Value vs. Dividends
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Value vs. Dividends, 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 Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Value vs. Dividends | 19.50% | 1.38% | 10.38% | 28.72% | 13.23% | N/A |
| Portfolio components: | ||||||
VTV Vanguard Value ETF | 21.06% | 0.20% | 10.09% | 30.16% | 11.66% | 10.66% |
VIG Vanguard Dividend Appreciation ETF | 19.89% | 0.13% | 10.80% | 27.17% | 12.78% | 11.90% |
SCHD Schwab US Dividend Equity ETF | 17.07% | 0.77% | 10.34% | 27.17% | 12.67% | 11.62% |
DGRO iShares Core Dividend Growth ETF | 20.38% | -0.13% | 10.29% | 29.00% | 11.93% | 12.00% |
VDC Vanguard Consumer Staples ETF | 14.87% | -0.47% | 5.81% | 19.67% | 9.36% | 8.53% |
VTI Vanguard Total Stock Market ETF | 26.21% | 2.78% | 13.59% | 35.35% | 15.18% | 12.90% |
AVUV Avantis U.S. Small Cap Value ETF | 16.65% | 6.36% | 11.34% | 32.01% | 16.39% | N/A |
Monthly Returns
The table below presents the monthly returns of Value vs. Dividends, 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 | 0.39% | 3.15% | 4.09% | -3.98% | 3.41% | 0.22% | 4.97% | 2.05% | 1.27% | -1.32% | 19.50% | ||
| 2023 | 3.87% | -2.55% | -0.12% | 1.17% | -3.31% | 6.35% | 3.96% | -2.42% | -4.09% | -2.85% | 7.05% | 5.91% | 12.73% |
| 2022 | -3.37% | -1.40% | 2.57% | -4.59% | 1.05% | -7.48% | 6.50% | -2.85% | -8.52% | 10.90% | 6.15% | -4.35% | -7.10% |
| 2021 | -0.79% | 4.53% | 6.82% | 3.19% | 2.40% | -0.38% | 1.05% | 2.13% | -3.62% | 5.27% | -1.84% | 6.47% | 27.61% |
| 2020 | -2.08% | -9.10% | -13.69% | 12.28% | 3.79% | 0.65% | 4.81% | 5.76% | -2.63% | -0.78% | 12.37% | 3.90% | 12.66% |
| 2019 | 0.17% | 1.29% | 2.83% | 2.72% | 7.17% |
Expense Ratio
Value vs. Dividends has an expense ratio of 0.09%, 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 risk-adjusted rank of Value vs. Dividends is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VTV Vanguard Value ETF | 3.16 | 4.44 | 1.58 | 5.45 | 20.53 |
VIG Vanguard Dividend Appreciation ETF | 2.92 | 4.10 | 1.54 | 5.73 | 19.13 |
SCHD Schwab US Dividend Equity ETF | 2.64 | 3.81 | 1.47 | 2.92 | 14.57 |
DGRO iShares Core Dividend Growth ETF | 3.23 | 4.57 | 1.60 | 4.06 | 21.73 |
VDC Vanguard Consumer Staples ETF | 2.17 | 3.11 | 1.38 | 2.43 | 14.33 |
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.46 | 19.72 |
AVUV Avantis U.S. Small Cap Value ETF | 1.78 | 2.62 | 1.32 | 3.52 | 9.29 |
Dividends
Dividend yield
Value vs. Dividends provided a 2.11% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.11% | 2.29% | 2.28% | 1.86% | 2.11% | 2.00% | 2.16% | 1.87% | 2.01% | 2.14% | 1.64% | 1.50% |
| Portfolio components: | ||||||||||||
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VIG Vanguard Dividend Appreciation ETF | 1.70% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
DGRO iShares Core Dividend Growth ETF | 2.16% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
AVUV Avantis U.S. Small Cap Value ETF | 1.51% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Value vs. Dividends. 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 Value vs. Dividends was 34.57%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Value vs. Dividends drawdown is 0.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.57% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -18.42% | Jan 5, 2022 | 186 | Sep 30, 2022 | 204 | Jul 26, 2023 | 390 |
| -10.6% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -7.55% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
| -6.72% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current Value vs. Dividends volatility is 3.66%, 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
| VDC | AVUV | VTI | SCHD | VIG | VTV | DGRO | |
|---|---|---|---|---|---|---|---|
| VDC | 1.00 | 0.50 | 0.62 | 0.72 | 0.77 | 0.73 | 0.75 |
| AVUV | 0.50 | 1.00 | 0.77 | 0.84 | 0.74 | 0.85 | 0.81 |
| VTI | 0.62 | 0.77 | 1.00 | 0.81 | 0.92 | 0.84 | 0.90 |
| SCHD | 0.72 | 0.84 | 0.81 | 1.00 | 0.89 | 0.96 | 0.95 |
| VIG | 0.77 | 0.74 | 0.92 | 0.89 | 1.00 | 0.91 | 0.96 |
| VTV | 0.73 | 0.85 | 0.84 | 0.96 | 0.91 | 1.00 | 0.97 |
| DGRO | 0.75 | 0.81 | 0.90 | 0.95 | 0.96 | 0.97 | 1.00 |