Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 10% |
MO Altria Group, Inc. | Consumer Defensive | 10% |
PFE Pfizer Inc. | Healthcare | 10% |
T AT&T Inc. | Communication Services | 10% |
VZ Verizon Communications Inc. | Communication Services | 10% |
CVX Chevron Corporation | Energy | 10% |
XOM Exxon Mobil Corporation | Energy | 10% |
PM Philip Morris International Inc. | Consumer Defensive | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
PEP PepsiCo, Inc. | Consumer Defensive | 10% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Qualified Div Income (Stocks - Highest Yields), 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
As of Jun 11, 2026, the Qualified Div Income (Stocks - Highest Yields) returned 13.99% Year-To-Date and 10.03% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.75% | -0.09% | 8.02% | 7.15% | 22.78% | 19.45% | 11.73% | 13.53% |
Portfolio Qualified Div Income (Stocks - Highest Yields) | -0.89% | -0.43% | 13.99% | 14.82% | 18.13% | 15.32% | 12.65% | 10.03% |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | -0.08% | 8.14% | -0.01% | 2.00% | 21.20% | 22.03% | 18.63% | 18.93% |
CVX Chevron Corporation | -2.10% | 0.85% | 24.24% | 25.63% | 33.72% | 10.25% | 16.15% | 10.76% |
KO The Coca-Cola Company | -1.27% | 3.12% | 18.86% | 20.24% | 17.83% | 14.44% | 11.27% | 9.52% |
MO Altria Group, Inc. | -2.35% | 2.17% | 25.92% | 25.91% | 27.58% | 25.63% | 16.19% | 7.93% |
PEP PepsiCo, Inc. | -0.41% | -4.35% | 2.10% | -1.68% | 15.03% | -4.27% | 2.66% | 6.60% |
PFE Pfizer Inc. | 2.23% | 1.16% | 8.62% | 4.84% | 14.37% | -7.54% | -3.38% | 2.17% |
PM Philip Morris International Inc. | -1.19% | -3.30% | 13.71% | 21.93% | 2.08% | 30.64% | 18.32% | 11.42% |
T AT&T Inc. | -0.90% | -8.84% | -5.35% | -3.24% | -15.31% | 19.31% | 6.85% | 3.12% |
VZ Verizon Communications Inc. | -0.02% | -2.07% | 19.01% | 20.52% | 14.55% | 17.28% | 2.23% | 4.27% |
XOM Exxon Mobil Corporation | -2.67% | -2.01% | 23.47% | 24.29% | 38.39% | 15.05% | 23.16% | 9.59% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2013, Qualified Div Income (Stocks - Highest Yields)'s average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +13.4%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Qualified Div Income (Stocks - Highest Yields) closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.13% | 7.86% | -0.31% | -1.90% | -1.77% | 0.80% | 13.99% | ||||||
| 2025 | 2.33% | 9.24% | 2.94% | -4.33% | -0.18% | 1.48% | 0.19% | 5.91% | -0.60% | -4.19% | 3.94% | -0.80% | 16.16% |
| 2024 | 2.19% | 0.24% | 5.24% | -1.49% | 3.83% | 0.31% | 5.82% | 2.68% | 1.21% | 0.62% | 0.73% | -5.96% | 15.93% |
| 2023 | -0.64% | -3.54% | 1.74% | 1.41% | -8.00% | 2.78% | 0.82% | -1.01% | -1.36% | -3.14% | 3.58% | 0.54% | -7.15% |
| 2022 | 5.60% | 0.43% | 3.55% | 0.46% | 5.75% | -5.69% | 1.08% | -3.83% | -7.67% | 13.40% | 4.91% | -0.39% | 17.02% |
| 2021 | -2.35% | 4.98% | 7.36% | 2.26% | 0.89% | 0.94% | 1.61% | 0.74% | -3.51% | 3.83% | -1.54% | 9.19% | 26.36% |
Benchmark Metrics
Qualified Div Income (Stocks - Highest Yields) has an annualized alpha of 3.13%, beta of 0.61, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.71%) than losses (67.43%) - typical of diversified or defensive assets.
