schd cgdv
ETF
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
CGDV Capital Group Dividend Value ETF | Large Cap Value Equities, Dividend | 50% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 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% | 5.02% | -3.08% | 9.39% | 14.45% | 10.68% |
schd cgdv | -0.43% | 2.87% | -5.57% | 7.53% | N/A | N/A |
Portfolio components: | ||||||
CGDV Capital Group Dividend Value ETF | 3.55% | 4.81% | -0.44% | 11.80% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | -4.38% | 0.86% | -10.65% | 3.27% | 12.77% | 10.46% |
Monthly Returns
The table below presents the monthly returns of schd cgdv, 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 | 3.04% | 1.58% | -2.24% | -4.84% | 2.26% | -0.43% | |||||||
2024 | 0.16% | 3.01% | 4.67% | -3.43% | 2.82% | 0.43% | 6.16% | 2.23% | 1.63% | -0.61% | 3.79% | -5.43% | 15.89% |
2023 | 3.52% | -2.41% | 0.86% | 1.12% | -2.42% | 6.14% | 4.30% | -1.87% | -3.93% | -2.67% | 7.14% | 6.65% | 16.68% |
2022 | 2.33% | 3.01% | -5.86% | 3.40% | -8.47% | 4.23% | -2.69% | -8.53% | 11.14% | 6.94% | -2.86% | 0.59% |
Expense Ratio
schd cgdv has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of schd cgdv is 25, meaning it’s performing worse than 75% of other 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 | |
---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 0.75 | 1.04 | 1.15 | 0.78 | 3.26 |
SCHD Schwab US Dividend Equity ETF | 0.21 | 0.24 | 1.03 | 0.09 | 0.29 |
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Dividends
Dividend yield
schd cgdv provided a 2.79% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.79% | 2.62% | 2.57% | 2.37% | 1.39% | 1.58% | 1.49% | 1.53% | 1.31% | 1.44% | 1.49% | 1.31% |
Portfolio components: | ||||||||||||
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% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 4.02% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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 schd cgdv. 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 schd cgdv was 18.63%, occurring on Sep 30, 2022. Recovery took 187 trading sessions.
The current schd cgdv drawdown is 5.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.63% | Mar 30, 2022 | 128 | Sep 30, 2022 | 187 | Jun 30, 2023 | 315 |
-14.58% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
-9.85% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
-4.98% | Apr 1, 2024 | 14 | Apr 18, 2024 | 18 | May 14, 2024 | 32 |
-4.83% | Aug 1, 2024 | 5 | Aug 7, 2024 | 8 | 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 | SCHD | CGDV | Portfolio | |
---|---|---|---|---|
^GSPC | 1.00 | 0.76 | 0.92 | 0.87 |
SCHD | 0.76 | 1.00 | 0.85 | 0.96 |
CGDV | 0.92 | 0.85 | 1.00 | 0.96 |
Portfolio | 0.87 | 0.96 | 0.96 | 1.00 |