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Core - Income + Growth
Performance
Risk-Adjusted Performance
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Drawdowns
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Core - Income + Growth

Currency in USD · Last updated May 25, 2025

Asset Allocation

ZAG.TO 10%GLD 5%QQQ 30%BRK-B 20%XDIV.TO 10%SPMO 10%XIU.TO 10%FEZ 5%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
BRK-B
Berkshire Hathaway Inc.		Financial Services
20%
FEZ
SPDR EURO STOXX 50 ETF		Europe Equities
5%
GLD
SPDR Gold Trust		Precious Metals, Gold
5%
QQQ
Invesco QQQ		Large Cap Blend Equities
30%
SPMO
Invesco S&P 500® Momentum ETF		Large Cap Growth Equities
10%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		Dividend, Large Cap Value Equities
10%
XIU.TO
iShares S&P/TSX 60 Index ETF		Large Cap Growth Equities
10%
ZAG.TO
BMO Aggregate Bond Index ETF		Canadian Government Bonds
10%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 15, 2017, corresponding to the inception date of XDIV.TO

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.80%-2.79%9.39%14.45%10.68%
Core - Income + Growth8.50%3.89%6.15%18.55%17.80%N/A
Portfolio components:
BRK-B
Berkshire Hathaway Inc.		11.07%-5.30%5.64%23.58%23.54%13.36%
GLD
SPDR Gold Trust		27.93%0.55%23.98%43.46%13.67%10.52%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		10.57%3.64%1.12%15.79%18.08%N/A
SPMO
Invesco S&P 500® Momentum ETF		8.46%10.79%8.03%25.63%21.33%N/A
XIU.TO
iShares S&P/TSX 60 Index ETF		10.65%5.38%4.91%18.87%15.34%9.08%
ZAG.TO
BMO Aggregate Bond Index ETF		4.65%0.43%4.09%5.56%0.06%1.66%
FEZ
SPDR EURO STOXX 50 ETF		22.44%4.89%24.00%13.75%16.77%7.18%
QQQ
Invesco QQQ		-0.24%8.96%0.99%11.88%18.00%17.56%
*Annualized

Monthly Returns

The table below presents the monthly returns of Core - Income + Growth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.01%1.78%-1.42%2.11%2.82%8.50%
20242.13%4.43%2.79%-3.96%4.81%1.85%2.27%4.07%1.27%-1.60%4.67%-3.07%20.94%
20236.41%-2.50%4.35%2.78%-0.19%5.37%2.65%-1.17%-3.64%-2.23%8.62%4.26%26.67%
2022-2.70%-0.87%4.71%-9.19%-0.10%-8.88%7.82%-4.98%-7.88%6.43%6.69%-4.69%-14.73%
2021-0.52%1.51%3.76%5.41%2.52%0.82%1.34%2.23%-3.98%6.01%-1.94%3.99%22.76%
20201.17%-6.10%-10.89%8.65%3.88%3.03%6.72%8.07%-3.82%-3.38%10.56%3.24%20.42%
20197.19%1.67%1.45%4.23%-5.52%6.64%-0.27%-0.53%1.55%2.00%2.53%2.81%25.75%
20185.72%-3.26%-2.57%0.03%1.87%-0.28%3.00%2.87%0.59%-6.37%1.58%-6.41%-3.94%
20170.14%3.48%1.65%0.91%2.35%1.73%1.75%12.62%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Core - Income + Growth has an expense ratio of 0.15%, 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.

GLD
SPDR Gold Trust
FEZ
SPDR EURO STOXX 50 ETF
QQQ
Invesco QQQ
XIU.TO
iShares S&P/TSX 60 Index ETF
SPMO
Invesco S&P 500® Momentum ETF
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
ZAG.TO
BMO Aggregate Bond Index ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, Core - Income + Growth is among the top 12% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Core - Income + Growth is 8888
Overall Rank
The Sharpe Ratio Rank of Core - Income + Growth is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of Core - Income + Growth is 8686
Sortino Ratio Rank
The Omega Ratio Rank of Core - Income + Growth is 8989
Omega Ratio Rank
The Calmar Ratio Rank of Core - Income + Growth is 9090
Calmar Ratio Rank
The Martin Ratio Rank of Core - Income + Growth is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BRK-B
Berkshire Hathaway Inc.		1.211.771.262.796.71
GLD
SPDR Gold Trust		2.433.251.425.3314.48
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		1.241.921.281.664.60
SPMO
Invesco S&P 500® Momentum ETF		1.071.521.221.264.54
XIU.TO
iShares S&P/TSX 60 Index ETF		1.211.951.271.756.99
ZAG.TO
BMO Aggregate Bond Index ETF		0.761.361.160.391.81
FEZ
SPDR EURO STOXX 50 ETF		0.711.231.160.992.82
QQQ
Invesco QQQ		0.500.851.120.541.75

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.

Core - Income + Growth Sharpe ratios as of May 25, 2025 (values are recalculated daily):

  • 1-Year: 1.25
  • 5-Year: 1.17
  • All Time: 0.84

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 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Core - Income + Growth compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Core - Income + Growth provided a 1.41% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.41%1.44%1.58%1.62%1.22%1.46%1.49%1.66%1.19%1.25%1.12%1.20%
Portfolio components:
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		4.19%4.40%4.30%4.04%3.66%4.69%4.11%4.97%1.86%0.00%0.00%0.00%
SPMO
Invesco S&P 500® Momentum ETF		0.50%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.89%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%2.65%
ZAG.TO
BMO Aggregate Bond Index ETF		3.48%3.44%3.47%3.56%3.04%2.88%3.03%2.92%2.95%3.07%3.13%3.23%
FEZ
SPDR EURO STOXX 50 ETF		2.49%2.94%2.75%3.05%2.61%2.12%2.61%3.45%2.44%3.35%3.03%3.78%
QQQ
Invesco QQQ		0.59%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

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 Core - Income + Growth. 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 Core - Income + Growth was 29.46%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Core - Income + Growth drawdown is 0.89%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.46%Feb 20, 202023Mar 23, 202094Aug 3, 2020117
-23.64%Mar 30, 2022139Oct 12, 2022204Jul 31, 2023343
-16.23%Sep 21, 201867Dec 24, 201876Apr 12, 2019143
-10.88%Feb 19, 202535Apr 8, 202517May 2, 202552
-9.16%Jan 29, 20189Feb 8, 2018140Aug 27, 2018149
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 8 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCGLDZAG.TOBRK-BQQQSPMOXDIV.TOFEZXIU.TOPortfolio
^GSPC1.000.060.340.660.910.850.640.750.740.95
GLD0.061.000.45-0.010.060.080.170.170.250.17
ZAG.TO0.340.451.000.210.300.280.520.420.550.46
BRK-B0.66-0.010.211.000.460.520.580.550.560.72
QQQ0.910.060.300.461.000.820.480.650.610.88
SPMO0.850.080.280.520.821.000.520.630.640.84
XDIV.TO0.640.170.520.580.480.521.000.670.900.74
FEZ0.750.170.420.550.650.630.671.000.730.79
XIU.TO0.740.250.550.560.610.640.900.731.000.83
Portfolio0.950.170.460.720.880.840.740.790.831.00
The correlation results are calculated based on daily price changes starting from Jun 16, 2017
Go to the full Correlations tool for more customization options