Dividend Stocks Porfolio

Asset Allocation

Position	Category/Sector	Target Weight
BIV Vanguard Intermediate-Term Bond Index ETF	Intermediate Core Bond	6%
ENB Enbridge Inc.	Energy	6%
MAIN Main Street Capital Corporation	Financial Services	6%
WMB The Williams Companies, Inc.	Energy	6%
AVGO Broadcom Inc.	Technology	6%
SYF Synchrony Financial	Financial Services	5.50%
BLK BlackRock, Inc.	Financial Services	5.50%
CNQ Canadian Natural Resources Limited	Energy	5%
EPD Enterprise Products Partners L.P.	Energy	5%
UL The Unilever Group	Consumer Defensive	5%
T AT&T Inc.	Communication Services	5%
STAG STAG Industrial, Inc.	Real Estate	4%
BIP-UN.TO Brookfield Infrastructure Partners L.P	Utilities	4%
NTR Nutrien Ltd.	Basic Materials	4%
PM Philip Morris International Inc.	Consumer Defensive	4%
TXN Texas Instruments Incorporated	Technology	4%
CSWC Capital Southwest Corporation	Financial Services	4%
O Realty Income Corporation	Real Estate	4%
RIO Rio Tinto Group	Basic Materials	4%
BRO Brown & Brown, Inc.	Financial Services	4%
FNV Franco-Nevada Corporation	Basic Materials	3%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	0%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend Stocks Porfolio, 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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Dividend Stocks Porfolio	0.02%	-1.91%	9.41%	9.47%	18.55%	22.55%	15.48%	—
Portfolio components:
AVGO Broadcom Inc.	2.82%	-7.77%	14.83%	-0.72%	61.91%	72.46%	56.70%	41.32%
BIP-UN.TO Brookfield Infrastructure Partners L.P	-0.28%	6.80%	14.26%	12.81%	21.46%	7.66%	15.00%	29.22%
BIV Vanguard Intermediate-Term Bond Index ETF	-0.05%	-0.94%	-0.67%	-0.33%	4.70%	4.27%	0.08%	1.83%
BLK BlackRock, Inc.	-0.08%	-7.79%	-6.02%	-5.28%	2.69%	15.91%	5.20%	13.89%
BRO Brown & Brown, Inc.	2.58%	4.57%	-25.76%	-24.50%	-46.29%	-1.96%	3.08%	13.47%
CNQ Canadian Natural Resources Limited	1.29%	3.95%	37.99%	38.89%	53.83%	23.71%	26.79%	18.22%
CSWC Capital Southwest Corporation	-1.44%	-2.02%	9.58%	12.21%	25.93%	20.07%	8.67%	17.23%
ENB Enbridge Inc.	-1.74%	4.56%	18.72%	17.84%	25.57%	20.90%	13.89%	9.34%
EPD Enterprise Products Partners L.P.	-0.77%	0.89%	20.66%	18.26%	27.33%	21.14%	16.72%	10.45%
FNV Franco-Nevada Corporation	-1.82%	-7.48%	3.78%	7.92%	29.43%	14.93%	7.95%	12.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2018, Dividend Stocks Porfolio's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +14.5%, while the worst month was Mar 2020 at -19.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dividend Stocks Porfolio closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -12.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.22%	4.42%	-3.48%	6.55%	-1.00%	-2.18%							9.41%
2025	3.59%	1.49%	-0.29%	-0.44%	5.62%	4.07%	-0.94%	4.39%	1.06%	-3.24%	4.26%	-0.13%	20.78%
2024	-0.26%	1.70%	5.10%	-1.38%	4.05%	1.48%	5.33%	2.57%	1.89%	1.06%	4.17%	-1.86%	26.25%
2023	7.42%	-4.38%	0.36%	1.20%	-2.55%	5.88%	3.06%	-1.80%	-2.81%	-4.12%	8.00%	6.06%	16.28%
2022	0.15%	1.31%	3.78%	-3.67%	2.49%	-7.81%	7.54%	-3.02%	-10.49%	9.34%	6.46%	-3.54%	0.45%
2021	-0.18%	5.68%	5.12%	5.52%	3.52%	0.50%	0.07%	1.25%	-1.98%	5.53%	-2.80%	5.27%	30.56%

