Growth/Dividend/Defensive (ohne)

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc	Consumer Cyclical	3.80%
BRK-B Berkshire Hathaway Inc.	Financial Services	15%
COST Costco Wholesale Corporation	Consumer Defensive	3.80%
GLD SPDR Gold Shares	Gold, Precious Metals	5%
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	5%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	5%
JPM JPMorgan Chase & Co.	Financial Services	3.80%
LLY Eli Lilly and Company	Healthcare	3.80%
MA Mastercard Inc	Financial Services	3.80%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	20%
VB Vanguard Small-Cap ETF	Small Cap Growth Equities	5%
VGT Vanguard Information Technology ETF	Technology Equities	10%
VOO Vanguard S&P 500 ETF	S&P 500	12%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	4%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Growth/Dividend/Defensive (ohne), 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 year.

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The earliest data available for this chart is Oct 24, 2012, corresponding to the inception date of IEMG

Returns By Period

As of Apr 3, 2026, the Growth/Dividend/Defensive (ohne) returned 0.87% Year-To-Date and 15.75% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Growth/Dividend/Defensive (ohne)	-0.04%	-2.80%	0.87%	3.96%	13.88%	19.39%	13.28%	15.75%
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
VB Vanguard Small-Cap ETF	0.47%	-3.05%	2.99%	3.93%	18.72%	13.45%	5.57%	10.71%
VGT Vanguard Information Technology ETF	0.85%	-1.42%	-5.36%	-5.79%	29.79%	23.50%	15.02%	21.67%
XLP State Street Consumer Staples Select Sector SPDR ETF	0.53%	-6.14%	6.01%	6.51%	3.19%	5.77%	6.56%	7.15%
GLD SPDR Gold Shares	-1.92%	-8.27%	8.35%	21.03%	49.02%	32.51%	21.53%	13.97%
BRK-B Berkshire Hathaway Inc.	-0.24%	-0.83%	-5.03%	-3.74%	-11.23%	15.44%	13.08%	12.79%
IEMG iShares Core MSCI Emerging Markets ETF	-1.02%	-3.09%	3.48%	6.02%	32.00%	15.85%	4.31%	8.31%
MA Mastercard Inc	0.36%	-5.89%	-13.44%	-14.29%	-9.33%	11.07%	6.92%	18.61%
LLY Eli Lilly and Company	-1.98%	-7.16%	-12.80%	14.47%	15.19%	39.72%	39.64%	31.19%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 25, 2012, Growth/Dividend/Defensive (ohne)'s average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, your investment would double in approximately 4.6 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2020 with a return of +11.1%, while the worst month was Mar 2020 at -10.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Growth/Dividend/Defensive (ohne) closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -9.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.95%	2.88%	-5.10%	0.36%									0.87%
2025	3.43%	2.23%	-2.59%	-0.59%	2.02%	2.48%	0.17%	3.45%	1.97%	0.86%	2.37%	0.19%	17.02%
2024	2.19%	5.20%	3.40%	-3.69%	4.09%	1.91%	2.67%	4.16%	0.34%	-0.90%	5.23%	-3.68%	22.41%
2023	5.45%	-3.14%	2.67%	2.27%	0.05%	5.76%	3.32%	-0.36%	-4.11%	-1.80%	8.01%	4.33%	23.99%
2022	-3.17%	-0.95%	4.03%	-6.81%	0.08%	-8.09%	7.25%	-4.44%	-7.48%	8.43%	6.92%	-4.14%	-9.88%
2021	-0.56%	3.25%	3.83%	4.29%	2.37%	0.59%	1.27%	2.36%	-4.02%	5.06%	-1.46%	5.53%	24.44%

Benchmark Metrics

Growth/Dividend/Defensive (ohne) has an annualized alpha of 4.38%, beta of 0.87, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since October 25, 2012.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.99%) than losses (81.31%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.38% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.87 and R² of 0.95, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 4.38%

Beta: 0.87

R²: 0.95

Upside Capture: 98.99%

Downside Capture: 81.31%

Expense Ratio

Growth/Dividend/Defensive (ohne) has an expense ratio of 0.06%, 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.

GLD

SPDR Gold Shares

VGT

Vanguard Information Technology ETF

IEMG

iShares Core MSCI Emerging Markets ETF

XLP

State Street Consumer Staples Select Sector SPDR ETF

IEFA

iShares Core MSCI EAFE ETF

SCHD

Schwab U.S. Dividend Equity ETF

Vanguard Small-Cap ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Growth/Dividend/Defensive (ohne) ranks 26 for risk / return — below 26% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.95	0.88	+0.07
Sortino ratio Return per unit of downside risk	1.43	1.37	+0.06
Omega ratio Gain probability vs. loss probability	1.21	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.34	1.39	-0.05
Martin ratio Return relative to average drawdown	6.64	6.43	+0.20
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
VB Vanguard Small-Cap ETF	46	0.86	1.35	1.18	1.44	6.15
VGT Vanguard Information Technology ETF	58	1.10	1.67	1.23	1.88	5.72
XLP State Street Consumer Staples Select Sector SPDR ETF	16	0.23	0.43	1.05	0.30	0.71
GLD SPDR Gold Shares	80	1.77	2.19	1.32	2.57	9.28
BRK-B Berkshire Hathaway Inc.	15	-0.62	-0.73	0.90	-0.70	-1.19
IEMG iShares Core MSCI Emerging Markets ETF	79	1.62	2.21	1.32	2.43	9.12
MA Mastercard Inc	21	-0.39	-0.38	0.95	-0.50	-1.21
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37

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.

