Qualified Div Income (Stocks)

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Qualified Div Income (Stocks)

Currency in USD · Last updated May 30, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	10%
HD The Home Depot, Inc.	Consumer Cyclical	10%
JNJ Johnson & Johnson	Healthcare	10%
JPM JPMorgan Chase & Co.	Financial Services	10%
KO The Coca-Cola Company	Consumer Defensive	10%
MSFT Microsoft Corporation	Technology	10%
PEP PepsiCo, Inc.	Consumer Defensive	10%
PG The Procter & Gamble Company	Consumer Defensive	10%
V Visa Inc.	Financial Services	10%
XOM Exxon Mobil Corporation	Energy	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V

Returns By Period

As of May 30, 2025, the Qualified Div Income (Stocks) returned 2.42% Year-To-Date and 15.57% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	6.15%	-2.00%	12.92%	14.19%	10.85%
Qualified Div Income (Stocks)	2.78%	2.79%	-1.16%	11.98%	16.32%	15.63%
Portfolio components:
AAPL Apple Inc	-19.60%	-5.36%	-15.17%	5.49%	21.05%	21.31%
MSFT Microsoft Corporation	9.64%	16.68%	9.13%	11.87%	21.26%	27.46%
JNJ Johnson & Johnson	9.11%	0.15%	1.79%	10.31%	3.76%	7.44%
PG The Procter & Gamble Company	2.61%	4.50%	-4.04%	7.07%	10.64%	11.07%
KO The Coca-Cola Company	16.66%	-0.62%	13.35%	19.83%	12.49%	9.22%
PEP PepsiCo, Inc.	-12.79%	-3.05%	-18.17%	-20.32%	2.95%	6.26%
XOM Exxon Mobil Corporation	-3.16%	-2.26%	-11.69%	-7.13%	23.08%	6.42%
JPM JPMorgan Chase & Co.	11.38%	7.92%	6.92%	35.52%	25.54%	18.06%
V Visa Inc.	15.94%	5.87%	16.29%	35.59%	14.15%	18.95%
HD The Home Depot, Inc.	-4.72%	2.16%	-13.63%	13.87%	10.82%	15.30%

*Annualized

Monthly Returns

The table below presents the monthly returns of Qualified Div Income (Stocks), 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	2.41%	3.34%	-2.49%	-3.10%	2.79%								2.78%
2024	2.38%	2.68%	2.48%	-3.25%	3.09%	1.35%	3.19%	3.55%	0.43%	-1.74%	4.72%	-3.83%	15.64%
2023	1.65%	-2.15%	4.13%	4.88%	-3.78%	5.94%	2.58%	-1.86%	-4.17%	-1.39%	7.07%	1.79%	14.82%
2022	0.46%	-3.45%	1.92%	-1.72%	0.50%	-5.94%	6.42%	-3.43%	-7.61%	11.50%	5.51%	-2.91%	-0.40%
2021	-1.91%	2.80%	5.74%	3.78%	1.00%	2.18%	3.12%	0.44%	-2.49%	6.45%	-1.12%	7.03%	29.92%
2020	2.01%	-8.96%	-10.80%	12.43%	3.47%	1.84%	4.34%	7.16%	-4.51%	-4.02%	9.93%	5.13%	16.22%
2019	4.44%	3.61%	4.22%	5.60%	-5.52%	7.26%	1.89%	0.88%	2.04%	2.50%	2.04%	3.90%	37.55%
2018	3.57%	-4.87%	-1.95%	-0.26%	2.50%	2.21%	4.99%	3.24%	1.81%	-2.88%	2.28%	-8.63%	1.12%
2017	1.17%	5.02%	1.32%	1.22%	2.16%	0.19%	2.11%	1.61%	0.79%	3.89%	3.11%	1.52%	26.82%
2016	-2.17%	-1.33%	6.29%	-1.05%	1.97%	0.36%	3.59%	0.64%	0.62%	-0.63%	0.33%	3.71%	12.68%
2015	-4.26%	6.53%	-3.29%	1.92%	1.39%	-2.00%	2.66%	-5.01%	-0.29%	9.25%	1.56%	-0.83%	6.88%
2014	-5.34%	3.53%	2.58%	1.49%	1.72%	1.47%	-0.84%	5.76%	0.31%	3.95%	3.33%	-1.05%	17.74%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Qualified Div Income (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 Qualified Div Income (Stocks) is 55, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.17	0.51	1.07	0.19	0.57
MSFT Microsoft Corporation	0.47	0.62	1.08	0.33	0.73
JNJ Johnson & Johnson	0.55	0.89	1.12	0.64	1.68
PG The Procter & Gamble Company	0.37	0.58	1.08	0.57	1.25
KO The Coca-Cola Company	1.17	1.76	1.22	1.30	2.84
PEP PepsiCo, Inc.	-1.04	-1.49	0.82	-0.71	-1.69
XOM Exxon Mobil Corporation	-0.30	-0.30	0.96	-0.41	-0.88
JPM JPMorgan Chase & Co.	1.26	1.82	1.26	1.45	4.83
V Visa Inc.	1.63	2.15	1.33	2.38	8.37
HD The Home Depot, Inc.	0.61	1.06	1.12	0.68	1.69

