Index Fund + ETF+REIT Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
FSMDX Fidelity Mid Cap Index Fund	Mid Cap Blend Equities	20%
WELL Welltower Inc.	Real Estate	20%
JNJ Johnson & Johnson	Healthcare	20%
DIVO Amplify CWP Enhanced Dividend Income ETF	Derivative Income	10%
ONEQ Fidelity Nasdaq Composite Index ETF	Large Cap Growth Equities	10%
PLD Prologis, Inc.	Real Estate	10%
WMT Walmart Inc.	Consumer Defensive	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Index Fund + ETF+REIT 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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Index Fund + ETF+REIT Portfolio	-0.70%	-1.07%	11.05%	9.72%	32.75%	23.52%	14.64%	—
Portfolio components:
DIVO Amplify CWP Enhanced Dividend Income ETF	-0.30%	1.64%	5.28%	5.66%	17.72%	15.15%	10.72%	—
FSMDX Fidelity Mid Cap Index Fund	-2.08%	0.96%	10.70%	10.55%	19.26%	16.63%	7.86%	11.38%
JNJ Johnson & Johnson	-0.26%	5.50%	13.43%	16.43%	53.49%	16.56%	10.04%	10.06%
ONEQ Fidelity Nasdaq Composite Index ETF	0.83%	-1.13%	12.15%	10.74%	33.89%	26.07%	14.42%	19.36%
PLD Prologis, Inc.	-1.22%	-0.91%	12.74%	14.51%	35.80%	9.00%	5.89%	14.19%
WELL Welltower Inc.	-3.35%	-6.50%	8.50%	0.26%	31.48%	37.93%	23.47%	14.83%
WMT Walmart Inc.	0.80%	-8.13%	7.98%	6.15%	23.97%	34.37%	22.47%	19.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 15, 2016, Index Fund + ETF+REIT Portfolio's average daily return is +0.06%, while the average monthly return is +1.29%. At this rate, an investment would double in approximately 4.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Index Fund + ETF+REIT Portfolio closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -12.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.20%	6.46%	-3.87%	5.48%	-0.79%	-0.48%							11.05%
2025	6.33%	4.02%	-3.71%	-1.27%	3.57%	1.15%	4.07%	3.66%	3.88%	1.79%	6.73%	-2.38%	30.93%
2024	-0.57%	5.03%	1.44%	-5.41%	5.85%	1.21%	5.43%	5.19%	2.08%	-0.40%	4.83%	-5.92%	19.38%
2023	5.84%	-2.49%	0.63%	3.61%	-2.67%	6.48%	2.39%	-1.18%	-3.88%	-2.70%	6.84%	4.87%	18.21%
2022	-3.26%	-3.14%	8.15%	-3.78%	-4.08%	-6.38%	6.49%	-5.19%	-8.49%	5.41%	7.33%	-4.94%	-12.99%
2021	-0.52%	2.32%	4.30%	3.93%	1.49%	2.74%	3.13%	2.43%	-5.52%	4.57%	-1.76%	6.51%	25.63%

Benchmark Metrics

Index Fund + ETF+REIT Portfolio has an annualized alpha of 4.86%, beta of 0.78, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 15, 2016.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.05%) than losses (79.41%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.86% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 4.86%

Beta: 0.78

R²: 0.74

Upside Capture: 91.05%

Downside Capture: 79.41%

Expense Ratio

Index Fund + ETF+REIT Portfolio has an expense ratio of 0.08%, 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.

DIVO

Amplify CWP Enhanced Dividend Income ETF

ONEQ

Fidelity Nasdaq Composite Index ETF

FSMDX

Fidelity Mid Cap Index Fund

Return for Risk

Risk / Return Rank

Index Fund + ETF+REIT Portfolio ranks 93 for risk / return — in the top 93% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Index Fund + ETF+REIT Portfolio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.22	1.94	+1.28
Sortino ratioReturn per unit of downside risk	4.59	2.63	+1.96
Omega ratioGain probability vs. loss probability	1.59	1.35	+0.24
Calmar ratioReturn relative to maximum drawdown	5.14	2.59	+2.56
Martin ratioReturn relative to average drawdown	21.55	11.84	+9.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DIVO Amplify CWP Enhanced Dividend Income ETF	66	1.96	2.91	1.34	2.99	10.79
FSMDX Fidelity Mid Cap Index Fund	37	1.52	2.18	1.26	2.52	9.70
JNJ Johnson & Johnson	95	3.19	4.65	1.57	4.91	14.52
ONEQ Fidelity Nasdaq Composite Index ETF	65	2.06	2.68	1.36	2.69	10.57
PLD Prologis, Inc.	85	1.70	2.47	1.30	3.75	12.35
WELL Welltower Inc.	79	1.48	2.03	1.26	2.51	6.21
WMT Walmart Inc.	71	1.02	1.54	1.20	1.53	5.02

