Dividend Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend 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.
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Mar 1, 2025, the Dividend Portfolio returned 5.98% Year-To-Date and 13.77% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.24% | -1.92% | 5.42% | 15.91% | 14.06% | 11.02% |
| Dividend Portfolio | 5.52% | 1.87% | 4.92% | 15.28% | 14.68% | 14.47% |
| Portfolio components: | ||||||
JNJ Johnson & Johnson | 15.02% | 9.33% | 1.09% | 5.05% | 7.00% | 7.85% |
PG The Procter & Gamble Company | 4.32% | 4.73% | 2.56% | 12.14% | 10.77% | 10.55% |
KO The Coca-Cola Company | 14.38% | 12.18% | -0.31% | 23.27% | 8.24% | 8.75% |
CMCSA Comcast Corporation | -3.59% | 6.60% | -7.88% | -13.50% | -0.31% | 4.03% |
AMT American Tower Corporation | 12.11% | 11.18% | -6.74% | 5.36% | -0.68% | 10.10% |
MSFT Microsoft Corporation | -5.63% | -4.16% | -4.45% | -3.73% | 20.40% | 26.81% |
NEE NextEra Energy, Inc. | -1.31% | -1.14% | -11.54% | 30.68% | 3.63% | 13.56% |
JPM JPMorgan Chase & Co. | 10.97% | -0.99% | 19.06% | 46.10% | 21.26% | 18.91% |
UNP Union Pacific Corporation | 8.77% | 0.10% | -2.58% | -0.29% | 11.87% | 10.10% |
SCHD Schwab US Dividend Equity ETF | 4.47% | 2.55% | 3.15% | 13.63% | 14.30% | 11.40% |
DGRO iShares Core Dividend Growth ETF | 4.53% | 1.02% | 4.48% | 16.04% | 13.68% | 11.80% |
VIG Vanguard Dividend Appreciation ETF | 3.73% | 0.45% | 4.49% | 15.31% | 13.81% | 11.66% |
COST Costco Wholesale Corporation | 14.57% | 7.13% | 17.79% | 40.68% | 30.50% | 23.62% |
LOW Lowe's Companies, Inc. | 1.19% | -4.38% | 0.92% | 3.48% | 20.25% | 14.90% |
V Visa Inc. | 14.96% | 6.30% | 31.71% | 29.05% | 15.20% | 19.03% |
Monthly Returns
The table below presents the monthly returns of Dividend Portfolio, 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 | 3.59% | 5.52% | |||||||||||
| 2024 | 1.79% | 3.76% | 2.63% | -4.67% | 4.93% | 0.93% | 2.91% | 3.54% | 1.39% | -1.96% | 5.39% | -5.09% | 15.94% |
| 2023 | 2.68% | -2.84% | 2.71% | 2.85% | -2.18% | 5.80% | 2.87% | -2.27% | -4.97% | -0.38% | 7.76% | 4.90% | 17.36% |
| 2022 | -5.70% | -2.88% | 3.11% | -6.30% | 0.04% | -5.15% | 6.37% | -3.27% | -8.91% | 6.87% | 8.00% | -4.62% | -13.38% |
| 2021 | -1.59% | 1.22% | 6.29% | 4.02% | 0.93% | 1.12% | 3.41% | 2.80% | -4.45% | 7.61% | -0.92% | 6.40% | 29.53% |
| 2020 | 1.62% | -7.81% | -9.41% | 10.09% | 5.55% | 0.53% | 5.18% | 6.03% | -1.88% | -2.79% | 8.76% | 3.06% | 18.21% |
| 2019 | 5.62% | 4.50% | 3.47% | 4.64% | -4.67% | 5.95% | 2.43% | 1.68% | 1.02% | 1.89% | 2.46% | 2.95% | 36.47% |
| 2018 | 5.20% | -5.06% | -1.15% | -0.77% | 2.46% | 1.28% | 5.31% | 3.37% | 1.38% | -4.03% | 3.71% | -7.93% | 2.81% |
| 2017 | 1.97% | 4.37% | 0.64% | 2.15% | 1.88% | -0.51% | 1.91% | 0.98% | 1.38% | 2.86% | 4.04% | 2.24% | 26.57% |
| 2016 | -2.36% | -0.46% | 6.34% | -0.08% | 1.97% | 2.08% | 3.23% | -0.69% | -0.59% | -1.28% | 1.60% | 2.63% | 12.76% |
| 2015 | -3.83% | 5.44% | -2.69% | 0.18% | 0.61% | -2.48% | 3.43% | -5.58% | -0.56% | 8.62% | 0.46% | -0.64% | 2.12% |
| 2014 | 1.81% | -1.53% | 4.48% | 0.07% | 3.80% | 4.12% | 0.10% | 13.38% |
Expense Ratio
Dividend Portfolio has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividend Portfolio is 69, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
