12-ETF Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 12-ETF Portfolio, 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 Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.93% | -12.27% | -11.13% | -2.73% | 13.04% | 9.21% |
| 12-ETF Portfolio | -16.33% | -13.15% | -16.18% | -12.13% | 16.36% | N/A |
| Portfolio components: | ||||||
AVUV Avantis U.S. Small Cap Value ETF | -19.88% | -12.79% | -18.57% | -14.53% | 20.39% | N/A |
CALF Pacer US Small Cap Cash Cows 100 ETF | -24.84% | -13.36% | -28.35% | -30.92% | 13.67% | N/A |
COWZ Pacer US Cash Cows 100 ETF | -13.43% | -13.41% | -15.70% | -14.34% | 18.07% | N/A |
DSTL Distillate US Fundamental Stability & Value ETF | -9.85% | -11.15% | -11.53% | -5.12% | 14.80% | N/A |
IYW iShares U.S. Technology ETF | -21.56% | -16.07% | -16.75% | -6.73% | 18.86% | 17.60% |
LEAD Siren DIVCON Leaders Dividend ETF | -10.80% | -11.25% | -13.42% | -7.91% | 12.39% | N/A |
RDVY First Trust Rising Dividend Achievers ETF | -11.24% | -12.31% | -10.69% | -3.97% | 15.98% | 10.81% |
SCHD Schwab US Dividend Equity ETF | -7.89% | -11.58% | -9.61% | -1.66% | 13.10% | 10.06% |
SPGP Invesco S&P 500 GARP ETF | -15.45% | -12.52% | -15.82% | -15.40% | 14.23% | 11.46% |
SYLD Cambria Shareholder Yield ETF | -16.16% | -12.57% | -20.18% | -19.89% | 18.64% | 8.71% |
VGT Vanguard Information Technology ETF | -22.71% | -16.55% | -17.16% | -6.91% | 17.38% | 17.37% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | -16.10% | -11.50% | -15.08% | -17.29% | 19.23% | 7.58% |
Monthly Returns
The table below presents the monthly returns of 12-ETF Portfolio, 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 | 1.97% | -2.96% | -5.31% | -10.71% | -16.33% | ||||||||
| 2024 | -0.39% | 4.03% | 4.28% | -5.66% | 3.98% | 0.05% | 5.21% | -0.42% | 1.09% | -1.55% | 7.43% | -5.73% | 11.98% |
| 2023 | 8.51% | -1.89% | -0.59% | -0.75% | -0.69% | 8.33% | 5.57% | -2.01% | -3.68% | -3.59% | 8.75% | 7.08% | 26.42% |
| 2022 | -4.70% | -0.90% | 1.70% | -6.92% | 1.98% | -10.84% | 9.60% | -3.57% | -10.01% | 11.30% | 6.35% | -6.56% | -14.51% |
| 2021 | 4.03% | 5.34% | 6.70% | 3.71% | 2.55% | 1.06% | 0.41% | 2.72% | -3.84% | 5.43% | -0.30% | 4.70% | 37.16% |
| 2020 | -2.79% | -8.72% | -17.40% | 15.18% | 5.84% | 3.14% | 4.67% | 7.36% | -3.29% | -1.08% | 14.73% | 5.25% | 19.62% |
| 2019 | 0.03% | 2.87% | 4.52% | 3.19% | 10.98% |
Expense Ratio
12-ETF Portfolio has an expense ratio of 0.38%, 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
The current rank of 12-ETF Portfolio is 3, meaning it’s performing worse than 97% 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 | |
|---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | -0.62 | -0.75 | 0.90 | -0.52 | -1.80 |
CALF Pacer US Small Cap Cash Cows 100 ETF | -1.35 | -1.94 | 0.77 | -0.95 | -2.99 |
COWZ Pacer US Cash Cows 100 ETF | -0.85 | -1.05 | 0.87 | -0.68 | -2.59 |
DSTL Distillate US Fundamental Stability & Value ETF | -0.33 | -0.35 | 0.96 | -0.29 | -1.22 |
IYW iShares U.S. Technology ETF | -0.21 | -0.11 | 0.98 | -0.21 | -0.81 |
LEAD Siren DIVCON Leaders Dividend ETF | -0.46 | -0.51 | 0.94 | -0.42 | -1.68 |
RDVY First Trust Rising Dividend Achievers ETF | -0.17 | -0.12 | 0.98 | -0.18 | -0.75 |
SCHD Schwab US Dividend Equity ETF | -0.09 | -0.03 | 1.00 | -0.09 | -0.38 |
SPGP Invesco S&P 500 GARP ETF | -0.81 | -0.97 | 0.87 | -0.71 | -2.86 |
SYLD Cambria Shareholder Yield ETF | -1.07 | -1.39 | 0.83 | -0.79 | -2.68 |
VGT Vanguard Information Technology ETF | -0.23 | -0.13 | 0.98 | -0.22 | -0.89 |
