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Growth + High Dividend (2)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Growth + High Dividend (2)

Last updated Dec 19, 2024

Hi

Asset Allocation

ISPY 3.37%IQQQ 3.14%XDTE 26.2%QDTE 21.94%SPXL 14.86%TQQQ 7.55%JEPQ 4.98%QQQI 3.91%SPYI 3.9%IWY 3.31%QQQM 3.03%SCHG 2.35%VONG 1.46%AlternativesAlternativesEquityEquity
PositionCategory/SectorWeight
IQQQ
ProShares Nasdaq-100 High Income ETF		Derivative Income, Dividend
3.14%
ISPY
ProShares S&P 500 High Income ETF		Derivative Income
3.37%
IWY
iShares Russell Top 200 Growth ETF		Large Cap Growth Equities
3.31%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
4.98%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF		Large Cap Blend Equities
21.94%
QQQI
NEOS Nasdaq 100 High Income ETF		Dividend, Options Trading
3.91%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
3.03%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
2.35%
SPXL
Direxion Daily S&P 500 Bull 3X Shares		Leveraged Equities, Leveraged
14.86%
SPYI
NEOS S&P 500 High Income ETF		Large Cap Blend Equities, Dividend
3.90%
TQQQ
ProShares UltraPro QQQ		Leveraged Equities, Leveraged
7.55%
VONG
Vanguard Russell 1000 Growth ETF		Large Cap Blend Equities
1.46%
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF		Large Cap Blend Equities
26.20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Growth + High Dividend (2), 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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
20.52%
13.52%
Growth + High Dividend (2)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 20, 2024, corresponding to the inception date of IQQQ

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		24.34%0.23%8.53%24.95%13.01%11.06%
Growth + High Dividend (2)N/A0.87%11.85%N/AN/AN/A
Portfolio components:
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF		N/A-0.37%11.06%N/AN/AN/A
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF		N/A0.58%10.38%N/AN/AN/A
SPXL
Direxion Daily S&P 500 Bull 3X Shares		68.38%-1.82%18.95%69.76%22.17%23.67%
TQQQ
ProShares UltraPro QQQ		65.52%6.50%12.39%66.67%32.06%35.36%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		25.70%2.20%9.33%26.16%N/AN/A
QQQI
NEOS Nasdaq 100 High Income ETF		N/A2.27%9.44%N/AN/AN/A
SPYI
NEOS S&P 500 High Income ETF		19.85%-0.17%8.64%20.14%N/AN/A
ISPY
ProShares S&P 500 High Income ETF		22.71%0.05%9.10%23.54%N/AN/A
IWY
iShares Russell Top 200 Growth ETF		36.57%4.27%11.51%36.75%20.82%17.94%
IQQQ
ProShares Nasdaq-100 High Income ETF		N/A2.16%7.48%N/AN/AN/A
QQQM
Invesco NASDAQ 100 ETF		27.34%2.72%8.44%27.94%N/AN/A
SCHG
Schwab U.S. Large-Cap Growth ETF		37.04%3.21%12.88%37.14%20.24%16.77%
VONG
Vanguard Russell 1000 Growth ETF		35.22%3.63%12.28%35.39%19.34%16.75%
*Annualized

Monthly Returns

The table below presents the monthly returns of Growth + High Dividend (2), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.44%-6.18%7.72%6.22%-0.56%3.02%3.33%-1.24%7.80%20.52%

Expense Ratio

Growth + High Dividend (2) features an expense ratio of 0.80%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

SPXL
Direxion Daily S&P 500 Bull 3X Shares
Expense ratio chart for SPXL: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
Expense ratio chart for XDTE: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
Expense ratio chart for QDTE: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
TQQQ
ProShares UltraPro QQQ
Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
QQQI
NEOS Nasdaq 100 High Income ETF
Expense ratio chart for QQQI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
SPYI
NEOS S&P 500 High Income ETF
Expense ratio chart for SPYI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
ISPY
ProShares S&P 500 High Income ETF
Expense ratio chart for ISPY: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
IQQQ
ProShares Nasdaq-100 High Income ETF
Expense ratio chart for IQQQ: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
IWY
iShares Russell Top 200 Growth ETF
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
QQQM
Invesco NASDAQ 100 ETF
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VONG
Vanguard Russell 1000 Growth ETF
Expense ratio chart for VONG: 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%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Growth + High Dividend (2) is 46, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Growth + High Dividend (2) is 4646
Overall Rank
The Sharpe Ratio Rank of Growth + High Dividend (2) is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of Growth + High Dividend (2) is 3434
Sortino Ratio Rank
The Omega Ratio Rank of Growth + High Dividend (2) is 3838
Omega Ratio Rank
The Calmar Ratio Rank of Growth + High Dividend (2) is 7575
Calmar Ratio Rank
The Martin Ratio Rank of Growth + High Dividend (2) is 4040
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.

