All Dividend ETF Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
All Dividend ETF Portfolio | 14.90% | 2.63% | 10.84% | 24.75% | 12.80% | N/A |
Portfolio components: | ||||||
VYMI Vanguard International High Dividend Yield ETF | 11.30% | 2.95% | 10.40% | 21.70% | 9.66% | N/A |
VYM Vanguard High Dividend Yield ETF | 14.43% | 1.96% | 10.97% | 22.17% | 11.67% | 9.84% |
BRGNX iShares Russell 1000 Large-Cap Index Fund | 17.89% | 2.92% | 10.98% | 28.86% | 15.66% | 12.50% |
Monthly Returns
The table below presents the monthly returns of All Dividend 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.42% | 3.56% | 3.97% | -3.28% | 4.21% | 0.60% | 2.97% | 14.90% | |||||
2023 | 5.75% | -2.99% | 1.17% | 1.92% | -2.79% | 6.02% | 3.89% | -2.66% | -3.22% | -2.71% | 7.71% | 5.15% | 17.55% |
2022 | -1.72% | -2.14% | 2.42% | -6.50% | 1.96% | -8.40% | 5.58% | -3.35% | -8.63% | 8.49% | 7.42% | -3.74% | -10.04% |
2021 | -0.36% | 3.64% | 4.78% | 3.60% | 2.38% | 0.16% | 0.80% | 2.15% | -3.51% | 5.14% | -2.70% | 5.24% | 22.95% |
2020 | -1.98% | -8.49% | -15.07% | 10.16% | 4.10% | 1.77% | 4.06% | 4.98% | -3.24% | -2.30% | 12.88% | 4.32% | 8.12% |
2019 | 7.30% | 2.94% | 0.94% | 3.30% | -6.03% | 6.39% | 0.03% | -2.40% | 3.08% | 2.16% | 2.44% | 3.28% | 25.22% |
2018 | 5.20% | -4.55% | -1.65% | 0.25% | 0.50% | -0.34% | 3.70% | 0.74% | 0.69% | -6.12% | 2.17% | -7.51% | -7.47% |
2017 | 1.95% | 2.81% | 0.79% | 0.82% | 1.38% | 0.81% | 2.28% | 0.13% | 2.39% | 1.52% | 2.27% | 1.47% | 20.24% |
2016 | 4.08% | 1.25% | 0.71% | 0.19% | 3.43% | 0.31% | 0.29% | -1.47% | 2.54% | 2.55% | 14.63% |
Expense Ratio
All Dividend ETF Portfolio has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of All Dividend ETF Portfolio is 74, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 1.84 | 2.55 | 1.32 | 2.41 | 9.50 |
VYM Vanguard High Dividend Yield ETF | 2.10 | 2.96 | 1.37 | 2.30 | 8.71 |
BRGNX iShares Russell 1000 Large-Cap Index Fund | 2.35 | 3.18 | 1.42 | 2.28 | 10.99 |
Dividends
Dividend yield
All Dividend ETF Portfolio granted a 2.62% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
All Dividend ETF Portfolio | 2.62% | 2.88% | 3.02% | 2.85% | 2.50% | 3.27% | 3.27% | 2.84% | 3.38% | 3.13% | 2.24% | 2.67% |
Portfolio components: | ||||||||||||
VYMI Vanguard International High Dividend Yield ETF | 4.39% | 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 | 2.83% | 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 | 1.14% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.3% | Feb 13, 2020 | 27 | Mar 23, 2020 | 166 | Nov 16, 2020 | 193 |
-21.15% | Jan 13, 2022 | 180 | Sep 30, 2022 | 207 | Jul 31, 2023 | 387 |
-17.94% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
-9.81% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
-6.75% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current All Dividend ETF Portfolio volatility is 5.18%, 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
VYMI | BRGNX | VYM | |
---|---|---|---|
VYMI | 1.00 | 0.75 | 0.77 |
BRGNX | 0.75 | 1.00 | 0.84 |
VYM | 0.77 | 0.84 | 1.00 |