PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Dividends+Growth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHG 70%DGRO 15%SCHD 10%VICI 5%EquityEquity
PositionCategory/SectorWeight
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

15%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

10%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

70%

VICI
VICI Properties Inc.
Real Estate

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividends+Growth, 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 Quarterly


60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2024FebruaryMarchApril
151.87%
93.94%
Dividends+Growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 18, 2017, corresponding to the inception date of VICI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Dividends+Growth3.73%-5.68%18.50%25.83%15.34%N/A
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.92%
SCHG
Schwab U.S. Large-Cap Growth ETF
5.03%-6.73%20.82%34.53%16.79%15.25%
VICI
VICI Properties Inc.
-11.24%-3.23%4.21%-11.74%10.36%N/A
DGRO
iShares Core Dividend Growth ETF
4.07%-2.81%16.07%12.28%10.72%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.76%5.48%2.49%
2023-4.94%-2.04%9.87%4.82%

Expense Ratio

The Dividends+Growth has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

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.


Dividends+Growth
Sharpe ratio
The chart of Sharpe ratio for Dividends+Growth, currently valued at 1.90, compared to the broader market-1.000.001.002.003.004.001.90
Sortino ratio
The chart of Sortino ratio for Dividends+Growth, currently valued at 2.71, compared to the broader market-2.000.002.004.006.002.71
Omega ratio
The chart of Omega ratio for Dividends+Growth, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for Dividends+Growth, currently valued at 1.51, compared to the broader market0.002.004.006.008.001.51
Martin ratio
The chart of Martin ratio for Dividends+Growth, currently valued at 9.12, compared to the broader market0.0010.0020.0030.0040.009.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
SCHG
Schwab U.S. Large-Cap Growth ETF
2.132.951.371.4611.63
VICI
VICI Properties Inc.
-0.55-0.660.92-0.57-1.17
DGRO
iShares Core Dividend Growth ETF
1.191.761.211.023.70

Sharpe Ratio

The current Dividends+Growth Sharpe ratio is 1.90. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.90

The Sharpe ratio of Dividends+Growth lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.90
1.66
Dividends+Growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividends+Growth granted a 1.32% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividends+Growth1.32%1.29%1.31%1.09%1.27%1.43%1.83%1.27%1.20%1.53%1.17%1.00%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.46%0.46%0.55%0.42%0.52%0.82%1.27%1.01%0.82%1.22%1.09%1.07%
VICI
VICI Properties Inc.
5.86%5.05%4.63%4.58%4.92%4.58%5.31%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.39%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.75%
-5.46%
Dividends+Growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividends+Growth. 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 Dividends+Growth was 34.02%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Dividends+Growth drawdown is 5.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.02%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-28.08%Dec 28, 2021202Oct 14, 2022291Dec 12, 2023493
-19.82%Oct 2, 201858Dec 24, 201869Apr 4, 2019127
-9.78%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-9.65%Jan 29, 20189Feb 8, 2018103Jul 9, 2018112

Volatility

Volatility Chart

The current Dividends+Growth volatility is 3.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.47%
3.15%
Dividends+Growth
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VICISCHGSCHDDGRO
VICI1.000.410.500.52
SCHG0.411.000.660.76
SCHD0.500.661.000.95
DGRO0.520.760.951.00