Watchlist
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Oct 11, 2023, corresponding to the inception date of FEPI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| Watchlist | -1.94% | 7.18% | -3.59% | 9.34% | N/A | N/A |
| Portfolio components: | ||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -4.05% | 6.07% | -2.74% | 7.10% | N/A | N/A |
VONG Vanguard Russell 1000 Growth ETF | -2.53% | 11.81% | -0.62% | 14.51% | 17.61% | 15.72% |
JEPI JPMorgan Equity Premium Income ETF | -0.85% | 3.32% | -3.90% | 5.42% | 11.20% | N/A |
VYM Vanguard High Dividend Yield ETF | 0.26% | 4.29% | -3.53% | 10.02% | 14.06% | 9.59% |
VOOG Vanguard S&P 500 Growth ETF | 0.20% | 12.39% | 2.32% | 17.55% | 16.67% | 14.67% |
VOO Vanguard S&P 500 ETF | -0.85% | 8.20% | -2.10% | 11.60% | 16.18% | 12.64% |
SCHD Schwab US Dividend Equity ETF | -4.38% | 1.85% | -10.16% | 3.43% | 12.77% | 10.46% |
GOOD Gladstone Commercial Corporation | -11.83% | -1.22% | -15.69% | 5.91% | 4.75% | 5.97% |
STAG STAG Industrial, Inc. | 2.20% | 4.58% | -4.59% | 1.04% | 10.62% | 9.96% |
VGT Vanguard Information Technology ETF | -4.17% | 14.69% | -4.02% | 10.80% | 19.21% | 19.68% |
VT Vanguard Total World Stock ETF | 4.11% | 7.62% | 2.18% | 11.80% | 13.90% | 9.11% |
VTI Vanguard Total Stock Market ETF | -1.30% | 8.20% | -3.22% | 11.11% | 15.52% | 11.97% |
FEPI REX FANG & Innovation Equity Premium Income ETF | -5.17% | 9.24% | -5.63% | 1.02% | N/A | N/A |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | -1.83% | 8.96% | -2.28% | 11.87% | 15.71% | N/A |
Monthly Returns
The table below presents the monthly returns of Watchlist, 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 | 1.99% | -0.77% | -5.25% | -1.49% | 3.80% | -1.94% | |||||||
| 2024 | 0.83% | 3.79% | 3.48% | -4.43% | 4.90% | 3.28% | 2.05% | 1.82% | 2.09% | -0.97% | 5.58% | -2.74% | 20.97% |
| 2023 | -3.94% | 8.52% | 5.12% | 9.59% |
Expense Ratio
Watchlist has an expense ratio of 0.14%, 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 Watchlist is 28, 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 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.35 | 0.62 | 1.10 | 0.35 | 1.20 |
VONG Vanguard Russell 1000 Growth ETF | 0.58 | 0.93 | 1.13 | 0.59 | 1.95 |
JEPI JPMorgan Equity Premium Income ETF | 0.40 | 0.59 | 1.09 | 0.37 | 1.54 |
VYM Vanguard High Dividend Yield ETF | 0.63 | 0.82 | 1.11 | 0.56 | 2.18 |
VOOG Vanguard S&P 500 Growth ETF | 0.70 | 1.09 | 1.15 | 0.77 | 2.57 |
VOO Vanguard S&P 500 ETF | 0.60 | 0.88 | 1.13 | 0.56 | 2.13 |
SCHD Schwab US Dividend Equity ETF | 0.21 | 0.24 | 1.03 | 0.09 | 0.29 |
GOOD Gladstone Commercial Corporation | 0.29 | 0.37 | 1.04 | 0.14 | 0.36 |
STAG STAG Industrial, Inc. | 0.04 | 0.09 | 1.01 | -0.05 | -0.12 |
VGT Vanguard Information Technology ETF | 0.36 | 0.70 | 1.10 | 0.40 | 1.29 |
VT Vanguard Total World Stock ETF | 0.67 | 0.95 | 1.14 | 0.63 | 2.77 |
VTI Vanguard Total Stock Market ETF | 0.55 | 0.82 | 1.12 | 0.51 | 1.90 |
FEPI REX FANG & Innovation Equity Premium Income ETF | 0.04 | 0.18 | 1.03 | 0.02 | 0.05 |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.57 | 0.87 | 1.12 | 0.54 | 1.97 |
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Dividends
Dividend yield
Watchlist provided a 5.22% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.22% | 4.96% | 3.61% | 3.56% | 2.00% | 2.38% | 2.02% | 2.21% | 1.91% | 2.12% | 2.48% | 2.09% |
| Portfolio components: | ||||||||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.40% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.55% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% |
JEPI JPMorgan Equity Premium Income ETF | 8.09% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.90% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