JNJ Johnson & Johnson | 0.35 | 0.64 | 1.08 | 0.33 | 0.80 |
PG The Procter & Gamble Company | 0.73 | 1.05 | 1.15 | 1.00 | 2.89 |
KO The Coca-Cola Company | 1.49 | 2.25 | 1.27 | 1.39 | 3.11 |
CMCSA Comcast Corporation | -0.48 | -0.49 | 0.93 | -0.30 | -1.14 |
AMT American Tower Corporation | 0.52 | 0.90 | 1.12 | 0.35 | 1.09 |
MSFT Microsoft Corporation | -0.09 | 0.02 | 1.00 | -0.12 | -0.23 |
NEE NextEra Energy, Inc. | 1.14 | 1.58 | 1.21 | 0.79 | 3.25 |
JPM JPMorgan Chase & Co. | 1.96 | 2.63 | 1.39 | 4.69 | 12.81 |
UNP Union Pacific Corporation | 0.00 | 0.16 | 1.02 | 0.01 | 0.01 |
SCHD Schwab US Dividend Equity ETF | 1.27 | 1.86 | 1.22 | 1.83 | 4.62 |
DGRO iShares Core Dividend Growth ETF | 1.69 | 2.41 | 1.30 | 2.66 | 8.05 |
VIG Vanguard Dividend Appreciation ETF | 1.53 | 2.17 | 1.27 | 2.98 | 8.36 |
COST Costco Wholesale Corporation | 2.09 | 2.70 | 1.37 | 4.05 | 9.37 |
LOW Lowe's Companies, Inc. | 0.34 | 0.63 | 1.08 | 0.42 | 0.82 |
V Visa Inc. | 1.71 | 2.28 | 1.32 | 2.33 | 5.88 |
Dividends
Dividend yield
Dividend Portfolio provided a 2.25% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.25% | 2.36% | 2.46% | 2.30% | 1.83% | 2.16% | 2.01% | 2.34% | 2.22% | 2.31% | 2.53% | 1.93% |
| Portfolio components: | ||||||||||||
JNJ Johnson & Johnson | 3.01% | 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 | 2.32% | 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 | 2.72% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
CMCSA Comcast Corporation | 3.46% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.70% | 1.18% | 1.96% | 1.73% | 1.16% |
AMT American Tower Corporation | 3.15% | 3.53% | 2.99% | 2.77% | 1.78% | 2.02% | 1.64% | 1.99% | 1.84% | 2.05% | 1.87% | 1.42% |
MSFT Microsoft Corporation | 0.80% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NEE NextEra Energy, Inc. | 3.01% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
JPM JPMorgan Chase & Co. | 1.81% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
UNP Union Pacific Corporation | 2.16% | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
DGRO iShares Core Dividend Growth ETF | 2.16% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
VIG Vanguard Dividend Appreciation ETF | 1.66% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
COST Costco Wholesale Corporation | 0.44% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
LOW Lowe's Companies, Inc. | 1.83% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
V Visa Inc. | 0.61% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dividend 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 Portfolio was 31.71%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Dividend Portfolio drawdown is 0.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.71% | Feb 18, 2020 | 25 | Mar 23, 2020 | 96 | Aug 7, 2020 | 121 |
| -22.56% | Dec 30, 2021 | 198 | Oct 12, 2022 | 295 | Dec 14, 2023 | 493 |
| -15% | Sep 24, 2018 | 64 | Dec 24, 2018 | 51 | Mar 11, 2019 | 115 |
| -11.15% | Mar 3, 2015 | 123 | Aug 25, 2015 | 42 | Oct 23, 2015 | 165 |
| -10.1% | Jan 29, 2018 | 39 | Mar 23, 2018 | 85 | Jul 25, 2018 | 124 |
Volatility
Volatility Chart
The current Dividend Portfolio volatility is 2.82%, 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.
