Low Vol - Dividend Income
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | Dividend | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 8, 2012, corresponding to the inception date of VDY.TO
Returns By Period
As of May 25, 2025, the Low Vol - Dividend Income returned 9.59% Year-To-Date and 8.47% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| Low Vol - Dividend Income | 9.59% | 6.17% | 3.28% | 17.42% | 18.42% | 8.47% |
| Portfolio components: | ||||||
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 9.59% | 6.17% | 3.28% | 17.42% | 18.42% | 8.47% |
Monthly Returns
The table below presents the monthly returns of Low Vol - Dividend 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.83% | 0.33% | 0.00% | 3.41% | 4.76% | 9.59% | |||||||
| 2024 | -1.66% | 0.34% | 4.65% | -3.65% | 4.36% | -2.71% | 4.94% | 5.10% | 3.25% | -1.91% | 4.34% | -5.58% | 11.18% |
| 2023 | 9.11% | -4.21% | -2.61% | 4.08% | -6.55% | 5.62% | 2.60% | -4.46% | -2.65% | -5.22% | 9.53% | 7.03% | 10.88% |
| 2022 | 5.28% | 1.80% | 3.80% | -6.09% | 4.34% | -10.39% | 3.17% | -4.70% | -9.25% | 7.25% | 5.26% | -5.44% | -6.97% |
| 2021 | 1.16% | 6.37% | 8.48% | 5.01% | 5.90% | -0.95% | -1.55% | 0.15% | 0.15% | 7.68% | -5.08% | 6.22% | 37.84% |
| 2020 | 0.22% | -6.96% | -20.32% | 4.73% | 2.35% | 2.17% | 2.25% | 8.54% | -6.74% | -1.65% | 18.15% | 2.77% | 0.57% |
| 2019 | 13.65% | 2.55% | -1.92% | 4.45% | -4.24% | 4.60% | -0.83% | -2.52% | 6.59% | -0.11% | 2.23% | 1.31% | 27.52% |
| 2018 | 1.14% | -7.11% | -1.36% | 0.54% | 0.60% | 0.34% | 2.96% | 0.23% | -0.27% | -7.35% | 1.15% | -8.57% | -17.07% |
| 2017 | 4.37% | -1.50% | 0.17% | -3.15% | -0.96% | 5.54% | 4.42% | -0.58% | 3.76% | -0.29% | 0.91% | 2.80% | 16.13% |
| 2016 | -1.32% | 1.21% | 12.40% | 6.79% | -2.41% | 0.02% | 1.95% | 1.10% | 1.35% | -0.38% | 3.80% | 3.37% | 30.68% |
| 2015 | -12.66% | 6.42% | -3.59% | 8.95% | -5.02% | -2.66% | -6.19% | -3.64% | -4.27% | 6.01% | -2.15% | -7.29% | -24.88% |
| 2014 | -6.95% | 3.91% | 3.25% | 3.00% | 2.29% | 4.05% | 0.31% | 1.77% | -5.99% | -1.89% | -0.50% | -3.67% | -1.24% |
Expense Ratio
Low Vol - Dividend Income has an expense ratio of 0.22%, 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
With an overall rank of 84, Low Vol - Dividend Income is among the top 16% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 1.31 | 1.73 | 1.24 | 1.39 | 4.97 |
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Dividends
Dividend yield
Low Vol - Dividend Income provided a 4.37% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.37% | 4.38% | 4.63% | 4.41% | 3.57% | 4.58% | 4.24% | 4.41% | 3.81% | 3.24% | 4.09% | 3.24% |
| Portfolio components: | ||||||||||||
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 4.37% | 4.38% | 4.63% | 4.41% | 3.57% | 4.58% | 4.24% | 4.41% | 3.81% | 3.24% | 4.09% | 3.24% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.13 | $0.15 | $0.14 | $0.13 | $0.55 | |||||||
| 2024 | $0.14 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.12 | $0.14 | $0.16 | $0.11 | $0.13 | $0.12 | $1.57 |
| 2023 | $0.13 | $0.13 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.13 | $0.13 | $0.11 | $0.12 | $0.13 | $1.47 |
| 2022 | $0.11 | $0.12 | $0.12 | $0.09 | $0.11 | $0.12 | $0.10 | $0.13 | $0.15 | $0.09 | $0.14 | $0.11 | $1.40 |
| 2021 | $0.08 | $0.13 | $0.12 | $0.07 | $0.12 | $0.13 | $0.07 | $0.12 | $0.12 | $0.08 | $0.11 | $0.10 | $1.23 |
| 2020 | $0.07 | $0.12 | $0.08 | $0.06 | $0.13 | $0.10 | $0.08 | $0.12 | $0.10 | $0.06 | $0.12 | $0.09 | $1.13 |
| 2019 | $0.06 | $0.11 | $0.11 | $0.04 | $0.15 | $0.12 | $0.04 | $0.15 | $0.08 | $0.04 | $0.12 | $0.10 | $1.12 |
| 2018 | $0.06 | $0.10 | $0.11 | $0.04 | $0.15 | $0.07 | $0.04 | $0.15 | $0.08 | $0.04 | $0.14 | $0.05 | $1.03 |
| 2017 | $0.06 | $0.09 | $0.06 | $0.04 | $0.10 | $0.09 | $0.04 | $0.11 | $0.09 | $0.04 | $0.22 | $0.09 | $1.03 |
| 2016 | $0.05 | $0.09 | $0.05 | $0.06 | $0.09 | $0.07 | $0.05 | $0.10 | $0.06 | $0.05 | $0.08 | $0.06 | $0.82 |
| 2015 | $0.06 | $0.10 | $0.07 | $0.05 | $0.11 | $0.06 | $0.06 | $0.10 | $0.06 | $0.06 | $0.09 | $0.05 | $0.87 |
| 2014 | $0.08 | $0.08 | $0.07 | $0.06 | $0.11 | $0.08 | $0.06 | $0.11 | $0.07 | $0.05 | $0.10 | $0.07 | $0.93 |
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 Low Vol - Dividend 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 Low Vol - Dividend Income was 44.50%, occurring on Mar 23, 2020. Recovery took 198 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.5% | Feb 20, 2020 | 23 | Mar 23, 2020 | 198 | Jan 6, 2021 | 221 |
| -42.2% | Sep 4, 2014 | 344 | Jan 18, 2016 | 489 | Dec 28, 2017 | 833 |
| -24.1% | Mar 28, 2022 | 137 | Oct 12, 2022 | 469 | Aug 23, 2024 | 606 |
| -21.73% | Jan 8, 2018 | 244 | Dec 24, 2018 | 205 | Oct 21, 2019 | 449 |
| -12.54% | Nov 25, 2024 | 93 | Apr 8, 2025 | 24 | May 13, 2025 | 117 |
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 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VDY.TO | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.65 | 0.65 |
| VDY.TO | 0.65 | 1.00 | 1.00 |
| Portfolio | 0.65 | 1.00 | 1.00 |