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.

Qualified Div Income (Stocks) Sharpe ratios as of May 30, 2025 (values are recalculated daily):

1-Year: 0.88
5-Year: 1.13
10-Year: 0.93
All Time: 0.85

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 0.58 to 1.13, 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 Qualified Div Income (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

Qualified Div Income (Stocks) provided a 2.19% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.19%	2.20%	2.20%	2.13%	2.12%	2.61%	2.32%	2.62%	2.26%	2.47%	2.49%	2.30%
Portfolio components:
AAPL Apple Inc	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
MSFT Microsoft Corporation	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
JNJ Johnson & Johnson	3.23%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%
PG The Procter & Gamble Company	2.40%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.32%	2.78%
KO The Coca-Cola Company	2.73%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%
PEP PepsiCo, Inc.	4.14%	3.52%	2.92%	2.51%	2.45%	2.71%	2.78%	3.25%	2.64%	2.83%	2.76%	2.68%
XOM Exxon Mobil Corporation	3.83%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
JPM JPMorgan Chase & Co.	1.91%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
V Visa Inc.	0.63%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
HD The Home Depot, Inc.	1.85%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%	1.79%

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 Qualified Div Income (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 Qualified Div Income (Stocks) was 39.07%, occurring on Mar 9, 2009. Recovery took 171 trading sessions.

The current Qualified Div Income (Stocks) drawdown is 3.22%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-39.07%	May 7, 2008	211	Mar 9, 2009	171	Nov 9, 2009	382
-32.65%	Feb 18, 2020	25	Mar 23, 2020	99	Aug 12, 2020	124
-15.34%	Sep 24, 2018	64	Dec 24, 2018	59	Mar 21, 2019	123
-14.79%	Feb 3, 2022	166	Sep 30, 2022	42	Nov 30, 2022	208
-14.42%	Apr 26, 2010	49	Jul 2, 2010	110	Dec 8, 2010	159

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 10 assets, with an effective number of assets of 10.00, 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.

	^GSPC	XOM	AAPL	JNJ	PG	JPM	KO	HD	PEP	V	MSFT	Portfolio
^GSPC	1.00	0.56	0.62	0.50	0.48	0.69	0.49	0.63	0.48	0.65	0.71	0.89
XOM	0.56	1.00	0.29	0.34	0.31	0.48	0.35	0.33	0.31	0.36	0.32	0.59
AAPL	0.62	0.29	1.00	0.26	0.27	0.37	0.26	0.38	0.28	0.43	0.54	0.63
JNJ	0.50	0.34	0.26	1.00	0.52	0.36	0.48	0.37	0.50	0.37	0.34	0.60
PG	0.48	0.31	0.27	0.52	1.00	0.32	0.58	0.39	0.61	0.35	0.36	0.62
JPM	0.69	0.48	0.37	0.36	0.32	1.00	0.34	0.45	0.30	0.48	0.40	0.69
KO	0.49	0.35	0.26	0.48	0.58	0.34	1.00	0.37	0.67	0.36	0.35	0.63
HD	0.63	0.33	0.38	0.37	0.39	0.45	0.37	1.00	0.39	0.45	0.44	0.66
PEP	0.48	0.31	0.28	0.50	0.61	0.30	0.67	0.39	1.00	0.36	0.37	0.63
V	0.65	0.36	0.43	0.37	0.35	0.48	0.36	0.45	0.36	1.00	0.49	0.70
MSFT	0.71	0.32	0.54	0.34	0.36	0.40	0.35	0.44	0.37	0.49	1.00	0.68
Portfolio	0.89	0.59	0.63	0.60	0.62	0.69	0.63	0.66	0.63	0.70	0.68	1.00

The correlation results are calculated based on daily price changes starting from Mar 20, 2008

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

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Qualified Div Income (Stocks)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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