Benchmark Metrics

Dividend Stocks Porfolio has an annualized alpha of 4.61%, beta of 0.80, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since January 03, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.27%) than losses (76.27%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.61% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 4.61%

Beta: 0.80

R²: 0.75

Upside Capture: 87.27%

Downside Capture: 76.27%

Expense Ratio

Dividend Stocks Porfolio has an expense ratio of 0.00%, 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.

BIV

Vanguard Intermediate-Term Bond Index ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

Dividend Stocks Porfolio ranks 36 for risk / return — below 36% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Dividend Stocks Porfolio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.86	1.94	-0.07
Sortino ratioReturn per unit of downside risk	2.65	2.63	+0.03
Omega ratioGain probability vs. loss probability	1.33	1.35	-0.03
Calmar ratioReturn relative to maximum drawdown	3.58	2.59	+0.99
Martin ratioReturn relative to average drawdown	10.80	11.84	-1.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AVGO Broadcom Inc.	77	1.38	1.95	1.26	2.17	5.16
BIP-UN.TO Brookfield Infrastructure Partners L.P	73	1.22	1.79	1.21	1.87	4.05
BIV Vanguard Intermediate-Term Bond Index ETF	34	1.18	1.76	1.21	1.49	4.40
BLK BlackRock, Inc.	42	0.10	0.32	1.04	0.12	0.27
BRO Brown & Brown, Inc.	3	-1.62	-2.40	0.69	-0.91	-1.57
CNQ Canadian Natural Resources Limited	85	1.87	2.34	1.30	3.82	8.73
CSWC Capital Southwest Corporation	78	1.46	2.14	1.26	1.77	5.70
ENB Enbridge Inc.	81	1.58	2.28	1.27	2.82	7.09
EPD Enterprise Products Partners L.P.	85	1.74	2.49	1.31	3.63	11.00
FNV Franco-Nevada Corporation	65	0.82	1.22	1.17	1.26	3.00

Sharpe Ratio

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.

Dividend Stocks Porfolio Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 1.86
5-Year: 1.09
All Time: 0.84

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 1.64 to 2.53, 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 Dividend Stocks Porfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Dividend Stocks Porfolio provided a 4.01% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.01%	4.13%	4.36%	4.67%	5.01%	4.58%	4.97%	4.59%	5.03%	3.68%	3.51%	12.98%
Portfolio components:
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
BIP-UN.TO Brookfield Infrastructure Partners L.P	4.51%	5.04%	4.85%	5.00%	4.23%	3.97%	5.61%	5.62%	6.65%	5.64%	5.16%	10.13%
BIV Vanguard Intermediate-Term Bond Index ETF	4.24%	4.01%	3.79%	3.09%	2.41%	3.42%	2.95%	2.75%	2.88%	2.69%	3.01%	3.02%
BLK BlackRock, Inc.	2.20%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%
BRO Brown & Brown, Inc.	1.10%	0.77%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%
CNQ Canadian Natural Resources Limited	3.76%	5.01%	5.02%	4.17%	6.31%	3.78%	5.26%	3.49%	4.56%	3.08%	2.94%	4.21%
CSWC Capital Southwest Corporation	12.70%	11.56%	11.59%	10.21%	12.46%	10.13%	11.49%	13.07%	10.77%	7.01%	2.35%	216.86%
ENB Enbridge Inc.	5.01%	5.66%	6.28%	7.31%	6.80%	6.85%	7.55%	5.58%	6.68%	4.71%	4.13%	4.71%
EPD Enterprise Products Partners L.P.	5.84%	6.74%	6.63%	7.51%	7.79%	8.20%	9.09%	6.23%	6.97%	6.29%	5.88%	5.90%
FNV Franco-Nevada Corporation	0.74%	0.73%	1.22%	1.23%	0.94%	1.10%	0.82%	0.96%	1.35%	1.14%	1.46%	1.81%

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 Dividend Stocks Porfolio. 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 Dividend Stocks Porfolio was 40.56%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.

