Div Income
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Apr 11, 2007, corresponding to the inception date of HYG
Returns By Period
As of Nov 13, 2024, the Div Income returned 9.15% Year-To-Date and 6.88% of annualized return in the last 10 years.
| 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% |
| Div Income | 9.15% | 0.54% | 10.59% | 24.00% | 5.92% | 6.88% |
| Portfolio components: | ||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 8.47% | 0.27% | 6.75% | 14.53% | 3.61% | 3.97% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 8.89% | 2.06% | 10.17% | 26.34% | 8.69% | 9.82% |
VNQ Vanguard Real Estate ETF | 9.63% | -0.74% | 14.62% | 30.83% | 4.31% | 6.03% |
Monthly Returns
The table below presents the monthly returns of Div Income, 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 | -2.97% | 0.08% | 2.69% | -4.15% | 2.60% | -0.02% | 6.84% | 2.78% | 2.12% | -1.81% | 9.15% | ||
| 2023 | 5.91% | -3.83% | -0.93% | 0.39% | -4.46% | 4.28% | 2.72% | 0.03% | -5.26% | -3.00% | 8.15% | 7.20% | 10.49% |
| 2022 | -3.20% | -1.46% | 2.71% | -3.87% | 0.83% | -7.07% | 6.22% | -4.36% | -8.57% | 6.05% | 4.78% | -3.42% | -12.04% |
| 2021 | 0.08% | 3.66% | 5.15% | 3.59% | 1.19% | 0.68% | 0.89% | 1.32% | -2.91% | 3.30% | -2.19% | 6.61% | 23.07% |
| 2020 | -0.42% | -6.36% | -16.64% | 8.04% | 2.06% | 0.89% | 3.32% | 0.95% | -2.16% | 0.30% | 8.87% | 3.03% | -0.73% |
| 2019 | 8.28% | 1.97% | 2.30% | 1.11% | -2.74% | 3.77% | 1.12% | 0.20% | 2.25% | 0.23% | 0.41% | 1.98% | 22.58% |
| 2018 | -0.37% | -5.09% | 1.26% | 0.74% | 1.72% | 2.13% | 1.83% | 1.00% | -0.74% | -3.15% | 2.16% | -6.22% | -5.07% |
| 2017 | 0.38% | 2.31% | -1.12% | 0.30% | -0.14% | 0.88% | 1.35% | -0.67% | 1.11% | -0.10% | 2.07% | 0.10% | 6.60% |
| 2016 | -2.24% | 0.83% | 7.07% | 1.83% | 1.18% | 4.09% | 2.68% | -0.83% | 0.12% | -2.90% | 1.64% | 3.28% | 17.63% |
| 2015 | 1.82% | 0.25% | 0.16% | -1.45% | -0.16% | -2.39% | 2.13% | -3.67% | -0.36% | 5.71% | -0.86% | -0.73% | 0.15% |
| 2014 | 0.63% | 3.57% | 1.21% | 1.71% | 1.60% | 1.71% | -2.07% | 3.36% | -3.56% | 5.51% | 0.71% | 1.28% | 16.47% |
| 2013 | 3.54% | 1.41% | 2.72% | 3.65% | -3.26% | -0.74% | 3.15% | -4.44% | 2.58% | 3.90% | -0.91% | 0.62% | 12.45% |
Expense Ratio
Div Income features an expense ratio of 0.38%, falling within the medium range. 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 rank of Div Income is 25, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 3.03 | 4.79 | 1.60 | 2.32 | 23.48 |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 1.62 | 2.44 | 1.29 | 2.05 | 6.14 |
VNQ Vanguard Real Estate ETF | 1.74 | 2.51 | 1.32 | 0.96 | 6.66 |
Dividends
Dividend yield
Div Income provided a 4.79% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.79% | 4.76% | 4.48% | 3.47% | 4.37% | 4.06% | 4.87% | 4.19% | 4.40% | 4.42% | 4.18% | 4.57% |
| Portfolio components: | ||||||||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.89% | 5.75% | 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 | 4.59% | 4.58% | 4.21% | 3.82% | 4.30% | 3.79% | 4.34% | 3.22% | 3.12% | 3.44% | 3.24% | 3.27% |
VNQ Vanguard Real Estate ETF | 3.88% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 1.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.63% | Apr 26, 2007 | 470 | Mar 6, 2009 | 723 | Jan 18, 2012 | 1193 |
| -35.33% | Feb 18, 2020 | 25 | Mar 23, 2020 | 223 | Feb 9, 2021 | 248 |
| -19.08% | Jan 5, 2022 | 192 | Oct 10, 2022 | 443 | Jul 17, 2024 | 635 |
| -11.45% | Sep 14, 2018 | 70 | Dec 24, 2018 | 33 | Feb 12, 2019 | 103 |
| -10.13% | Feb 6, 2015 | 256 | Feb 11, 2016 | 23 | Mar 16, 2016 | 279 |
Volatility
Volatility Chart
The current Div Income volatility is 2.77%, 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
| HYG | VNQ | PEY | |
|---|---|---|---|
| HYG | 1.00 | 0.49 | 0.54 |
| VNQ | 0.49 | 1.00 | 0.70 |
| PEY | 0.54 | 0.70 | 1.00 |