cdgv vrig
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CGDV Capital Group Dividend Value ETF | Large Cap Value Equities, Dividend | 50% |
VRIG Invesco Variable Rate Investment Grade ETF | Total Bond Market, Actively Managed | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in cdgv vrig, 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.
The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of CGDV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
| cdgv vrig | 1.57% | 2.10% | 1.41% | 9.24% | N/A | N/A |
| Portfolio components: | ||||||
VRIG Invesco Variable Rate Investment Grade ETF | 1.24% | 0.15% | 2.29% | 5.39% | 4.65% | N/A |
CGDV Capital Group Dividend Value ETF | 1.90% | 4.10% | 0.51% | 12.99% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of cdgv vrig, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.33% | 0.54% | -1.58% | -0.98% | 1.30% | 1.57% | |||||||
| 2024 | 0.49% | 2.36% | 2.67% | -0.90% | 2.13% | 0.62% | 3.27% | 1.31% | 1.39% | -0.41% | 1.78% | -1.90% | 13.44% |
| 2023 | 3.03% | -0.43% | 1.10% | 1.91% | -0.13% | 3.70% | 2.59% | -0.81% | -1.67% | -0.65% | 4.16% | 3.97% | 17.85% |
| 2022 | 0.96% | 1.47% | -3.75% | 1.09% | -4.55% | 2.51% | -1.08% | -5.11% | 5.54% | 3.96% | -0.77% | -0.34% |
Expense Ratio
cdgv vrig has an expense ratio of 0.32%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 84, cdgv vrig is among the top 16% 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VRIG Invesco Variable Rate Investment Grade ETF | 5.27 | 7.29 | 2.97 | 7.00 | 57.90 |
CGDV Capital Group Dividend Value ETF | 0.88 | 1.33 | 1.20 | 1.03 | 4.39 |
Dividends
Dividend yield
cdgv vrig provided a 3.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.62% | 3.84% | 3.81% | 1.87% | 0.39% | 0.78% | 1.56% | 1.44% | 1.16% | 0.30% |
| Portfolio components: | ||||||||||
VRIG Invesco Variable Rate Investment Grade ETF | 5.65% | 6.09% | 5.97% | 2.39% | 0.78% | 1.57% | 3.12% | 2.89% | 2.31% | 0.60% |
CGDV Capital Group Dividend Value ETF | 1.59% | 1.60% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the cdgv vrig. 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 cdgv vrig was 11.35%, occurring on Sep 30, 2022. Recovery took 85 trading sessions.
The current cdgv vrig drawdown is 1.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.35% | Mar 30, 2022 | 128 | Sep 30, 2022 | 85 | Feb 2, 2023 | 213 |
| -7.32% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -3.99% | Aug 1, 2023 | 63 | Oct 27, 2023 | 13 | Nov 15, 2023 | 76 |
| -3.01% | Feb 16, 2023 | 17 | Mar 13, 2023 | 15 | Apr 3, 2023 | 32 |
| -2.76% | Aug 1, 2024 | 3 | Aug 5, 2024 | 10 | Aug 19, 2024 | 13 |
Volatility
Volatility Chart
The current cdgv vrig volatility is 6.28%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VRIG | CGDV | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.20 | 0.92 | 0.92 |
| VRIG | 0.20 | 1.00 | 0.19 | 0.26 |
| CGDV | 0.92 | 0.19 | 1.00 | 0.99 |
| Portfolio | 0.92 | 0.26 | 0.99 | 1.00 |