VOOG Vanguard S&P 500 Growth ETF | 0.56% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% |
VOO Vanguard S&P 500 ETF | 1.31% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SCHD Schwab US Dividend Equity ETF | 4.02% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
GOOD Gladstone Commercial Corporation | 8.66% | 7.39% | 9.06% | 8.13% | 5.83% | 8.34% | 6.86% | 8.37% | 7.12% | 7.46% | 10.28% | 8.74% |
STAG STAG Industrial, Inc. | 4.35% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% |
VGT Vanguard Information Technology ETF | 0.54% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
VT Vanguard Total World Stock ETF | 1.85% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
FEPI REX FANG & Innovation Equity Premium Income ETF | 26.50% | 27.18% | 4.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 1.04% | 0.99% | 1.10% | 1.34% | 0.94% | 1.21% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Watchlist. 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 Watchlist was 18.62%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Watchlist drawdown is 5.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.62% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -7.84% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -5.81% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
| -5.77% | Oct 12, 2023 | 12 | Oct 27, 2023 | 5 | Nov 3, 2023 | 17 |
| -4.85% | Dec 5, 2024 | 24 | Jan 10, 2025 | 23 | Feb 13, 2025 | 47 |
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 14 assets, with an effective number of assets of 14.00, 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
| ^GSPC | GOOD | STAG | SCHD | VYM | JEPI | FEPI | VGT | VOOG | JEPQ | VONG | VT | VFTAX | VOO | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.38 | 0.47 | 0.60 | 0.74 | 0.79 | 0.86 | 0.91 | 0.94 | 0.92 | 0.94 | 0.95 | 0.99 | 1.00 | 0.99 | 0.97 |
| GOOD | 0.38 | 1.00 | 0.61 | 0.58 | 0.57 | 0.52 | 0.19 | 0.21 | 0.23 | 0.23 | 0.23 | 0.44 | 0.34 | 0.38 | 0.42 | 0.52 |
| STAG | 0.47 | 0.61 | 1.00 | 0.68 | 0.66 | 0.60 | 0.27 | 0.29 | 0.30 | 0.31 | 0.31 | 0.52 | 0.43 | 0.47 | 0.50 | 0.59 |
| SCHD | 0.60 | 0.58 | 0.68 | 1.00 | 0.91 | 0.80 | 0.33 | 0.37 | 0.37 | 0.39 | 0.37 | 0.66 | 0.53 | 0.61 | 0.64 | 0.67 |
| VYM | 0.74 | 0.57 | 0.66 | 0.91 | 1.00 | 0.87 | 0.48 | 0.51 | 0.53 | 0.54 | 0.51 | 0.78 | 0.67 | 0.74 | 0.77 | 0.79 |
| JEPI | 0.79 | 0.52 | 0.60 | 0.80 | 0.87 | 1.00 | 0.57 | 0.58 | 0.62 | 0.65 | 0.61 | 0.79 | 0.73 | 0.79 | 0.80 | 0.82 |
| FEPI | 0.86 | 0.19 | 0.27 | 0.33 | 0.48 | 0.57 | 1.00 | 0.91 | 0.91 | 0.94 | 0.92 | 0.80 | 0.89 | 0.86 | 0.84 | 0.83 |
| VGT | 0.91 | 0.21 | 0.29 | 0.37 | 0.51 | 0.58 | 0.91 | 1.00 | 0.95 | 0.95 | 0.96 | 0.85 | 0.93 | 0.90 | 0.89 | 0.87 |
| VOOG | 0.94 | 0.23 | 0.30 | 0.37 | 0.53 | 0.62 | 0.91 | 0.95 | 1.00 | 0.96 | 0.99 | 0.86 | 0.96 | 0.94 | 0.92 | 0.89 |
| JEPQ | 0.92 | 0.23 | 0.31 | 0.39 | 0.54 | 0.65 | 0.94 | 0.95 | 0.96 | 1.00 | 0.96 | 0.86 | 0.95 | 0.92 | 0.90 | 0.88 |
| VONG | 0.94 | 0.23 | 0.31 | 0.37 | 0.51 | 0.61 | 0.92 | 0.96 | 0.99 | 0.96 | 1.00 | 0.86 | 0.97 | 0.94 | 0.92 | 0.89 |
| VT | 0.95 | 0.44 | 0.52 | 0.66 | 0.78 | 0.79 | 0.80 | 0.85 | 0.86 | 0.86 | 0.86 | 1.00 | 0.93 | 0.95 | 0.96 | 0.96 |
| VFTAX | 0.99 | 0.34 | 0.43 | 0.53 | 0.67 | 0.73 | 0.89 | 0.93 | 0.96 | 0.95 | 0.97 | 0.93 | 1.00 | 0.99 | 0.98 | 0.96 |
| VOO | 1.00 | 0.38 | 0.47 | 0.61 | 0.74 | 0.79 | 0.86 | 0.90 | 0.94 | 0.92 | 0.94 | 0.95 | 0.99 | 1.00 | 0.99 | 0.97 |
| VTI | 0.99 | 0.42 | 0.50 | 0.64 | 0.77 | 0.80 | 0.84 | 0.89 | 0.92 | 0.90 | 0.92 | 0.96 | 0.98 | 0.99 | 1.00 | 0.98 |
| Portfolio | 0.97 | 0.52 | 0.59 | 0.67 | 0.79 | 0.82 | 0.83 | 0.87 | 0.89 | 0.88 | 0.89 | 0.96 | 0.96 | 0.97 | 0.98 | 1.00 |