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Div+Growth 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 8.33%FBND 8.33%VHYAX 8.33%PRFDX 8.33%VDIGX 8.33%VOO 8.33%VOOV 8.33%DLN 8.33%SYLD 8.33%FASMX 8.33%FPURX 8.33%FBALX 8.33%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market
8.33%
DLN
WisdomTree US LargeCap Dividend ETF
Large Cap Growth Equities, Dividend
8.33%
FASMX
Fidelity Asset Manager 50% Fund
Diversified Portfolio
8.33%
FBALX
Fidelity Balanced Fund
Diversified Portfolio
8.33%
FBND
Fidelity Total Bond ETF
Total Bond Market, Actively Managed
8.33%
FPURX
Fidelity Puritan Fund
Diversified Portfolio
8.33%
PRFDX
T. Rowe Price Equity Income Fund
Large Cap Value Equities
8.33%
SYLD
Cambria Shareholder Yield ETF
All Cap Equities, Actively Managed
8.33%
VDIGX
Vanguard Dividend Growth Fund
Large Cap Blend Equities, Dividend
8.33%
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
Large Cap Value Equities, Dividend
8.33%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
8.33%
VOOV
Vanguard S&P 500 Value ETF
Large Cap Value Equities
8.33%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Div+Growth 2, 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


70.00%80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
81.97%
125.06%
Div+Growth 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 7, 2019, corresponding to the inception date of VHYAX

Returns By Period


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
27.68%1.58%13.90%32.27%14.27%11.62%
Div+Growth 216.26%0.67%9.55%20.73%9.93%N/A
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
21.47%0.25%13.33%27.17%11.04%N/A
PRFDX
T. Rowe Price Equity Income Fund
16.96%-0.23%7.96%22.11%10.29%9.14%
VDIGX
Vanguard Dividend Growth Fund
12.36%-0.48%6.65%15.99%10.67%10.97%
BND
Vanguard Total Bond Market ETF
3.58%1.15%4.67%6.38%0.07%1.54%
FBND
Fidelity Total Bond ETF
4.42%1.28%5.09%7.55%1.30%2.45%
VOO
Vanguard S&P 500 ETF
29.20%1.61%14.62%33.99%16.05%13.63%
VOOV
Vanguard S&P 500 Value ETF
18.03%-0.01%11.41%23.38%12.23%10.69%
FASMX
Fidelity Asset Manager 50% Fund
12.25%1.55%7.68%16.12%6.83%6.07%
DLN
WisdomTree US LargeCap Dividend ETF
24.92%0.41%14.51%29.57%12.30%11.21%
SYLD
Cambria Shareholder Yield ETF
10.21%-0.97%6.97%17.47%15.71%11.91%
FPURX
Fidelity Puritan Fund
22.79%1.83%10.99%26.31%6.24%5.10%
FBALX
Fidelity Balanced Fund
20.05%1.67%10.52%24.03%11.93%10.10%

Monthly Returns

The table below presents the monthly returns of Div+Growth 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.62%2.67%3.24%-3.58%3.14%0.65%3.03%2.04%1.43%-1.69%4.43%16.26%
20234.90%-2.86%1.02%1.19%-2.29%4.96%2.58%-1.86%-3.48%-2.46%6.92%4.70%13.35%
2022-2.70%-1.25%1.38%-5.31%1.24%-6.80%5.61%-2.74%-7.53%6.62%5.33%-3.51%-10.43%
20210.37%3.25%3.91%3.41%1.64%0.22%0.84%1.65%-3.10%3.29%-1.51%4.21%19.43%
2020-0.82%-6.14%-11.33%9.50%3.47%1.10%3.70%3.91%-2.10%-1.72%10.09%3.12%11.28%
20192.34%1.19%2.88%-4.52%5.35%1.06%-0.96%1.92%1.15%2.59%2.26%16.00%

Expense Ratio

Div+Growth 2 features an expense ratio of 0.33%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for PRFDX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for FASMX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for SYLD: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for FBALX: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
Expense ratio chart for FPURX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FBND: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for DLN: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for VOOV: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VHYAX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Div+Growth 2 is 74, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Div+Growth 2 is 7474
Overall Rank
The Sharpe Ratio Rank of Div+Growth 2 is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of Div+Growth 2 is 7676
Sortino Ratio Rank
The Omega Ratio Rank of Div+Growth 2 is 7373
Omega Ratio Rank
The Calmar Ratio Rank of Div+Growth 2 is 8686
Calmar Ratio Rank
The Martin Ratio Rank of Div+Growth 2 is 6969
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.