- Beta of 0.61 may look defensive, but with R2 of 0.49 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.49 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.13%
- Beta
- 0.61
- R²
- 0.49
- Upside Capture
- 68.71%
- Downside Capture
- 67.43%
Expense Ratio
Qualified Div Income (Stocks - Highest Yields) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Qualified Div Income (Stocks - Highest Yields) ranks 43 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Qualified Div Income (Stocks - Highest Yields) and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.51 | 1.85 | -0.34 |
| Sortino ratioReturn per unit of downside risk | 2.31 | 2.52 | -0.20 |
| Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.52 | +0.43 |
| Martin ratioReturn relative to average drawdown | 7.23 | 11.31 | -4.08 |
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 |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 68 | 0.88 | 1.37 | 1.17 | 1.23 | 2.74 |
CVX Chevron Corporation | 81 | 1.54 | 2.08 | 1.27 | 2.42 | 5.99 |
KO The Coca-Cola Company | 75 | 1.07 | 1.75 | 1.19 | 2.28 | 4.49 |
MO Altria Group, Inc. | 75 | 1.23 | 1.72 | 1.24 | 1.69 | 4.25 |
PEP PepsiCo, Inc. | 63 | 0.70 | 1.22 | 1.14 | 0.93 | 2.39 |
PFE Pfizer Inc. | 63 | 0.61 | 1.07 | 1.13 | 1.26 | 2.54 |
PM Philip Morris International Inc. | 43 | 0.08 | 0.29 | 1.04 | 0.10 | 0.19 |
T AT&T Inc. | 13 | -0.70 | -0.90 | 0.90 | -0.70 | -1.45 |
VZ Verizon Communications Inc. | 64 | 0.64 | 1.20 | 1.15 | 1.10 | 2.34 |
XOM Exxon Mobil Corporation | 81 | 1.57 | 2.10 | 1.26 | 2.46 | 6.66 |
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Dividends
Dividend yield
Qualified Div Income (Stocks - Highest Yields) provided a 4.24% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.24% | 4.63% | 4.81% | 5.18% | 4.45% | 4.79% | 5.40% | 4.42% | 4.64% | 3.61% | 3.72% | 3.97% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.00% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
CVX Chevron Corporation | 3.76% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
KO The Coca-Cola Company | 2.50% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
MO Altria Group, Inc. | 5.88% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
PEP PepsiCo, Inc. | 4.00% | 3.92% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% |
PFE Pfizer Inc. | 6.57% | 6.91% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% |
PM Philip Morris International Inc. | 3.19% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
T AT&T Inc. | 4.83% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
VZ Verizon Communications Inc. | 5.89% | 6.68% | 6.68% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% |
XOM Exxon Mobil Corporation | 2.78% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
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 Qualified Div Income (Stocks - Highest Yields). 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 Qualified Div Income (Stocks - Highest Yields) was 33.52%, occurring on Mar 23, 2020. Recovery took 233 trading sessions.
The current Qualified Div Income (Stocks - Highest Yields) drawdown is 2.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.52%Mar 2020 | 2mo 6d | 11mo 8d | 1y 1moJan 2020 - Feb 2021 |
Rate-hike selloffLate 2018 | -17.24%Dec 2018 | 10mo 29d | 10mo 26d | 1y 9moJan 2018 - Nov 2019 |
Bear market2022 | -16.52%Sep 2022 | 3mo 24d | 3mo 8d | 7mo 2dJun 2022 - Jan 2023 |
2023 correction2023 | -14.36%Oct 2023 | 9mo 21d | 6mo 21d | 1y 4moJan 2023 - May 2024 |
2015 correction2015 | -11.34%Aug 2015 | 3mo 9d | 2mo 6d | 5mo 15dMay 2015 - Oct 2015 |
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. 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 | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.90 | 1.74 | 1.69 | 1.51 | 1.51 |
The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Qualified Div Income (Stocks - Highest Yields) correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.57 |
Benchmark Correlations
Correlation vs. S&P 500 Index. CVX has the highest benchmark correlation at 0.45, while MO has the lowest at 0.32.
Asset Correlations Table
| ABBV | PFE | XOM | CVX | VZ | T | MO | PEP | PM | KO | |
|---|---|---|---|---|---|---|---|---|---|---|
| ABBV | 1.00 | 0.45 | 0.25 | 0.25 | 0.28 | 0.28 | 0.28 | 0.33 | 0.29 | 0.32 |
| PFE | 0.45 | 1.00 | 0.25 | 0.25 | 0.33 | 0.30 | 0.27 | 0.36 | 0.29 | 0.34 |
| XOM | 0.25 | 0.25 | 1.00 | 0.82 | 0.26 | 0.32 | 0.31 | 0.22 | 0.29 | 0.27 |
| CVX | 0.25 | 0.25 | 0.82 | 1.00 | 0.28 | 0.32 | 0.29 | 0.22 | 0.28 | 0.27 |
| VZ | 0.28 | 0.33 | 0.26 | 0.28 | 1.00 | 0.68 | 0.39 | 0.40 | 0.36 | 0.41 |
| T | 0.28 | 0.30 | 0.32 | 0.32 | 0.68 | 1.00 | 0.39 | 0.34 | 0.39 | 0.40 |
| MO | 0.28 | 0.27 | 0.31 | 0.29 | 0.39 | 0.39 | 1.00 | 0.46 | 0.65 | 0.48 |
| PEP | 0.33 | 0.36 | 0.22 | 0.22 | 0.40 | 0.34 | 0.46 | 1.00 | 0.46 | 0.69 |
| PM | 0.29 | 0.29 | 0.29 | 0.28 | 0.36 | 0.39 | 0.65 | 0.46 | 1.00 | 0.51 |
| KO | 0.32 | 0.34 | 0.27 | 0.27 | 0.41 | 0.40 | 0.48 | 0.69 | 0.51 | 1.00 |
Find what Qualified Div Income (Stocks - Highest Yields) is missing
See which holdings overlap, where Qualified Div Income (Stocks - Highest Yields) is concentrated, and which low-correlation assets could fill the gaps.
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