividend Growth ETF
2.37%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.84%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VYM
Vanguard High Dividend Yield ETF
2.92%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.78%
-4.64%
Mgc/vig/dgro/schd/vym
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mgc/vig/dgro/schd/vym. 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 Mgc/vig/dgro/schd/vym was 33.57%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current Mgc/vig/dgro/schd/vym drawdown is 3.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.57%Feb 13, 202027Mar 23, 2020141Oct 12, 2020168
-17.61%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-16.83%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-12.67%May 19, 201569Aug 25, 2015141Mar 17, 2016210
-11.09%Jan 29, 201839Mar 23, 2018120Sep 13, 2018159

Volatility

Volatility Chart

The current Mgc/vig/dgro/schd/vym volatility is 3.34%, 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%NovemberDecember2024FebruaryMarchApril
3.34%
3.30%
Mgc/vig/dgro/schd/vym
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VIGSCHDVYMDGRO
VIG1.000.910.910.96
SCHD0.911.000.970.95
VYM0.910.971.000.96
DGRO0.960.950.961.00