Value vs. Dividends

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Value vs. Dividends

Currency in USD · Last updated May 30, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AVLV Avantis U.S. Large Cap Value ETF	Large Cap Value Equities	10%
AVUV Avantis U.S. Small Cap Value ETF	Small Cap Value Equities, Actively Managed	10%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	10%
RPV Invesco S&P 500® Pure Value ETF	All Cap Equities	10%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	10%
VDC Vanguard Consumer Staples ETF	Consumer Staples Equities	10%
VIG Vanguard Dividend Appreciation ETF	Large Cap Growth Equities, Dividend	10%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	10%
VTV Vanguard Value ETF	Large Cap Value Equities	10%
XLU Utilities Select Sector SPDR Fund	Utilities Equities	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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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	0.51%	6.15%	-2.00%	12.92%	14.19%	10.85%
Value vs. Dividends	0.98%	3.71%	-4.89%	10.21%	N/A	N/A
Portfolio components:
VTV Vanguard Value ETF	1.83%	2.95%	-4.66%	10.52%	13.90%	9.97%
VIG Vanguard Dividend Appreciation ETF	1.56%	3.61%	-2.40%	12.85%	13.07%	11.50%
SCHD Schwab US Dividend Equity ETF	-3.35%	1.36%	-9.75%	5.67%	12.22%	10.58%
DGRO iShares Core Dividend Growth ETF	1.76%	3.28%	-3.30%	11.82%	13.13%	11.38%
VDC Vanguard Consumer Staples ETF	6.82%	1.68%	1.53%	13.57%	11.01%	8.67%
VTI Vanguard Total Stock Market ETF	0.38%	6.25%	-2.68%	13.67%	15.23%	12.13%
AVUV Avantis U.S. Small Cap Value ETF	-8.36%	6.68%	-15.78%	-2.28%	19.44%	N/A
AVLV Avantis U.S. Large Cap Value ETF	-1.24%	5.09%	-7.00%	6.84%	N/A	N/A
XLU Utilities Select Sector SPDR Fund	9.00%	3.83%	0.31%	18.14%	9.92%	9.95%
RPV Invesco S&P 500® Pure Value ETF	1.21%	2.44%	-5.17%	10.54%	16.60%	7.46%

*Annualized

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	2.99%	0.25%	-2.90%	-2.88%	3.71%								0.98%
2024	-0.06%	3.09%	4.74%	-3.68%	3.94%	-0.69%	5.03%	2.13%	1.71%	-1.05%	6.50%	-5.82%	16.17%
2023	4.38%	-3.29%	-0.46%	1.05%	-3.84%	6.36%	3.94%	-3.01%	-4.12%	-2.81%	7.21%	5.76%	10.61%
2022	-2.80%	-1.16%	3.59%	-4.71%	1.93%	-8.03%	6.37%	-2.27%	-8.88%	10.43%	6.18%	-4.26%	-5.48%
2021									-1.77%	5.25%	-1.94%	6.51%	7.97%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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.

RPV

Invesco S&P 500® Pure Value ETF

AVUV

Avantis U.S. Small Cap Value ETF

AVLV

Avantis U.S. Large Cap Value ETF

XLU

Utilities Select Sector SPDR Fund

VDC

Vanguard Consumer Staples ETF

DGRO

iShares Core Dividend Growth ETF

VIG

Vanguard Dividend Appreciation ETF

SCHD

Schwab US Dividend Equity ETF

VTV

Vanguard Value ETF

VTI

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Value vs. Dividends is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VTV Vanguard Value ETF	0.67	0.97	1.13	0.68	2.41
VIG Vanguard Dividend Appreciation ETF	0.80	1.14	1.16	0.79	3.20
SCHD Schwab US Dividend Equity ETF	0.35	0.56	1.07	0.33	0.99
DGRO iShares Core Dividend Growth ETF	0.78	1.12	1.16	0.79	3.10
VDC Vanguard Consumer Staples ETF	1.03	1.46	1.18	1.44	4.64
VTI Vanguard Total Stock Market ETF	0.68	0.98	1.14	0.63	2.36
AVUV Avantis U.S. Small Cap Value ETF	-0.09	0.05	1.01	-0.08	-0.22
AVLV Avantis U.S. Large Cap Value ETF	0.35	0.60	1.09	0.33	1.16
XLU Utilities Select Sector SPDR Fund	1.05	1.48	1.19	1.73	4.43
RPV Invesco S&P 500® Pure Value ETF	0.58	0.92	1.12	0.70	2.22

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Value vs. Dividends Sharpe ratios as of May 30, 2025 (values are recalculated daily):

1-Year: 0.65
All Time: 0.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.13, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Value vs. Dividends compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Value vs. Dividends provided a 2.25% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.25%	2.19%	2.36%	2.32%	1.80%	2.00%	1.92%	2.10%	1.81%	1.92%	2.10%	1.62%
Portfolio components:
VTV Vanguard Value ETF	2.29%	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	1.79%	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	3.97%	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	2.23%	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	2.33%	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	1.29%	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	1.80%	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	1.68%	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	2.78%	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	2.30%	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.

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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 202 trading sessions.

The current Value vs. Dividends drawdown is 5.07%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.03%	Apr 21, 2022	113	Sep 30, 2022	202	Jul 24, 2023	315
-15.8%	Dec 2, 2024	87	Apr 8, 2025	—	—	—
-11.16%	Aug 1, 2023	63	Oct 27, 2023	32	Dec 13, 2023	95
-7.48%	Jan 5, 2022	34	Feb 23, 2022	39	Apr 20, 2022	73
-5.19%	Nov 17, 2021	10	Dec 1, 2021	16	Dec 23, 2021	26

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	XLU	VDC	AVUV	VTI	RPV	AVLV	SCHD	VIG	VTV	DGRO	Portfolio
^GSPC	1.00	0.42	0.56	0.75	0.99	0.72	0.87	0.76	0.91	0.82	0.87	0.86
XLU	0.42	1.00	0.62	0.38	0.41	0.48	0.42	0.56	0.55	0.60	0.58	0.61
VDC	0.56	0.62	1.00	0.48	0.55	0.60	0.56	0.71	0.73	0.72	0.74	0.73
AVUV	0.75	0.38	0.48	1.00	0.80	0.88	0.92	0.81	0.77	0.83	0.81	0.88
VTI	0.99	0.41	0.55	0.80	1.00	0.74	0.89	0.78	0.91	0.83	0.88	0.88
RPV	0.72	0.48	0.60	0.88	0.74	1.00	0.89	0.89	0.79	0.90	0.86	0.92
AVLV	0.87	0.42	0.56	0.92	0.89	0.89	1.00	0.88	0.88	0.91	0.90	0.94
SCHD	0.76	0.56	0.71	0.81	0.78	0.89	0.88	1.00	0.89	0.95	0.95	0.95
VIG	0.91	0.55	0.73	0.77	0.91	0.79	0.88	0.89	1.00	0.94	0.97	0.94
VTV	0.82	0.60	0.72	0.83	0.83	0.90	0.91	0.95	0.94	1.00	0.98	0.98
DGRO	0.87	0.58	0.74	0.81	0.88	0.86	0.90	0.95	0.97	0.98	1.00	0.98
Portfolio	0.86	0.61	0.73	0.88	0.88	0.92	0.94	0.95	0.94	0.98	0.98	1.00

The correlation results are calculated based on daily price changes starting from Sep 24, 2021

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

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Value vs. Dividends

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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