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Good Dividend Stocks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500

Performance

Performance Chart


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The earliest data available for this chart is Oct 3, 1995, corresponding to the inception date of EG

Returns By Period

As of May 28, 2025, the Good Dividend Stocks returned 2.46% Year-To-Date and 14.96% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
0.12%6.51%-1.84%10.98%14.10%10.82%
Good Dividend Stocks1.55%-1.60%-5.55%9.43%15.00%14.86%
SO
The Southern Company
8.99%-1.97%-0.03%17.63%13.44%11.97%
KO
The Coca-Cola Company
15.12%-0.89%12.09%18.53%12.19%9.08%
LOW
Lowe's Companies, Inc.
-8.15%1.52%-17.02%6.22%13.49%14.43%
HD
The Home Depot, Inc.
-4.78%3.12%-13.29%14.76%10.81%15.37%
UNH
UnitedHealth Group Incorporated
-40.82%-29.02%-50.60%-39.87%1.03%11.20%
LMT
Lockheed Martin Corporation
-2.57%-1.32%-9.38%5.20%6.60%12.47%
BRO
Brown & Brown, Inc.
8.98%-3.36%-1.79%27.29%23.33%22.35%
GD
General Dynamics Corporation
4.98%0.63%-2.02%-6.05%15.95%9.36%
WMT
Walmart Inc.
8.18%2.37%6.62%51.04%20.35%16.90%
AMGN
Amgen Inc.
8.63%-0.79%1.09%-4.27%7.21%9.08%
MCD
McDonald's Corporation
8.54%-1.25%7.27%26.40%13.36%15.31%
CB
Chubb Limited
4.93%2.42%0.18%11.49%20.87%12.68%
EG
Everest Group Ltd
-6.35%-4.92%-12.74%-11.25%13.55%8.85%
WM
Waste Management, Inc.
17.96%3.52%4.54%16.53%19.25%19.26%
ROST
Ross Stores, Inc.
-7.35%0.24%-9.30%2.58%8.61%12.29%
*Annualized

Monthly Returns

The table below presents the monthly returns of Good Dividend Stocks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.63%2.04%0.50%-1.32%-2.21%1.55%
20242.46%2.53%3.24%-3.90%4.80%0.17%6.16%4.19%2.24%-2.89%3.59%-7.12%15.61%
2023-0.43%-2.83%1.26%3.04%-4.62%5.18%2.69%0.06%-2.86%2.32%5.01%1.84%10.61%
2022-2.63%-0.26%3.60%-0.87%-1.69%-4.42%4.99%-0.10%-5.27%11.14%5.47%-2.62%6.29%
2021-4.35%1.71%8.97%6.11%-0.41%-1.33%2.56%1.89%-3.98%6.90%-1.52%8.23%26.39%
20201.99%-7.78%-12.83%7.80%7.28%-1.17%5.16%3.87%-1.17%-2.95%8.72%2.41%9.31%
20194.80%2.37%1.34%4.10%-1.95%6.02%2.35%3.57%0.40%0.56%2.78%1.91%31.86%
20185.10%-5.10%-1.24%0.24%0.29%0.83%4.91%1.81%2.25%-4.54%3.50%-6.35%0.90%
20170.78%4.97%-0.06%2.97%1.68%-0.18%1.49%1.03%2.44%3.00%4.05%1.10%25.76%
2016-0.90%0.47%6.21%0.08%1.22%2.69%2.26%-1.09%-0.39%-1.65%5.68%1.11%16.47%
2015-1.46%5.29%-0.38%-3.44%0.92%-1.50%5.83%-4.69%-0.08%5.50%1.68%0.98%8.32%
2014-3.42%3.91%1.32%0.01%1.42%0.73%-1.01%7.03%0.73%5.20%5.00%0.78%23.41%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Good Dividend Stocks 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.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Good Dividend Stocks is 49, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Good Dividend Stocks is 4949
Overall Rank
The Sharpe Ratio Rank of Good Dividend Stocks is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of Good Dividend Stocks is 4545
Sortino Ratio Rank
The Omega Ratio Rank of Good Dividend Stocks is 3535
Omega Ratio Rank
The Calmar Ratio Rank of Good Dividend Stocks is 7575
Calmar Ratio Rank
The Martin Ratio Rank of Good Dividend Stocks is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SO
The Southern Company
0.931.421.171.373.26
KO
The Coca-Cola Company
1.101.601.201.162.55
LOW
Lowe's Companies, Inc.
0.250.461.060.210.47
HD
The Home Depot, Inc.
0.641.091.130.711.77
UNH
UnitedHealth Group Incorporated
-0.90-1.120.80-0.74-2.36
LMT
Lockheed Martin Corporation
0.220.341.050.110.20
BRO
Brown & Brown, Inc.
1.291.601.231.904.85
GD
General Dynamics Corporation
-0.27-0.210.97-0.26-0.53
WMT
Walmart Inc.
2.142.891.402.357.64
AMGN
Amgen Inc.
-0.17-0.160.98-0.27-0.56
MCD
McDonald's Corporation
1.331.751.231.415.23
CB
Chubb Limited
0.570.881.110.791.95
EG
Everest Group Ltd
-0.43-0.400.95-0.58-1.12
WM
Waste Management, Inc.
0.821.071.161.242.81
ROST
Ross Stores, Inc.
0.100.581.070.340.86