Sharpe ratio
The chart of Sharpe ratio for Div+Growth 2, currently valued at 2.67, compared to the broader market-6.00-4.00-2.000.002.004.006.002.672.77
The chart of Sortino ratio for Div+Growth 2, currently valued at 3.79, compared to the broader market-6.00-4.00-2.000.002.004.006.003.793.66
The chart of Omega ratio for Div+Growth 2, currently valued at 1.50, compared to the broader market0.501.001.502.001.501.51
The chart of Calmar ratio for Div+Growth 2, currently valued at 5.08, compared to the broader market0.005.0010.0015.005.083.99
The chart of Martin ratio for Div+Growth 2, currently valued at 16.82, compared to the broader market0.0010.0020.0030.0040.0050.0060.0016.8217.73
Div+Growth 2
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
2.643.761.485.3716.84
PRFDX
T. Rowe Price Equity Income Fund
2.233.161.404.5315.03
VDIGX
Vanguard Dividend Growth Fund
1.822.511.323.329.17
BND
Vanguard Total Bond Market ETF
1.051.531.180.433.22
FBND
Fidelity Total Bond ETF
1.251.811.230.684.38
VOO
Vanguard S&P 500 ETF
2.923.861.544.2219.12
VOOV
Vanguard S&P 500 Value ETF
2.433.451.434.6114.65
FASMX
Fidelity Asset Manager 50% Fund
2.343.361.432.1014.47
DLN
WisdomTree US LargeCap Dividend ETF
3.204.421.606.2621.31
SYLD
Cambria Shareholder Yield ETF
1.191.771.212.245.21
FPURX
Fidelity Puritan Fund
2.733.781.511.3016.21
FBALX
Fidelity Balanced Fund
2.884.031.544.5918.78

The current Div+Growth 2 Sharpe ratio is 2.67. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.95 to 2.84, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Div+Growth 2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.67
2.77
Div+Growth 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Div+Growth 2 provided a 2.50% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.50%2.33%2.76%2.44%2.52%2.40%2.19%1.76%1.94%3.48%3.89%3.15%
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
2.72%3.10%2.98%2.74%3.16%3.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRFDX
T. Rowe Price Equity Income Fund
1.85%2.09%2.13%1.75%2.18%2.37%2.67%2.01%2.32%2.28%2.01%1.64%
VDIGX
Vanguard Dividend Growth Fund
1.64%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%
BND
Vanguard Total Bond Market ETF
3.55%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
FBND
Fidelity Total Bond ETF
4.49%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%0.00%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VOOV
Vanguard S&P 500 Value ETF
1.91%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%1.98%1.97%
FASMX
Fidelity Asset Manager 50% Fund
2.17%2.18%2.35%1.52%1.24%1.79%1.93%1.41%1.55%1.93%8.91%6.96%
DLN
WisdomTree US LargeCap Dividend ETF
1.99%2.43%2.53%2.02%2.66%2.51%2.90%2.33%2.64%3.01%2.34%2.40%
SYLD
Cambria Shareholder Yield ETF
1.79%1.92%2.20%2.22%2.00%2.07%2.52%1.48%1.92%6.45%3.89%0.82%
FPURX
Fidelity Puritan Fund
1.66%1.71%1.62%1.01%1.09%1.52%1.83%1.33%1.75%7.94%9.74%10.25%
FBALX
Fidelity Balanced Fund
4.97%2.28%8.06%9.66%5.90%4.24%1.85%1.58%1.61%7.96%10.55%7.31%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.52%
0
Div+Growth 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Div+Growth 2. 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 Div+Growth 2 was 28.05%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Div+Growth 2 drawdown is 0.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.05%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-17.93%Jan 5, 2022186Sep 30, 2022306Dec 19, 2023492
-5.83%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-4.52%May 1, 201922May 31, 201914Jun 20, 201936
-4.21%Jul 29, 201913Aug 14, 201919Sep 11, 201932

Volatility

Volatility Chart

The current Div+Growth 2 volatility is 1.64%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.64%
2.22%
Div+Growth 2
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.

BNDFBNDSYLDVDIGXVHYAXPRFDXFPURXVOOVVOODLNFASMXFBALX
BND1.000.92-0.070.10-0.00-0.020.180.020.070.050.290.18
FBND0.921.000.030.180.090.080.260.120.170.140.380.28
SYLD-0.070.031.000.690.860.890.670.860.730.800.700.72
VDIGX0.100.180.691.000.870.850.780.890.850.910.800.82
VHYAX-0.000.090.860.871.000.960.740.960.830.960.770.79
PRFDX-0.020.080.890.850.961.000.750.960.820.920.780.80
FPURX0.180.260.670.780.740.751.000.790.940.820.930.96
VOOV0.020.120.860.890.960.960.791.000.870.950.820.84
VOO0.070.170.730.850.830.820.940.871.000.910.920.97
DLN0.050.140.800.910.960.920.820.950.911.000.830.86
FASMX0.290.380.700.800.770.780.930.820.920.831.000.96
FBALX0.180.280.720.820.790.800.960.840.970.860.961.00
The correlation results are calculated based on daily price changes starting from Feb 8, 2019
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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