Dividend Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab U.S. Dividend Equity ETF	Dividend	15%
VIG Vanguard Dividend Appreciation ETF	Dividend	15%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	10%
JNJ Johnson & Johnson	Healthcare	5%
PG The Procter & Gamble Company	Consumer Defensive	5%
KO The Coca-Cola Company	Consumer Defensive	5%
CMCSA Comcast Corporation	Communication Services	5%
AMT American Tower Corporation	Real Estate	5%
MSFT Microsoft Corporation	Technology	5%
NEE NextEra Energy, Inc.	Utilities	5%
JPM JPMorgan Chase & Co.	Financial Services	5%
UNP Union Pacific Corporation	Industrials	5%
COST Costco Wholesale Corporation	Consumer Defensive	5%
LOW Lowe's Companies, Inc.	Consumer Cyclical	5%
V Visa Inc.	Financial Services	5%

Benchmark Against

Benchmark

S&P 500 Index

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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.

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Returns By Period

As of Jun 13, 2026, the Dividend Portfolio returned 8.35% Year-To-Date and 14.33% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Dividend Portfolio	0.82%	1.50%	8.35%	7.83%	13.90%	13.86%	9.21%	14.33%
Portfolio components:
AMT American Tower Corporation	-0.18%	10.83%	8.71%	6.65%	-9.49%	3.15%	-3.91%	8.47%
CMCSA Comcast Corporation	2.21%	-2.66%	-5.28%	3.97%	-17.53%	-8.98%	-10.72%	1.27%
COST Costco Wholesale Corporation	0.68%	-5.66%	14.24%	11.38%	-0.24%	25.12%	22.12%	22.27%
DGRO iShares Core Dividend Growth ETF	0.69%	2.86%	9.86%	9.27%	23.49%	16.74%	10.82%	13.52%
JNJ Johnson & Johnson	1.07%	4.96%	17.68%	15.11%	57.15%	17.82%	10.94%	10.46%
JPM JPMorgan Chase & Co.	2.31%	6.94%	0.50%	1.66%	23.40%	34.22%	17.82%	21.02%
KO The Coca-Cola Company	0.11%	2.70%	18.99%	17.96%	18.86%	14.33%	11.29%	9.55%
LOW Lowe's Companies, Inc.	-0.12%	-1.27%	-7.60%	-9.89%	3.61%	2.50%	4.93%	13.33%
MSFT Microsoft Corporation	0.10%	-4.36%	-18.85%	-17.98%	-17.07%	6.16%	9.56%	24.39%
NEE NextEra Energy, Inc.	1.36%	-9.47%	8.63%	6.81%	18.32%	8.11%	5.94%	13.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 12, 2014, Dividend Portfolio's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +10.3%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dividend Portfolio closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.30%	4.54%	-5.22%	4.58%	-0.77%	1.03%							8.35%
2025	3.02%	2.88%	-2.45%	-2.61%	3.39%	1.77%	-0.32%	3.16%	0.35%	-1.17%	2.21%	-0.42%	9.97%
2024	1.27%	2.70%	2.87%	-4.42%	4.42%	-0.05%	4.85%	3.55%	1.15%	-1.76%	4.48%	-5.75%	13.40%
2023	2.34%	-3.10%	1.78%	2.65%	-3.40%	5.82%	3.52%	-2.30%	-5.05%	-0.91%	7.16%	4.76%	13.14%
2022	-4.48%	-2.73%	3.11%	-5.50%	0.82%	-5.42%	5.19%	-3.12%	-8.84%	7.98%	7.91%	-3.84%	-10.13%
2021	-2.10%	1.75%	6.70%	3.45%	1.44%	0.36%	3.19%	2.33%	-4.58%	6.46%	-1.52%	7.04%	26.57%

Benchmark Metrics

Dividend Portfolio has an annualized alpha of 3.77%, beta of 0.81, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since June 12, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.24%) than losses (78.82%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.77% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 3.77%

Beta: 0.81

R²: 0.85

Upside Capture: 90.24%

Downside Capture: 78.82%

See how alpha, beta & R² have trended over time →

Expense Ratio

Dividend Portfolio has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DGRO

iShares Core Dividend Growth ETF

SCHD

Schwab U.S. Dividend Equity ETF

VIG

Vanguard Dividend Appreciation ETF

Return for Risk

Risk / Return Rank

Dividend Portfolio ranks 23 for risk / return — below 23% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Dividend Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.39	1.86	-0.47
Sortino ratioReturn per unit of downside risk	2.07	2.53	-0.46
Omega ratioGain probability vs. loss probability	1.24	1.34	-0.10
Calmar ratioReturn relative to maximum drawdown	1.85	2.53	-0.68
Martin ratioReturn relative to average drawdown	6.36	11.37	-5.01