Sharpe ratio
No data
No data
No data
No data
No data
Growth + High Dividend (2)
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF		—————
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF		—————
SPXL
Direxion Daily S&P 500 Bull 3X Shares		2.042.451.342.4112.24
TQQQ
ProShares UltraPro QQQ		1.371.841.251.555.79
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		2.142.781.432.5010.77
QQQI
NEOS Nasdaq 100 High Income ETF		—————
SPYI
NEOS S&P 500 High Income ETF		2.152.831.463.1215.28
ISPY
ProShares S&P 500 High Income ETF		—2.811.39——
IWY
iShares Russell Top 200 Growth ETF		2.152.771.392.7610.40
IQQQ
ProShares Nasdaq-100 High Income ETF		—————
QQQM
Invesco NASDAQ 100 ETF		1.652.201.302.177.84
SCHG
Schwab U.S. Large-Cap Growth ETF		2.222.861.403.1312.34
VONG
Vanguard Russell 1000 Growth ETF		2.152.771.392.8111.01

There is not enough data available to calculate the Sharpe ratio for Growth + High Dividend (2). We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

Growth + High Dividend (2) provided a 13.37% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio13.37%1.27%0.80%0.06%0.08%0.20%0.25%0.66%0.10%0.10%0.10%0.10%
Portfolio components:
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF		18.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF		29.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXL
Direxion Daily S&P 500 Bull 3X Shares		0.53%0.98%0.33%0.11%0.22%0.84%1.02%3.88%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ		0.88%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		9.41%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQI
NEOS Nasdaq 100 High Income ETF		11.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYI
NEOS S&P 500 High Income ETF		10.84%12.01%4.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISPY
ProShares S&P 500 High Income ETF		9.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWY
iShares Russell Top 200 Growth ETF		0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
IQQQ
ProShares Nasdaq-100 High Income ETF		6.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF		0.45%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
VONG
Vanguard Russell 1000 Growth ETF		0.41%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

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.

-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.37%
-2.62%
Growth + High Dividend (2)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Growth + High Dividend (2). 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 Growth + High Dividend (2) was 13.70%, occurring on Aug 5, 2024. Recovery took 35 trading sessions.

The current Growth + High Dividend (2) drawdown is 5.06%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.7%Jul 11, 202418Aug 5, 202435Sep 24, 202453
-8.35%Mar 22, 202420Apr 19, 202418May 15, 202438
-5.4%Dec 17, 20243Dec 19, 2024———
-3.66%Oct 30, 20242Oct 31, 20244Nov 6, 20246
-3.53%Nov 12, 20244Nov 15, 202410Dec 2, 202414

Volatility

Volatility Chart

The current Growth + High Dividend (2) volatility is 6.00%, 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.

2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.00%
3.79%
Growth + High Dividend (2)
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.
XDTEISPYSPYIQDTESPXLIWYSCHGJEPQIQQQVONGTQQQQQQIQQQM
XDTE1.000.940.940.910.950.870.880.900.900.890.890.920.89
ISPY0.941.000.960.880.980.880.900.920.920.910.910.920.91
SPYI0.940.961.000.880.980.890.900.930.920.910.910.930.91
QDTE0.910.880.881.000.890.940.940.940.960.940.960.960.96
SPXL0.950.980.980.891.000.910.920.930.930.930.920.930.92
IWY0.870.880.890.940.911.000.980.940.950.990.970.950.97
SCHG0.880.900.900.940.920.981.000.950.960.990.970.950.97
JEPQ0.900.920.930.940.930.940.951.000.960.950.970.980.97
IQQQ0.900.920.920.960.930.950.960.961.000.960.980.980.99
VONG0.890.910.910.940.930.990.990.950.961.000.980.960.98
TQQQ0.890.910.910.960.920.970.970.970.980.981.000.981.00
QQQI0.920.920.930.960.930.950.950.980.980.960.981.000.98
QQQM0.890.910.910.960.920.970.970.970.990.981.000.981.00
The correlation results are calculated based on daily price changes starting from Mar 21, 2024
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