Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VIG Vanguard Dividend Appreciation ETF | Dividend | 20% |
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 20% |
VYM Vanguard High Dividend Yield ETF | Dividend | 20% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 20% |
VYMI Vanguard International High Dividend Yield ETF | Dividend, Foreign Large Cap Equities | 20% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend 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
As of Jul 21, 2026, the Dividend Portfolio returned 13.52% Year-To-Date and 12.17% of annualized return in the last 10 years.
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio Dividend Portfolio | -0.58% | 1.72% | 9.63% | 13.52% | 22.99% | 16.31% | 11.28% | 12.17% | 12.83% |
| Portfolio components: | |||||||||
DGRO iShares Core Dividend Growth ETF | -0.58% | 2.50% | 8.20% | 11.48% | 20.92% | 15.71% | 10.91% | 13.13% | 12.34% |
SCHD Schwab U.S. Dividend Equity ETF | -0.49% | 3.61% | 15.19% | 21.36% | 25.66% | 13.54% | 9.15% | 12.32% | 13.25% |
VIG Vanguard Dividend Appreciation ETF | -0.70% | 0.75% | 5.43% | 8.24% | 16.35% | 14.50% | 10.36% | 12.79% | 10.17% |
VYM Vanguard High Dividend Yield ETF | -0.47% | 0.76% | 8.38% | 12.42% | 21.30% | 16.51% | 11.99% | 11.36% | 9.30% |
VYMI Vanguard International High Dividend Yield ETF | -0.65% | 0.98% | 10.39% | 13.64% | 30.07% | 20.68% | 13.43% | 10.70% | 11.03% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 2, 2016, Dividend Portfolio's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Dividend Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.86% | 4.18% | -4.43% | 5.39% | 1.60% | 0.11% | 1.42% | 13.52% | |||||
| 2025 | 3.16% | 1.67% | -1.73% | -2.54% | 3.32% | 3.26% | 0.45% | 4.03% | 1.42% | -0.21% | 2.96% | 0.49% | 17.25% |
| 2024 | 0.44% | 2.61% | 4.06% | -3.51% | 3.23% | -0.09% | 4.55% | 2.75% | 1.49% | -1.39% | 4.04% | -4.53% | 13.97% |
| 2023 | 3.58% | -3.13% | 0.25% | 1.61% | -4.05% | 5.66% | 3.66% | -2.46% | -3.39% | -2.74% | 6.82% | 5.18% | 10.60% |
| 2022 | -1.91% | -2.14% | 2.40% | -4.86% | 2.41% | -7.57% | 4.63% | -3.14% | -8.05% | 9.79% | 7.57% | -3.17% | -5.67% |
| 2021 | -1.10% | 3.73% | 6.61% | 2.89% | 2.83% | -0.84% | 1.27% | 1.86% | -3.74% | 4.99% | -2.42% | 6.55% | 24.39% |
Benchmark Metrics
Dividend Portfolio has an annualized alpha of 1.60%, beta of 0.82, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since March 02, 2016.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (83.68%) than losses (82.53%) - typical of diversified or defensive assets.
- Alpha
- 1.60%
- Beta
- 0.82
- R²
- 0.87
- Upside Capture
- 83.68%
- Downside Capture
- 82.53%
Expense Ratio
Dividend Portfolio has an expense ratio of 0.06%, 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.
Return for Risk
Risk / Return Rank
Dividend Portfolio ranks 87 for risk / return — in the top 87% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Dividend Portfolio and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.40 | 1.45 | +0.94 |
| Sortino ratioReturn per unit of downside risk | 3.50 | 2.03 | +1.48 |
| Omega ratioGain probability vs. loss probability | 1.44 | 1.26 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 2.01 | +1.50 |
| Martin ratioReturn relative to average drawdown | 13.91 | 8.68 | +5.23 |
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 |
|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 86 | 2.20 | 3.23 | 1.40 | 3.25 | 12.53 |
SCHD Schwab U.S. Dividend Equity ETF | 91 | 2.34 | 3.63 | 1.42 | 5.59 | 13.64 |
VIG Vanguard Dividend Appreciation ETF | 65 | 1.64 | 2.40 | 1.30 | 2.08 | 8.39 |
VYM Vanguard High Dividend Yield ETF | 84 | 2.10 | 3.04 | 1.38 | 3.20 | 11.87 |
VYMI Vanguard International High Dividend Yield ETF | 85 | 2.28 | 3.14 | 1.41 | 2.98 | 11.59 |
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Dividends
Dividend yield
Dividend Portfolio provided a 2.50% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.50% | 2.73% | 3.04% | 3.10% | 3.08% | 2.66% | 2.70% | 2.83% | 3.06% | 2.51% | 2.52% | 2.21% |
| Portfolio components: | ||||||||||||
DGRO iShares Core Dividend Growth ETF | 1.93% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
SCHD Schwab U.S. Dividend Equity ETF | 3.20% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VIG Vanguard Dividend Appreciation ETF | 1.52% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
VYM Vanguard High Dividend Yield ETF | 2.28% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
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 Dividend 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 Dividend Portfolio was 34.35%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Dividend Portfolio drawdown is 1.02%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-34.35%Mar 2020 | 2mo 2d | 7mo 22d | 9mo 24dJan 2020 - Nov 2020 | COVID crash2020 |
-18.73%Sep 2022 | 8mo 20d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-16.41%Dec 2018 | 10mo 29d | 3mo 15d | 1y 2moJan 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-12.85%Apr 2025 | 1mo 17d | 2mo 3d | 3mo 20dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-6.57%Mar 2026 | 1mo 6d | 1mo 11d | 2mo 17dFeb 2026 - Apr 2026 | — |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.12 | 1.08 | 1.06 | 1.04 | 1.04 |
The portfolio has a diversification ratio of 1.04, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Dividend Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.87 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VIG has the highest benchmark correlation at 0.90, while VYMI has the lowest at 0.72.
Asset Correlations Table
Find what Dividend Portfolio is missing
See which holdings overlap, where Dividend Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification