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Div Income
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


HYG 33.33%PEY 33.33%VNQ 33.33%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds

33.33%

PEY
Invesco High Yield Equity Dividend Achievers™ ETF
All Cap Equities, Dividend

33.33%

VNQ
Vanguard Real Estate ETF
REIT

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Div Income, 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


100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
144.32%
245.22%
Div Income
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 11, 2007, corresponding to the inception date of HYG

Returns By Period

As of Apr 20, 2024, the Div Income returned -4.91% Year-To-Date and 6.06% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Div Income-4.91%-3.03%10.62%4.51%4.04%6.07%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
-0.26%-1.71%8.91%7.56%2.46%3.10%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
-4.57%-0.75%11.04%5.27%6.42%9.29%
VNQ
Vanguard Real Estate ETF
-9.83%-6.59%11.41%-0.01%2.13%5.01%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.97%0.08%2.69%
2023-5.26%-3.00%8.15%7.20%

Expense Ratio

The Div Income has a high expense ratio of 0.38%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.53%
0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

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.


Div Income
Sharpe ratio
The chart of Sharpe ratio for Div Income, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.30
Sortino ratio
The chart of Sortino ratio for Div Income, currently valued at 0.53, compared to the broader market-2.000.002.004.006.000.53
Omega ratio
The chart of Omega ratio for Div Income, currently valued at 1.06, compared to the broader market0.801.001.201.401.601.801.06
Calmar ratio
The chart of Calmar ratio for Div Income, currently valued at 0.22, compared to the broader market0.002.004.006.008.000.22
Martin ratio
The chart of Martin ratio for Div Income, currently valued at 1.04, compared to the broader market0.0010.0020.0030.0040.001.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.271.951.220.826.67
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
0.230.481.050.270.75
VNQ
Vanguard Real Estate ETF
-0.050.061.01-0.03-0.15

Sharpe Ratio

The current Div Income Sharpe ratio is 0.30. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.30

The Sharpe ratio of Div Income is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.30
1.66
Div Income
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Div Income granted a 5.11% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Div Income5.11%4.76%4.48%3.47%4.37%4.05%4.87%4.19%4.40%4.42%4.18%4.57%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.93%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%6.10%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
5.03%4.58%4.22%3.83%4.30%3.78%4.33%3.21%3.12%3.44%3.24%3.28%
VNQ
Vanguard Real Estate ETF
4.37%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.91%
-5.46%
Div Income
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Div Income. 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 Div Income was 59.63%, occurring on Mar 6, 2009. Recovery took 723 trading sessions.

The current Div Income drawdown is 7.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.63%Apr 26, 2007470Mar 6, 2009723Jan 18, 20121193
-35.33%Feb 18, 202025Mar 23, 2020223Feb 9, 2021248
-19.08%Jan 5, 2022192Oct 10, 2022
-11.45%Sep 14, 201870Dec 24, 201833Feb 12, 2019103
-10.13%Feb 6, 2015256Feb 11, 201623Mar 16, 2016279

Volatility

Volatility Chart

The current Div Income volatility is 4.27%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.27%
3.15%
Div Income
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

HYGVNQPEY
HYG1.000.490.54
VNQ0.491.000.70
PEY0.540.701.00