The current Dividend Stocks Porfolio drawdown is 3.99%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-40.56%Mar 2020	1mo 1d	7mo 28d	8mo 29dFeb 2020 - Nov 2020
Bear market2022	-17.77%Oct 2022	5mo 26d	8mo 22d	1y 2moApr 2022 - Jul 2023
Rate-hike selloffLate 2018	-16.54%Dec 2018	11mo 4d	1mo 23d	1y 22dJan 2018 - Feb 2019
2025 selloff2025	-11.86%Apr 2025	1mo 16d	1mo 4d	2mo 20dFeb 2025 - May 2025
2023 correction2023	-10.01%Oct 2023	3mo 3d	1mo 17d	4mo 20dJul 2023 - Dec 2023

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 22 assets, with an effective number of assets of 20.26, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.52	1.96	1.81	1.58

The portfolio has a diversification ratio of 1.58, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Dividend Stocks Porfolio correlation to the S&P 500 Index

Dividend Stocks Porfolio has a 0.54 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jan 3, 2018	0.79

Benchmark Correlations

Correlation vs. S&P 500 Index. VEA has the highest benchmark correlation at 0.80, while BIV has the lowest at 0.06.

BIV

0.06

FNV

0.22

0.31

0.32

BIP-UN.TO

0.34

0.35

0.37

0.38

0.39

0.41

0.41

0.42

0.48

0.51

0.51

0.52

0.59

0.68

0.70

0.73

0.80

Portfolio Correlations

Correlation vs. Dividend Stocks Porfolio. VEA has the highest portfolio correlation at 0.79, while BIV has the lowest at 0.08.

