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
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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 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| cdgv vrig | 2.65% | 3.00% | 1.40% | 8.63% | N/A | N/A |
| Portfolio components: | ||||||
VRIG Invesco Variable Rate Investment Grade ETF | 1.75% | 0.76% | 2.43% | 5.30% | 4.49% | N/A |
CGDV Capital Group Dividend Value ETF | 3.55% | 5.29% | 0.32% | 11.80% | 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% | 2.38% | 2.65% | |||||||
| 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 79, cdgv vrig is among the top 21% 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 | 5.32 | 7.36 | 3.01 | 7.08 | 58.49 |
CGDV Capital Group Dividend Value ETF | 0.75 | 1.04 | 1.15 | 0.78 | 3.26 |
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Dividends
Dividend yield
cdgv vrig provided a 3.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.58% | 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 | 5.58% | 6.09% | 5.97% | 2.39% | 0.78% | 1.57% | 3.12% | 2.89% | 2.31% | 0.60% |
CGDV Capital Group Dividend Value ETF | 1.57% | 1.60% | 1.66% | 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.
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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 1.19%.
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 | 27 | May 16, 2025 | 60 |
| -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 chart below shows the rolling one-month volatility.
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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 |