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.

Good Dividend Stocks Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 0.68
  • 5-Year: 1.07
  • 10-Year: 0.93
  • All Time: 0.97

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 0.55 to 1.08, 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 Good Dividend Stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Good Dividend Stocks provided a 2.12% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.12%2.01%2.04%1.99%1.94%2.12%2.06%2.41%2.11%2.31%2.35%2.20%
SO
The Southern Company
3.29%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%
KO
The Coca-Cola Company
2.76%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
LOW
Lowe's Companies, Inc.
2.05%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
HD
The Home Depot, Inc.
2.46%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
UNH
UnitedHealth Group Incorporated
2.82%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
LMT
Lockheed Martin Corporation
2.74%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
BRO
Brown & Brown, Inc.
0.52%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
GD
General Dynamics Corporation
2.10%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%
WMT
Walmart Inc.
0.91%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.87%3.17%2.22%
AMGN
Amgen Inc.
3.33%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
MCD
McDonald's Corporation
2.20%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%
CB
Chubb Limited
1.26%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
EG
Everest Group Ltd
2.98%2.14%1.92%1.96%2.26%2.65%2.08%2.43%2.28%2.17%2.18%1.88%
WM
Waste Management, Inc.
1.30%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
ROST
Ross Stores, Inc.
1.08%0.97%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%

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 Good Dividend Stocks. 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 Good Dividend Stocks was 34.80%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Good Dividend Stocks drawdown is 5.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.8%Feb 18, 202025Mar 23, 2020162Nov 10, 2020187
-33.64%Oct 15, 2007352Mar 9, 2009250Mar 5, 2010602
-25.44%Apr 22, 2002224Mar 11, 2003111Aug 18, 2003335
-22.39%May 14, 1999211Mar 14, 200041May 11, 2000252
-20.66%Jul 20, 199858Oct 8, 199856Dec 29, 1998114
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15 assets, with an effective number of assets of 15.00, 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

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

^GSPCSOUNHAMGNLMTEGBROROSTMCDWMKOWMTGDCBLOWHDPortfolio
^GSPC1.000.340.410.490.400.440.470.480.460.460.470.490.520.500.570.610.79
SO0.341.000.220.220.240.240.230.180.270.280.380.270.270.290.210.230.45
UNH0.410.221.000.290.260.260.260.250.250.280.270.240.290.300.270.290.52
AMGN0.490.220.291.000.250.240.260.250.260.260.280.280.280.280.290.320.53
LMT0.400.240.260.251.000.270.270.220.280.330.300.250.530.300.250.270.52
EG0.440.240.260.240.271.000.370.280.260.290.260.250.320.530.280.290.55
BRO0.470.230.260.260.270.371.000.300.280.330.280.270.310.390.320.340.55
ROST0.480.180.250.250.220.280.301.000.300.280.260.360.290.310.430.440.59
MCD0.460.270.250.260.280.260.280.301.000.310.370.330.300.310.330.360.55
WM0.460.280.280.260.330.290.330.280.311.000.320.310.330.340.310.340.55
KO0.470.380.270.280.300.260.280.260.370.321.000.340.320.340.290.320.54
WMT0.490.270.240.280.250.250.270.360.330.310.341.000.280.300.420.470.59
GD0.520.270.290.280.530.320.310.290.300.330.320.281.000.360.320.340.58
CB0.500.290.300.280.300.530.390.310.310.340.340.300.361.000.330.350.62
LOW0.570.210.270.290.250.280.320.430.330.310.290.420.320.331.000.710.65
HD0.610.230.290.320.270.290.340.440.360.340.320.470.340.350.711.000.68
Portfolio0.790.450.520.530.520.550.550.590.550.550.540.590.580.620.650.681.00
The correlation results are calculated based on daily price changes starting from Oct 4, 1995
Go to the full Correlations tool for more customization options