BIV

0.08

FNV

0.33

0.38

BIP-UN.TO

0.41

0.43

0.46

0.47

0.49

0.49

0.55

0.56

0.56

0.59

0.59

0.61

0.61

0.62

0.65

0.65

0.66

0.71

0.79

Asset Correlations Table

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

	BIV	FNV	BIP-UN.TO	UL	PM	T	CSWC	AVGO	O	BRO	NTR	CNQ	EPD	RIO	MAIN	TXN	STAG	WMB	SYF	ENB	BLK	VEA
BIV	1.00	0.25	0.07	0.16	0.07	0.05	0.05	0.02	0.24	0.03	-0.08	-0.10	-0.04	-0.01	0.04	0.03	0.21	-0.01	-0.06	0.09	0.06	0.11
FNV	0.25	1.00	0.11	0.21	0.14	0.11	0.08	0.16	0.18	0.10	0.19	0.18	0.14	0.32	0.12	0.16	0.18	0.19	0.07	0.27	0.19	0.32
BIP-UN.TO	0.07	0.11	1.00	0.18	0.19	0.18	0.23	0.18	0.24	0.20	0.22	0.18	0.20	0.21	0.27	0.22	0.27	0.23	0.26	0.27	0.30	0.34
UL	0.16	0.21	0.18	1.00	0.35	0.28	0.16	0.13	0.36	0.33	0.12	0.10	0.13	0.21	0.22	0.23	0.37	0.17	0.18	0.30	0.29	0.43
PM	0.07	0.14	0.19	0.35	1.00	0.38	0.17	0.12	0.34	0.29	0.21	0.19	0.22	0.23	0.21	0.22	0.30	0.29	0.25	0.34	0.29	0.34
T	0.05	0.11	0.18	0.28	0.38	1.00	0.21	0.10	0.35	0.31	0.22	0.22	0.29	0.22	0.28	0.21	0.30	0.32	0.32	0.36	0.31	0.33
CSWC	0.05	0.08	0.23	0.16	0.17	0.21	1.00	0.26	0.25	0.24	0.24	0.26	0.29	0.24	0.56	0.25	0.32	0.28	0.38	0.29	0.37	0.39
AVGO	0.02	0.16	0.18	0.13	0.12	0.10	0.26	1.00	0.14	0.25	0.22	0.24	0.22	0.32	0.31	0.60	0.29	0.24	0.35	0.21	0.46	0.54
O	0.24	0.18	0.24	0.36	0.34	0.35	0.25	0.14	1.00	0.35	0.20	0.14	0.23	0.19	0.34	0.26	0.64	0.27	0.26	0.36	0.30	0.33
BRO	0.03	0.10	0.20	0.33	0.29	0.31	0.24	0.25	0.35	1.00	0.22	0.19	0.26	0.19	0.36	0.32	0.42	0.26	0.34	0.30	0.45	0.42
NTR	-0.08	0.19	0.22	0.12	0.21	0.22	0.24	0.22	0.20	0.22	1.00	0.51	0.37	0.42	0.29	0.29	0.22	0.41	0.34	0.41	0.33	0.44
CNQ	-0.10	0.18	0.18	0.10	0.19	0.22	0.26	0.24	0.14	0.19	0.51	1.00	0.52	0.42	0.29	0.29	0.20	0.54	0.36	0.52	0.32	0.46
EPD	-0.04	0.14	0.20	0.13	0.22	0.29	0.29	0.22	0.23	0.26	0.37	0.52	1.00	0.34	0.34	0.29	0.27	0.61	0.36	0.52	0.34	0.39
RIO	-0.01	0.32	0.21	0.21	0.23	0.22	0.24	0.32	0.19	0.19	0.42	0.42	0.34	1.00	0.30	0.39	0.26	0.36	0.35	0.38	0.43	0.62
MAIN	0.04	0.12	0.27	0.22	0.21	0.28	0.56	0.31	0.34	0.36	0.29	0.29	0.34	0.30	1.00	0.34	0.38	0.36	0.46	0.35	0.47	0.48
TXN	0.03	0.16	0.22	0.23	0.22	0.21	0.25	0.60	0.26	0.32	0.29	0.29	0.29	0.39	0.34	1.00	0.36	0.29	0.44	0.27	0.55	0.59
STAG	0.21	0.18	0.27	0.37	0.30	0.30	0.32	0.29	0.64	0.42	0.22	0.20	0.27	0.26	0.38	0.36	1.00	0.29	0.35	0.34	0.43	0.47
WMB	-0.01	0.19	0.23	0.17	0.29	0.32	0.28	0.24	0.27	0.26	0.41	0.54	0.61	0.36	0.36	0.29	0.29	1.00	0.38	0.59	0.36	0.42
SYF	-0.06	0.07	0.26	0.18	0.25	0.32	0.38	0.35	0.26	0.34	0.34	0.36	0.36	0.35	0.46	0.44	0.35	0.38	1.00	0.33	0.57	0.55
ENB	0.09	0.27	0.27	0.30	0.34	0.36	0.29	0.21	0.36	0.30	0.41	0.52	0.52	0.38	0.35	0.27	0.34	0.59	0.33	1.00	0.37	0.49
BLK	0.06	0.19	0.30	0.29	0.29	0.31	0.37	0.46	0.30	0.45	0.33	0.32	0.34	0.43	0.47	0.55	0.43	0.36	0.57	0.37	1.00	0.67
VEA	0.11	0.32	0.34	0.43	0.34	0.33	0.39	0.54	0.33	0.42	0.44	0.46	0.39	0.62	0.48	0.59	0.47	0.42	0.55	0.49	0.67	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2018

Diversification Analysis

Find what Dividend Stocks Porfolio is missing

See which holdings overlap, where Dividend Stocks Porfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification