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All Dividend ETF Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BRGNX 40%VYMI 30%VYM 30%EquityEquity
PositionCategory/SectorWeight
BRGNX
iShares Russell 1000 Large-Cap Index Fund
Large Cap Blend Equities

40%

VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities

30%

VYMI
Vanguard International High Dividend Yield ETF
Foreign Large Cap Equities, Dividend

30%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All Dividend 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 Quarterly


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
18.38%
19.38%
All Dividend ETF Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
All Dividend ETF Portfolio5.35%-1.72%18.38%17.30%10.19%N/A
VYMI
Vanguard International High Dividend Yield ETF
3.26%-0.50%15.62%11.99%6.43%N/A
VYM
Vanguard High Dividend Yield ETF
5.99%-1.19%18.23%13.09%9.60%9.74%
BRGNX
iShares Russell 1000 Large-Cap Index Fund
6.38%-3.03%20.49%24.55%13.11%12.23%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.42%3.56%3.97%
2023-3.22%-2.71%7.71%5.15%

Expense Ratio

The All Dividend ETF Portfolio features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for BRGNX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


All Dividend ETF Portfolio
Sharpe ratio
The chart of Sharpe ratio for All Dividend ETF Portfolio, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.005.001.64
Sortino ratio
The chart of Sortino ratio for All Dividend ETF Portfolio, currently valued at 2.41, compared to the broader market0.002.004.006.002.41
Omega ratio
The chart of Omega ratio for All Dividend ETF Portfolio, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for All Dividend ETF Portfolio, currently valued at 1.79, compared to the broader market0.002.004.006.008.001.79
Martin ratio
The chart of Martin ratio for All Dividend ETF Portfolio, currently valued at 5.82, compared to the broader market0.0010.0020.0030.0040.0050.005.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VYMI
Vanguard International High Dividend Yield ETF
1.021.501.181.323.81
VYM
Vanguard High Dividend Yield ETF
1.231.821.211.364.03
BRGNX
iShares Russell 1000 Large-Cap Index Fund
2.032.931.351.648.28

Sharpe Ratio

The current All Dividend ETF Portfolio Sharpe ratio is 1.64. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.64

The Sharpe ratio of All Dividend ETF Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.64
1.92
All Dividend ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

All Dividend ETF Portfolio granted a 2.86% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
All Dividend ETF Portfolio2.86%2.88%3.02%2.85%2.50%3.27%3.27%2.84%3.38%3.13%2.24%2.67%
VYMI
Vanguard International High Dividend Yield ETF
4.92%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.90%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
BRGNX
iShares Russell 1000 Large-Cap Index Fund
1.27%1.44%1.77%1.83%1.46%2.76%2.40%2.59%4.47%5.41%3.51%4.56%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.57%
-3.50%
All Dividend ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the All Dividend 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 All Dividend ETF Portfolio was 35.30%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current All Dividend ETF Portfolio drawdown is 2.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.3%Feb 13, 202027Mar 23, 2020166Nov 16, 2020193
-21.15%Jan 13, 2022180Sep 30, 2022207Jul 31, 2023387
-17.94%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358
-9.81%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-6.73%Jul 25, 201915Aug 14, 201947Oct 21, 201962

Volatility

Volatility Chart

The current All Dividend ETF Portfolio volatility is 3.14%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.14%
3.58%
All Dividend ETF Portfolio
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.

VYMIBRGNXVYM
VYMI1.000.750.77
BRGNX0.751.000.84
VYM0.770.841.00