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Index Fund + ETF+REIT Portfolio Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 3.22
5-Year: 1.05
All Time: 0.94

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Index Fund + ETF+REIT Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Index Fund + ETF+REIT Portfolio provided a 2.03% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.03%	2.12%	2.57%	2.36%	2.67%	2.56%	2.76%	3.42%	3.18%	2.95%	2.74%	2.89%
Portfolio components:
DIVO Amplify CWP Enhanced Dividend Income ETF	6.43%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	0.00%	0.00%
FSMDX Fidelity Mid Cap Index Fund	1.00%	1.10%	2.46%	1.39%	2.07%	3.35%	2.34%	2.86%	2.21%	2.17%	2.23%	2.84%
JNJ Johnson & Johnson	2.26%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
ONEQ Fidelity Nasdaq Composite Index ETF	0.69%	0.54%	0.65%	0.71%	0.97%	0.54%	0.71%	2.51%	1.08%	0.84%	1.12%	1.04%
PLD Prologis, Inc.	2.87%	3.16%	3.63%	2.61%	2.80%	1.50%	2.33%	2.38%	3.27%	2.73%	3.18%	3.54%
WELL Welltower Inc.	1.48%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%
WMT Walmart Inc.	0.81%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

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 Index Fund + ETF+REIT 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 Index Fund + ETF+REIT Portfolio was 33.41%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Index Fund + ETF+REIT Portfolio drawdown is 1.28%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-33.41%Mar 2020	1mo 3d	5mo 13d	6mo 16dFeb 2020 - Sep 2020
Bear market2022	-23.65%Oct 2022	5mo 22d	1y 3mo	1y 8moApr 2022 - Jan 2024
2025 selloff2025	-14.54%Apr 2025	1mo 17d	2mo 25d	4mo 12dFeb 2025 - Jul 2025
Rate-hike selloffLate 2018	-14.06%Dec 2018	20d	1mo 21d	2mo 11dDec 2018 - Feb 2019
2018 correction2018	-11.09%Mar 2018	1mo 23d	4mo 26d	6mo 19dJan 2018 - Aug 2018

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 7 assets, with an effective number of assets of 6.25, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.69	1.52	1.43	1.36

The portfolio has a diversification ratio of 1.36, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Index Fund + ETF+REIT Portfolio correlation to the S&P 500 Index

Index Fund + ETF+REIT Portfolio has a 0.45 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (All Time) Calculated using the full available price history since Dec 15, 2016	0.75

Benchmark Correlations

Correlation vs. S&P 500 Index. ONEQ has the highest benchmark correlation at 0.92, while JNJ has the lowest at 0.32.

0.32

0.33

0.34

0.50

0.78

0.90

0.92

Portfolio Correlations

Correlation vs. Index Fund + ETF+REIT Portfolio. FSMDX has the highest portfolio correlation at 0.78, while WMT has the lowest at 0.49.

0.49

0.56

0.62

0.71

0.72

0.73

0.78

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	WMT	JNJ	WELL	PLD	ONEQ	DIVO	FSMDX
WMT	1.00	0.30	0.21	0.28	0.27	0.37	0.31
JNJ	0.30	1.00	0.24	0.33	0.18	0.40	0.28
WELL	0.21	0.24	1.00	0.53	0.23	0.33	0.38
PLD	0.28	0.33	0.53	1.00	0.41	0.46	0.55
ONEQ	0.27	0.18	0.23	0.41	1.00	0.62	0.80
DIVO	0.37	0.40	0.33	0.46	0.62	1.00	0.76
FSMDX	0.31	0.28	0.38	0.55	0.80	0.76	1.00

The correlation results are calculated based on daily price changes starting from Dec 15, 2016

Diversification Analysis

Find what Index Fund + ETF+REIT Portfolio is missing

See which holdings overlap, where Index Fund + ETF+REIT Portfolio is concentrated, and which low-correlation assets could fill the gaps.

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