Diversification
Asset Correlations Table
| NEE | AMT | JNJ | COST | CMCSA | PG | JPM | MSFT | LOW | KO | UNP | V | SCHD | DGRO | VIG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NEE | 1.00 | 0.48 | 0.34 | 0.29 | 0.26 | 0.43 | 0.15 | 0.27 | 0.28 | 0.45 | 0.26 | 0.27 | 0.38 | 0.41 | 0.43 |
| AMT | 0.48 | 1.00 | 0.37 | 0.30 | 0.30 | 0.39 | 0.20 | 0.34 | 0.31 | 0.42 | 0.29 | 0.35 | 0.41 | 0.43 | 0.46 |
| JNJ | 0.34 | 0.37 | 1.00 | 0.31 | 0.34 | 0.48 | 0.32 | 0.28 | 0.30 | 0.46 | 0.35 | 0.37 | 0.53 | 0.53 | 0.53 |
| COST | 0.29 | 0.30 | 0.31 | 1.00 | 0.34 | 0.40 | 0.28 | 0.47 | 0.43 | 0.37 | 0.33 | 0.40 | 0.48 | 0.53 | 0.59 |
| CMCSA | 0.26 | 0.30 | 0.34 | 0.34 | 1.00 | 0.30 | 0.45 | 0.38 | 0.40 | 0.36 | 0.40 | 0.42 | 0.57 | 0.60 | 0.58 |
| PG | 0.43 | 0.39 | 0.48 | 0.40 | 0.30 | 1.00 | 0.25 | 0.32 | 0.31 | 0.60 | 0.32 | 0.36 | 0.51 | 0.50 | 0.53 |
| JPM | 0.15 | 0.20 | 0.32 | 0.28 | 0.45 | 0.25 | 1.00 | 0.36 | 0.41 | 0.32 | 0.53 | 0.47 | 0.69 | 0.72 | 0.64 |
| MSFT | 0.27 | 0.34 | 0.28 | 0.47 | 0.38 | 0.32 | 0.36 | 1.00 | 0.40 | 0.31 | 0.37 | 0.57 | 0.52 | 0.60 | 0.65 |
| LOW | 0.28 | 0.31 | 0.30 | 0.43 | 0.40 | 0.31 | 0.41 | 0.40 | 1.00 | 0.31 | 0.45 | 0.43 | 0.59 | 0.62 | 0.64 |
| KO | 0.45 | 0.42 | 0.46 | 0.37 | 0.36 | 0.60 | 0.32 | 0.31 | 0.31 | 1.00 | 0.36 | 0.39 | 0.57 | 0.55 | 0.56 |
| UNP | 0.26 | 0.29 | 0.35 | 0.33 | 0.40 | 0.32 | 0.53 | 0.37 | 0.45 | 0.36 | 1.00 | 0.45 | 0.64 | 0.67 | 0.66 |
| V | 0.27 | 0.35 | 0.37 | 0.40 | 0.42 | 0.36 | 0.47 | 0.57 | 0.43 | 0.39 | 0.45 | 1.00 | 0.59 | 0.65 | 0.68 |
| SCHD | 0.38 | 0.41 | 0.53 | 0.48 | 0.57 | 0.51 | 0.69 | 0.52 | 0.59 | 0.57 | 0.64 | 0.59 | 1.00 | 0.94 | 0.90 |
| DGRO | 0.41 | 0.43 | 0.53 | 0.53 | 0.60 | 0.50 | 0.72 | 0.60 | 0.62 | 0.55 | 0.67 | 0.65 | 0.94 | 1.00 | 0.96 |
| VIG | 0.43 | 0.46 | 0.53 | 0.59 | 0.58 | 0.53 | 0.64 | 0.65 | 0.64 | 0.56 | 0.66 | 0.68 | 0.90 | 0.96 | 1.00 |