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 every 3 months.
The earliest data available for this chart is Sep 23, 2021, corresponding to the inception date of AVLV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Value vs. Dividends | -7.07% | -6.56% | -8.48% | 4.32% | N/A | N/A |
| Portfolio components: | ||||||
VTV Vanguard Value ETF | -5.68% | -7.43% | -8.81% | 4.18% | 13.69% | 9.19% |
VIG Vanguard Dividend Appreciation ETF | -7.55% | -6.76% | -9.07% | 5.38% | 12.24% | 10.43% |
SCHD Schwab US Dividend Equity ETF | -7.56% | -9.02% | -10.46% | 1.73% | 13.01% | 10.03% |
DGRO iShares Core Dividend Growth ETF | -6.26% | -7.01% | -8.65% | 5.04% | 13.10% | 10.50% |
VDC Vanguard Consumer Staples ETF | 3.63% | 2.88% | 2.28% | 12.65% | 10.85% | 8.27% |
VTI Vanguard Total Stock Market ETF | -12.53% | -9.10% | -11.69% | 4.39% | 14.36% | 10.59% |
AVUV Avantis U.S. Small Cap Value ETF | -18.05% | -9.96% | -17.42% | -8.98% | 21.45% | N/A |
AVLV Avantis U.S. Large Cap Value ETF | -10.91% | -9.01% | -10.58% | -1.49% | N/A | N/A |
XLU Utilities Select Sector SPDR Fund | 1.03% | -2.90% | -5.55% | 19.59% | 8.57% | 8.86% |
RPV Invesco S&P 500® Pure Value ETF | -5.48% | -7.25% | -4.12% | 2.87% | 17.97% | 6.79% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.01% | 0.18% | -2.94% | -7.22% | -7.07% | ||||||||
| 2024 | -0.08% | 3.10% | 4.75% | -3.77% | 3.90% | -0.68% | 5.01% | 2.10% | 1.69% | -1.06% | 6.51% | -5.83% | 15.94% |
| 2023 | 4.26% | -3.34% | -0.46% | 1.07% | -3.92% | 6.30% | 3.95% | -3.03% | -4.12% | -2.85% | 7.20% | 5.81% | 10.29% |
| 2022 | -2.80% | -1.17% | 3.60% | -4.68% | 1.98% | -8.02% | 6.26% | -2.21% | -8.90% | 10.32% | 6.20% | -4.17% | -5.42% |
| 2021 | -1.77% | 5.23% | -1.95% | 6.51% | 7.95% |
Expense Ratio
Value vs. Dividends has an expense ratio of 0.12%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Value vs. Dividends is 46, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.33 | 0.57 | 1.08 | 0.35 | 1.45 |
VIG Vanguard Dividend Appreciation ETF | 0.38 | 0.64 | 1.09 | 0.39 | 1.82 |
SCHD Schwab US Dividend Equity ETF | 0.18 | 0.36 | 1.05 | 0.18 | 0.68 |
DGRO iShares Core Dividend Growth ETF | 0.40 | 0.66 | 1.09 | 0.42 | 1.89 |
VDC Vanguard Consumer Staples ETF | 1.10 | 1.63 | 1.21 | 1.60 | 5.25 |
VTI Vanguard Total Stock Market ETF | 0.17 | 0.38 | 1.06 | 0.17 | 0.74 |
AVUV Avantis U.S. Small Cap Value ETF | -0.31 | -0.29 | 0.96 | -0.27 | -0.85 |
AVLV Avantis U.S. Large Cap Value ETF | -0.07 | 0.04 | 1.01 | -0.06 | -0.26 |
XLU Utilities Select Sector SPDR Fund | 1.29 | 1.76 | 1.23 | 1.73 | 5.45 |
RPV Invesco S&P 500® Pure Value ETF | 0.27 | 0.51 | 1.07 | 0.33 | 1.14 |
Dividends
Dividend yield
Value vs. Dividends provided a 2.43% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.43% | 2.19% | 2.36% | 2.32% | 1.80% | 2.00% | 1.92% | 2.09% | 1.81% | 1.92% | 2.10% | 1.62% |
| Portfolio components: | ||||||||||||
VTV Vanguard Value ETF | 2.47% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
VIG Vanguard Dividend Appreciation ETF | 1.97% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
SCHD Schwab US Dividend Equity ETF | 4.16% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
DGRO iShares Core Dividend Growth ETF | 2.42% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
VDC Vanguard Consumer Staples ETF | 2.40% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% |
VTI Vanguard Total Stock Market ETF | 1.48% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
AVUV Avantis U.S. Small Cap Value ETF | 2.02% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVLV Avantis U.S. Large Cap Value ETF | 1.86% | 1.58% | 1.85% | 2.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 3.00% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% |
RPV Invesco S&P 500® Pure Value ETF | 2.47% | 2.16% | 2.38% | 2.29% | 1.92% | 2.11% | 2.28% | 2.49% | 1.73% | 1.73% | 2.39% | 1.57% |
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 17.03%, occurring on Sep 30, 2022. Recovery took 204 trading sessions.
The current Value vs. Dividends drawdown is 12.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.03% | Apr 21, 2022 | 113 | Sep 30, 2022 | 204 | Jul 26, 2023 | 317 |
| -15.87% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -11.2% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -7.47% | Jan 5, 2022 | 34 | Feb 23, 2022 | 39 | Apr 20, 2022 | 73 |
| -5.21% | Nov 17, 2021 | 10 | Dec 1, 2021 | 16 | Dec 23, 2021 | 26 |
Volatility
Volatility Chart
The current Value vs. Dividends volatility is 10.98%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| XLU | VDC | AVUV | VTI | RPV | AVLV | SCHD | VIG | VTV | DGRO | |
|---|---|---|---|---|---|---|---|---|---|---|
| XLU | 1.00 | 0.62 | 0.38 | 0.41 | 0.48 | 0.43 | 0.56 | 0.55 | 0.60 | 0.58 |
| VDC | 0.62 | 1.00 | 0.49 | 0.56 | 0.60 | 0.57 | 0.72 | 0.73 | 0.73 | 0.74 |
| AVUV | 0.38 | 0.49 | 1.00 | 0.79 | 0.88 | 0.92 | 0.82 | 0.77 | 0.84 | 0.81 |
| VTI | 0.41 | 0.56 | 0.79 | 1.00 | 0.74 | 0.89 | 0.78 | 0.91 | 0.84 | 0.88 |
| RPV | 0.48 | 0.60 | 0.88 | 0.74 | 1.00 | 0.89 | 0.89 | 0.79 | 0.90 | 0.86 |
| AVLV | 0.43 | 0.57 | 0.92 | 0.89 | 0.89 | 1.00 | 0.88 | 0.88 | 0.91 | 0.91 |
| SCHD | 0.56 | 0.72 | 0.82 | 0.78 | 0.89 | 0.88 | 1.00 | 0.89 | 0.95 | 0.95 |
| VIG | 0.55 | 0.73 | 0.77 | 0.91 | 0.79 | 0.88 | 0.89 | 1.00 | 0.93 | 0.97 |
| VTV | 0.60 | 0.73 | 0.84 | 0.84 | 0.90 | 0.91 | 0.95 | 0.93 | 1.00 | 0.98 |
| DGRO | 0.58 | 0.74 | 0.81 | 0.88 | 0.86 | 0.91 | 0.95 | 0.97 | 0.98 | 1.00 |