XSVM Invesco S&P SmallCap Value with Momentum ETF | -0.76 | -1.01 | 0.88 | -0.70 | -2.04 |
Dividends
Dividend yield
12-ETF Portfolio provided a 1.81% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.81% | 1.50% | 1.52% | 1.62% | 1.43% | 1.38% | 1.34% | 1.49% | 1.11% | 1.17% | 1.48% | 1.13% |
| Portfolio components: | ||||||||||||
AVUV Avantis U.S. Small Cap Value ETF | 2.06% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.38% | 1.07% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 2.08% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% |
DSTL Distillate US Fundamental Stability & Value ETF | 1.61% | 1.35% | 1.30% | 1.35% | 1.02% | 0.83% | 0.97% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.26% | 0.21% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% |
LEAD Siren DIVCON Leaders Dividend ETF | 1.01% | 0.93% | 1.13% | 1.27% | 1.78% | 0.81% | 1.32% | 1.39% | 0.97% | 1.39% | 0.00% | 0.00% |
RDVY First Trust Rising Dividend Achievers ETF | 1.92% | 1.65% | 2.09% | 2.21% | 1.04% | 1.53% | 1.55% | 1.68% | 1.25% | 2.07% | 2.14% | 1.91% |
SCHD Schwab US Dividend Equity ETF | 4.17% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
SPGP Invesco S&P 500 GARP ETF | 1.73% | 1.38% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% |
SYLD Cambria Shareholder Yield ETF | 2.47% | 2.04% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% |
VGT Vanguard Information Technology ETF | 0.66% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 2.42% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% | 1.32% |
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 12-ETF Portfolio. 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 12-ETF Portfolio was 37.99%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current 12-ETF Portfolio drawdown is 21.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.99% | Jan 21, 2020 | 44 | Mar 23, 2020 | 107 | Aug 24, 2020 | 151 |
| -23.6% | Jan 5, 2022 | 186 | Sep 30, 2022 | 206 | Jul 28, 2023 | 392 |
| -21.4% | Nov 26, 2024 | 89 | Apr 7, 2025 | — | — | — |
| -10.28% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.21% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current 12-ETF Portfolio volatility is 9.52%, 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
Asset Correlations Table
| IYW | VGT | XSVM | SCHD | LEAD | CALF | SYLD | AVUV | COWZ | DSTL | SPGP | RDVY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IYW | 1.00 | 0.99 | 0.46 | 0.53 | 0.81 | 0.53 | 0.50 | 0.52 | 0.55 | 0.73 | 0.74 | 0.66 |
| VGT | 0.99 | 1.00 | 0.49 | 0.57 | 0.84 | 0.57 | 0.53 | 0.55 | 0.58 | 0.76 | 0.77 | 0.69 |
| XSVM | 0.46 | 0.49 | 1.00 | 0.78 | 0.66 | 0.93 | 0.93 | 0.94 | 0.85 | 0.75 | 0.79 | 0.84 |
| SCHD | 0.53 | 0.57 | 0.78 | 1.00 | 0.78 | 0.78 | 0.85 | 0.83 | 0.87 | 0.89 | 0.85 | 0.89 |
| LEAD | 0.81 | 0.84 | 0.66 | 0.78 | 1.00 | 0.72 | 0.72 | 0.71 | 0.76 | 0.91 | 0.89 | 0.84 |
| CALF | 0.53 | 0.57 | 0.93 | 0.78 | 0.72 | 1.00 | 0.92 | 0.95 | 0.88 | 0.79 | 0.83 | 0.86 |
| SYLD | 0.50 | 0.53 | 0.93 | 0.85 | 0.72 | 0.92 | 1.00 | 0.95 | 0.92 | 0.81 | 0.85 | 0.90 |
| AVUV | 0.52 | 0.55 | 0.94 | 0.83 | 0.71 | 0.95 | 0.95 | 1.00 | 0.90 | 0.80 | 0.84 | 0.90 |
| COWZ | 0.55 | 0.58 | 0.85 | 0.87 | 0.76 | 0.88 | 0.92 | 0.90 | 1.00 | 0.86 | 0.88 | 0.90 |
| DSTL | 0.73 | 0.76 | 0.75 | 0.89 | 0.91 | 0.79 | 0.81 | 0.80 | 0.86 | 1.00 | 0.93 | 0.90 |
| SPGP | 0.74 | 0.77 | 0.79 | 0.85 | 0.89 | 0.83 | 0.85 | 0.84 | 0.88 | 0.93 | 1.00 | 0.93 |
| RDVY | 0.66 | 0.69 | 0.84 | 0.89 | 0.84 | 0.86 | 0.90 | 0.90 | 0.90 | 0.90 | 0.93 | 1.00 |