DIVIDEND PORTFOLIO

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab U.S. Dividend Equity ETF	Dividend	37.20%
O Realty Income Corporation	Real Estate	21.60%
PG The Procter & Gamble Company	Consumer Defensive	8.91%
JNJ Johnson & Johnson	Healthcare	8.57%
CVX Chevron Corporation	Energy	6.80%
SBUX Starbucks Corporation	Consumer Cyclical	4.98%
KO The Coca-Cola Company	Consumer Defensive	3.33%
VICI VICI Properties Inc.	Real Estate	2.39%
MO Altria Group, Inc.	Consumer Defensive	2.38%
ABBV AbbVie Inc.	Healthcare	1.95%
TXN Texas Instruments Incorporated	Technology	1.89%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DIVIDEND PORTFOLIO, 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

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio DIVIDEND PORTFOLIO	0.98%	2.91%	18.82%	17.70%	23.81%	12.58%	8.75%	—
Portfolio components:
ABBV AbbVie Inc.	1.32%	8.24%	1.30%	3.65%	23.06%	22.39%	18.94%	19.10%
CVX Chevron Corporation	0.75%	-1.13%	25.18%	27.20%	33.69%	10.25%	16.33%	10.94%
JNJ Johnson & Johnson	1.07%	6.86%	17.68%	15.11%	57.15%	17.82%	10.94%	10.46%
KO The Coca-Cola Company	0.11%	2.23%	18.99%	17.96%	18.86%	14.33%	11.29%	9.55%
MO Altria Group, Inc.	0.74%	-1.57%	26.86%	26.78%	28.74%	25.73%	16.36%	7.93%
O Realty Income Corporation	1.31%	3.07%	13.70%	11.57%	14.88%	6.59%	3.49%	4.89%
PG The Procter & Gamble Company	0.86%	5.68%	5.93%	6.28%	-3.97%	3.69%	4.73%	8.96%
SBUX Starbucks Corporation	0.74%	-3.53%	23.87%	22.22%	13.40%	3.82%	0.57%	8.66%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.21%	20.66%	19.57%	26.72%	14.90%	8.75%	12.91%
TXN Texas Instruments Incorporated	1.35%	-0.53%	75.59%	69.78%	58.75%	22.83%	12.97%	20.39%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 17, 2017, DIVIDEND PORTFOLIO's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DIVIDEND PORTFOLIO closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -13.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.02%	7.93%	-4.45%	4.40%	-1.19%	2.44%							18.82%
2025	3.00%	5.35%	-0.41%	-6.15%	1.05%	1.58%	-0.13%	5.50%	0.06%	-2.36%	2.51%	-0.69%	9.09%
2024	-0.46%	0.95%	3.21%	-2.66%	0.92%	-0.17%	5.86%	5.36%	0.80%	-1.82%	2.79%	-7.17%	7.15%
2023	1.50%	-4.00%	0.74%	1.43%	-5.93%	3.99%	3.26%	-3.14%	-4.88%	-3.82%	7.11%	4.24%	-0.49%
2022	-1.53%	-1.58%	4.31%	-1.83%	1.49%	-5.33%	5.13%	-3.88%	-7.92%	9.92%	5.93%	-1.57%	1.70%
2021	-2.56%	4.85%	7.05%	3.01%	1.84%	-1.11%	2.91%	1.28%	-5.06%	5.22%	-1.48%	7.84%	25.50%

Benchmark Metrics

DIVIDEND PORTFOLIO has an annualized alpha of 1.83%, beta of 0.72, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since October 17, 2017.

This portfolio participated in 75.90% of S&P 500 Index downside but only 72.90% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 1.83%

Beta: 0.72

R²: 0.66

Upside Capture: 72.90%

Downside Capture: 75.90%

See how alpha, beta & R² have trended over time →

Expense Ratio

DIVIDEND PORTFOLIO has an expense ratio of 0.02%, 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.

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

DIVIDEND PORTFOLIO ranks 71 for risk / return — better than 71% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

The table below presents risk-adjusted performance metrics for DIVIDEND PORTFOLIO 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	2.29	1.86	+0.43
Sortino ratioReturn per unit of downside risk	3.33	2.53	+0.80
Omega ratioGain probability vs. loss probability	1.41	1.34	+0.07
Calmar ratioReturn relative to maximum drawdown	3.81	2.53	+1.28
Martin ratioReturn relative to average drawdown	11.55	11.37	+0.18

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.	67	0.92	1.42	1.18	1.29	2.88
CVX Chevron Corporation	80	1.57	2.12	1.27	2.48	6.10
JNJ Johnson & Johnson	96	3.42	4.94	1.61	5.28	15.52
KO The Coca-Cola Company	73	1.06	1.73	1.19	2.26	4.51
MO Altria Group, Inc.	74	1.27	1.77	1.24	1.75	4.39
O Realty Income Corporation	66	0.88	1.26	1.15	1.29	3.12
PG The Procter & Gamble Company	28	-0.30	-0.31	0.97	-0.37	-0.68
SBUX Starbucks Corporation	55	0.43	0.85	1.09	0.66	1.45
SCHD Schwab U.S. Dividend Equity ETF	86	2.41	3.72	1.43	5.70	13.97
TXN Texas Instruments Incorporated	78	1.38	2.17	1.30	1.87	3.90

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. Learn how to interpret the Sharpe ratio.

