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Dividend funds
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VIG 33.33%SCHD 33.33%HDV 33.33%EquityEquity
PositionCategory/SectorWeight
HDV
iShares Core High Dividend ETF
Large Cap Value Equities, Dividend

33.33%

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

33.33%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend funds, 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


240.00%260.00%280.00%300.00%320.00%340.00%NovemberDecember2024FebruaryMarchApril
301.56%
308.69%
Dividend funds
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Apr 20, 2024, the Dividend funds returned 3.61% Year-To-Date and 9.96% of annualized return in the last 10 years.


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%
Dividend funds3.61%-2.35%13.62%10.26%9.62%10.01%
VIG
Vanguard Dividend Appreciation ETF
2.63%-3.93%14.62%13.43%11.18%10.89%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.98%
HDV
iShares Core High Dividend ETF
6.76%0.34%13.47%8.50%6.52%7.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.98%2.36%4.24%
2023-3.84%-2.91%6.06%4.59%

Expense Ratio

The Dividend funds has an expense ratio of 0.07% 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%0.08%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%

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.


Dividend funds
Sharpe ratio
The chart of Sharpe ratio for Dividend funds, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.000.94
Sortino ratio
The chart of Sortino ratio for Dividend funds, currently valued at 1.41, compared to the broader market-2.000.002.004.006.001.41
Omega ratio
The chart of Omega ratio for Dividend funds, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.801.16
Calmar ratio
The chart of Calmar ratio for Dividend funds, currently valued at 1.00, compared to the broader market0.002.004.006.008.001.00
Martin ratio
The chart of Martin ratio for Dividend funds, currently valued at 3.17, compared to the broader market0.0010.0020.0030.0040.003.17
^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
VIG
Vanguard Dividend Appreciation ETF
1.341.981.231.384.44
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
HDV
iShares Core High Dividend ETF
0.721.101.130.802.39

Sharpe Ratio

The current Dividend funds Sharpe ratio is 0.94. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.94

The Sharpe ratio of Dividend funds is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.94
1.66
Dividend funds
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend funds granted a 2.92% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend funds2.92%3.06%2.97%2.60%2.95%2.65%2.94%2.59%2.77%3.08%2.59%2.50%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
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%
HDV
iShares Core High Dividend ETF
3.41%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%3.20%3.17%

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
-3.84%
-5.46%
Dividend funds
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend funds. 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 funds was 33.52%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Dividend funds drawdown is 3.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.52%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-15.83%Apr 21, 2022113Sep 30, 2022201Jul 21, 2023314
-15.46%Sep 24, 201864Dec 24, 201856Mar 18, 2019120
-12.47%Mar 3, 2015123Aug 25, 2015137Mar 11, 2016260
-11.12%Jan 29, 201839Mar 23, 2018120Sep 13, 2018159

Volatility

Volatility Chart

The current Dividend funds volatility is 3.20%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.20%
3.15%
Dividend funds
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.

HDVVIGSCHD
HDV1.000.830.91
VIG0.831.000.92
SCHD0.910.921.00