Growth/Dividend/Defensive (ohne) Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 0.95
5-Year: 0.94
10-Year: 1.00
All Time: 1.03

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 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Growth/Dividend/Defensive (ohne) 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

Growth/Dividend/Defensive (ohne) provided a 1.50% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.50%	1.56%	1.58%	1.67%	1.63%	1.42%	1.57%	1.64%	1.74%	1.63%	1.64%	1.77%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
VB Vanguard Small-Cap ETF	1.32%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.66%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IEMG iShares Core MSCI Emerging Markets ETF	2.66%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%
MA Mastercard Inc	0.64%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

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 Growth/Dividend/Defensive (ohne). 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 Growth/Dividend/Defensive (ohne) was 29.22%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Growth/Dividend/Defensive (ohne) drawdown is 4.76%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.22%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-20.03%	Mar 30, 2022	136	Oct 12, 2022	169	Jun 15, 2023	305
-17%	Sep 21, 2018	65	Dec 24, 2018	70	Apr 5, 2019	135
-13.1%	Feb 20, 2025	34	Apr 8, 2025	45	Jun 12, 2025	79
-10.75%	Jul 21, 2015	26	Aug 25, 2015	45	Oct 28, 2015	71

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 9.46, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	GLD	LLY	COST	AMZN	XLP	JPM	MA	IEMG	BRK-B	VGT	IEFA	VB	SCHD	VOO	Portfolio
Benchmark	1.00	0.01	0.41	0.53	0.64	0.58	0.65	0.68	0.69	0.67	0.89	0.79	0.86	0.82	1.00	0.96
GLD	0.01	1.00	0.00	0.01	-0.01	0.04	-0.10	-0.04	0.18	-0.06	0.01	0.15	0.02	0.01	0.01	0.07
LLY	0.41	0.00	1.00	0.28	0.24	0.35	0.25	0.29	0.25	0.31	0.32	0.33	0.31	0.37	0.41	0.45
COST	0.53	0.01	0.28	1.00	0.38	0.59	0.28	0.39	0.31	0.39	0.45	0.38	0.41	0.47	0.53	0.55
AMZN	0.64	-0.01	0.24	0.38	1.00	0.28	0.32	0.48	0.46	0.33	0.67	0.48	0.51	0.39	0.64	0.61
XLP	0.58	0.04	0.35	0.59	0.28	1.00	0.37	0.45	0.38	0.54	0.39	0.51	0.48	0.71	0.58	0.64
JPM	0.65	-0.10	0.25	0.28	0.32	0.37	1.00	0.48	0.46	0.68	0.48	0.56	0.64	0.65	0.65	0.68
MA	0.68	-0.04	0.29	0.39	0.48	0.45	0.48	1.00	0.49	0.54	0.63	0.57	0.59	0.59	0.68	0.71
IEMG	0.69	0.18	0.25	0.31	0.46	0.38	0.46	0.49	1.00	0.44	0.65	0.78	0.64	0.59	0.69	0.71
BRK-B	0.67	-0.06	0.31	0.39	0.33	0.54	0.68	0.54	0.44	1.00	0.47	0.58	0.61	0.72	0.67	0.76
VGT	0.89	0.01	0.32	0.45	0.67	0.39	0.48	0.63	0.65	0.47	1.00	0.68	0.74	0.62	0.89	0.82
IEFA	0.79	0.15	0.33	0.38	0.48	0.51	0.56	0.57	0.78	0.58	0.68	1.00	0.75	0.72	0.79	0.82
VB	0.86	0.02	0.31	0.41	0.51	0.48	0.64	0.59	0.64	0.61	0.74	0.75	1.00	0.79	0.86	0.86
SCHD	0.82	0.01	0.37	0.47	0.39	0.71	0.65	0.59	0.59	0.72	0.62	0.72	0.79	1.00	0.82	0.87
VOO	1.00	0.01	0.41	0.53	0.64	0.58	0.65	0.68	0.69	0.67	0.89	0.79	0.86	0.82	1.00	0.96
Portfolio	0.96	0.07	0.45	0.55	0.61	0.64	0.68	0.71	0.71	0.76	0.82	0.82	0.86	0.87	0.96	1.00

The correlation results are calculated based on daily price changes starting from Oct 25, 2012

Growth/Dividend/Defensive (ohne)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table