The current DIVIDEND PORTFOLIO Sharpe ratio is 2.29 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 DIVIDEND PORTFOLIO 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

DIVIDEND PORTFOLIO provided a 3.57% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.57%	4.21%	3.99%	3.90%	3.53%	3.15%	3.60%	3.19%	3.45%	3.02%	3.13%	3.29%
Portfolio components:
ABBV AbbVie Inc.	2.96%	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	3.73%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
JNJ Johnson & Johnson	2.18%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
KO The Coca-Cola Company	1.88%	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.	5.84%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
O Realty Income Corporation	5.16%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
PG The Procter & Gamble Company	2.85%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
SBUX Starbucks Corporation	2.40%	2.91%	2.54%	2.25%	2.02%	1.57%	1.57%	1.69%	2.05%	1.83%	1.53%	1.13%
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
TXN Texas Instruments Incorporated	1.87%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%

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 DIVIDEND PORTFOLIO. 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 DIVIDEND PORTFOLIO was 36.30%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-36.30%Mar 2020	1mo 1d	7mo 28d	8mo 29dFeb 2020 - Nov 2020
Bear market2022	-15.26%Sep 2022	5mo 12d	1y 6mo	1y 11moApr 2022 - Mar 2024
2025 selloff2025	-12.34%Apr 2025	29d	4mo 14d	5mo 13dMar 2025 - Aug 2025
2018 correction2018	-11.67%Mar 2018	1mo 29d	5mo 28d	7mo 27dJan 2018 - Sep 2018
Rate-hike selloffLate 2018	-11.31%Dec 2018	20d	1mo 12d	2mo 2dDec 2018 - Feb 2019

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 11 assets, with an effective number of assets of 4.75, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.61	1.49	1.42	1.31

The portfolio has a diversification ratio of 1.31, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

DIVIDEND PORTFOLIO correlation to the S&P 500 Index

DIVIDEND PORTFOLIO has a 0.17 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Oct 17, 2017	0.68

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHD has the highest benchmark correlation at 0.76, while MO has the lowest at 0.25.

0.25

JNJ

0.32

0.34

0.36

0.36

0.38

0.42

0.55

0.70

0.76

Portfolio Correlations

Correlation vs. DIVIDEND PORTFOLIO. SCHD has the highest portfolio correlation at 0.89, while ABBV has the lowest at 0.50.

ABBV

0.50

CVX

0.52

0.53

TXN

0.53

SBUX

0.57

JNJ

0.58

0.59

VICI

0.61

0.65

0.72

SCHD

0.89

Asset Correlations Table

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

	CVX	ABBV	MO	TXN	SBUX	JNJ	VICI	PG	O	KO	SCHD
CVX	1.00	0.25	0.30	0.29	0.23	0.21	0.28	0.12	0.20	0.23	0.56
ABBV	0.25	1.00	0.29	0.26	0.24	0.46	0.24	0.35	0.27	0.35	0.47
MO	0.30	0.29	1.00	0.16	0.25	0.36	0.31	0.40	0.34	0.46	0.48
TXN	0.29	0.26	0.16	1.00	0.42	0.23	0.31	0.23	0.26	0.23	0.62
SBUX	0.23	0.24	0.25	0.42	1.00	0.28	0.35	0.31	0.34	0.38	0.51
JNJ	0.21	0.46	0.36	0.23	0.28	1.00	0.24	0.48	0.33	0.47	0.48
VICI	0.28	0.24	0.31	0.31	0.35	0.24	1.00	0.28	0.58	0.36	0.50
PG	0.12	0.35	0.40	0.23	0.31	0.48	0.28	1.00	0.38	0.62	0.46
O	0.20	0.27	0.34	0.26	0.34	0.33	0.58	0.38	1.00	0.47	0.45
KO	0.23	0.35	0.46	0.23	0.38	0.47	0.36	0.62	0.47	1.00	0.53
SCHD	0.56	0.47	0.48	0.62	0.51	0.48	0.50	0.46	0.45	0.53	1.00

The correlation results are calculated based on daily price changes starting from Oct 17, 2017

Diversification Analysis

Find what DIVIDEND PORTFOLIO is missing

See which holdings overlap, where DIVIDEND PORTFOLIO is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification