Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
HYG iShares iBoxx $ High Yield Corporate Bond ETF | High Yield Bonds | 33.33% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | Mid Cap Value Equities, Dividend | 33.33% |
VNQ Vanguard Real Estate ETF | REIT | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend Income 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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The earliest data available for this chart is Apr 11, 2007, corresponding to the inception date of HYG
Returns By Period
As of Apr 3, 2026, the Dividend Income Portfolio returned 3.39% Year-To-Date and 6.55% 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 Dividend Income Portfolio | 0.87% | -1.34% | 3.39% | 2.27% | 5.06% | 7.89% | 4.45% | 6.55% |
| Portfolio components: | ||||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.24% | -0.22% | 0.13% | 1.21% | 6.94% | 8.10% | 3.71% | 5.21% |
VNQ Vanguard Real Estate ETF | 1.36% | -4.43% | 3.06% | 1.04% | 2.95% | 7.33% | 3.14% | 4.85% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 1.02% | 0.70% | 6.96% | 4.47% | 5.07% | 7.72% | 5.81% | 8.82% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 12, 2007, Dividend Income Portfolio's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +20.6%, while the worst month was Oct 2008 at -19.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Dividend Income Portfolio closed higher 54% of trading days. The best single day was Sep 18, 2008 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.24% | 2.13% | -2.88% | 0.97% | 3.39% | ||||||||
| 2025 | 1.89% | 2.14% | -2.01% | -3.21% | 1.81% | 1.24% | 0.49% | 3.10% | -0.19% | -1.31% | 1.02% | -0.73% | 4.12% |
| 2024 | -2.97% | 0.08% | 2.69% | -4.16% | 2.60% | -0.03% | 6.84% | 2.78% | 1.97% | -1.81% | 4.24% | -5.47% | 6.20% |
| 2023 | 5.91% | -3.83% | -0.93% | 0.39% | -4.46% | 4.27% | 2.72% | 0.03% | -5.26% | -3.00% | 8.15% | 7.20% | 10.49% |
| 2022 | -3.20% | -1.46% | 2.71% | -3.87% | 0.83% | -7.07% | 6.22% | -4.36% | -8.57% | 6.05% | 4.78% | -3.42% | -12.04% |
| 2021 | 0.08% | 3.66% | 5.15% | 3.59% | 1.19% | 0.68% | 0.89% | 1.32% | -2.91% | 3.30% | -2.19% | 6.61% | 23.07% |
Benchmark Metrics
Dividend Income Portfolio has an annualized alpha of -0.62%, beta of 0.81, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since April 12, 2007.
- This portfolio participated in 83.73% of S&P 500 Index downside but only 73.62% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.62%
- Beta
- 0.81
- R²
- 0.73
- Upside Capture
- 73.62%
- Downside Capture
- 83.73%
Expense Ratio
Dividend Income Portfolio has an expense ratio of 0.39%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Dividend Income Portfolio ranks 9 for risk / return — in the bottom 9% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.88 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.37 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.39 | -0.83 |
Martin ratioReturn relative to average drawdown | 2.31 | 6.43 | -4.13 |
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 | |
|---|---|---|---|---|---|---|
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 70 | 1.25 | 1.88 | 1.29 | 1.82 | 9.56 |
VNQ Vanguard Real Estate ETF | 16 | 0.18 | 0.36 | 1.05 | 0.29 | 1.11 |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 18 | 0.28 | 0.53 | 1.07 | 0.43 | 1.27 |
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Dividends
Dividend yield
Dividend Income Portfolio provided a 4.79% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.79% | 4.83% | 4.77% | 4.76% | 4.48% | 3.47% | 4.37% | 4.05% | 4.87% | 4.19% | 4.40% | 4.42% |
| Portfolio components: | ||||||||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.87% | 5.71% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% |
VNQ Vanguard Real Estate ETF | 3.86% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 4.63% | 4.85% | 4.44% | 4.58% | 4.22% | 3.83% | 4.30% | 3.78% | 4.33% | 3.21% | 3.12% | 3.44% |
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 Income 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 Income Portfolio was 59.63%, occurring on Mar 6, 2009. Recovery took 723 trading sessions.
The current Dividend Income Portfolio drawdown is 2.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.63% | Apr 26, 2007 | 470 | Mar 6, 2009 | 723 | Jan 18, 2012 | 1193 |
| -35.33% | Feb 18, 2020 | 25 | Mar 23, 2020 | 223 | Feb 9, 2021 | 248 |
| -19.08% | Jan 5, 2022 | 192 | Oct 10, 2022 | 443 | Jul 17, 2024 | 635 |
| -12.76% | Nov 29, 2024 | 88 | Apr 8, 2025 | 107 | Sep 11, 2025 | 195 |
| -11.45% | Sep 14, 2018 | 70 | Dec 24, 2018 | 33 | Feb 12, 2019 | 103 |
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 3 assets, with an effective number of assets of 3.00, 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
| Benchmark | HYG | VNQ | PEY | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.65 | 0.66 | 0.75 | 0.78 |
| HYG | 0.65 | 1.00 | 0.50 | 0.54 | 0.66 |
| VNQ | 0.66 | 0.50 | 1.00 | 0.70 | 0.91 |
| PEY | 0.75 | 0.54 | 0.70 | 1.00 | 0.89 |
| Portfolio | 0.78 | 0.66 | 0.91 | 0.89 | 1.00 |