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AMT American Tower Corporation	26	-0.42	-0.44	0.95	-0.38	-0.54
CMCSA Comcast Corporation	16	-0.62	-0.71	0.90	-0.67	-1.26
COST Costco Wholesale Corporation	36	-0.08	0.02	1.00	-0.10	-0.22
DGRO iShares Core Dividend Growth ETF	80	2.34	3.40	1.42	3.46	13.36
JNJ Johnson & Johnson	96	3.42	4.94	1.61	5.28	15.52
JPM JPMorgan Chase & Co.	69	1.01	1.43	1.18	1.42	3.36
KO The Coca-Cola Company	73	1.06	1.73	1.19	2.26	4.51
LOW Lowe's Companies, Inc.	40	0.03	0.24	1.03	0.03	0.06
MSFT Microsoft Corporation	17	-0.70	-0.84	0.89	-0.53	-1.08
NEE NextEra Energy, Inc.	67	0.84	1.29	1.17	1.37	3.78

Sharpe Ratio

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.

The current Dividend Portfolio Sharpe ratio is 1.39 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Dividend Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Dividend Portfolio provided a 2.57% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.57%	2.39%	2.36%	2.46%	2.30%	1.83%	2.16%	2.01%	2.34%	2.22%	2.31%	2.53%
Portfolio components:
AMT American Tower Corporation	3.73%	3.87%	3.53%	2.99%	2.77%	1.78%	2.02%	1.64%	1.99%	1.84%	2.05%	1.87%
CMCSA Comcast Corporation	11.84%	4.35%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
DGRO iShares Core Dividend Growth ETF	1.94%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
JNJ Johnson & Johnson	2.18%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
JPM JPMorgan Chase & Co.	1.84%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
KO The Coca-Cola Company	1.88%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
LOW Lowe's Companies, Inc.	2.17%	1.95%	1.82%	1.93%	1.86%	1.08%	1.40%	1.72%	1.93%	1.64%	1.77%	1.34%
MSFT Microsoft Corporation	0.91%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NEE NextEra Energy, Inc.	2.77%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%

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 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 31.81%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Dividend Portfolio drawdown is 0.63%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-31.81%Mar 2020	1mo 4d	4mo 22d	5mo 26dFeb 2020 - Aug 2020
Bear market2022	-21.08%Oct 2022	9mo 10d	1y 2mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-13.98%Dec 2018	3mo 1d	2mo	5mo 1dSep 2018 - Feb 2019
2025 selloff2025	-11.92%Apr 2025	4mo 7d	2mo 24d	7mo 1dDec 2024 - Jul 2025
2015 correction2015	-11.13%Aug 2015	5mo 25d	1mo 29d	7mo 24dMar 2015 - Oct 2015

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 15 assets, with an effective number of assets of 11.76, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.88	1.61	1.45	1.33	1.32

The portfolio has a diversification ratio of 1.32, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Dividend Portfolio correlation to the S&P 500 Index

Dividend Portfolio has a 0.49 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014	0.86

Benchmark Correlations

Correlation vs. S&P 500 Index. VIG has the highest benchmark correlation at 0.92, while NEE has the lowest at 0.33.

NEE

0.33

AMT

0.37

JNJ

0.38

0.39

0.51

0.52

0.57

0.57

0.64

0.66

0.72

0.80

0.90

0.92

Portfolio Correlations

Correlation vs. Dividend Portfolio. DGRO has the highest portfolio correlation at 0.94, while NEE has the lowest at 0.50.

0.50

0.53

0.56

0.58

0.60

0.62

0.64

0.66

0.67

0.68

SCHD

0.90

VIG

0.94

DGRO

0.94

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	NEE	AMT	JNJ	COST	PG	MSFT	CMCSA	KO	JPM	LOW	UNP	V	SCHD	DGRO	VIG
NEE	1.00	0.46	0.34	0.27	0.41	0.23	0.26	0.43	0.15	0.27	0.27	0.25	0.38	0.41	0.41
AMT	0.46	1.00	0.36	0.29	0.39	0.30	0.29	0.41	0.18	0.30	0.28	0.33	0.39	0.41	0.43
JNJ	0.34	0.36	1.00	0.30	0.48	0.23	0.32	0.46	0.28	0.30	0.34	0.35	0.51	0.51	0.50
COST	0.27	0.29	0.30	1.00	0.38	0.42	0.33	0.36	0.26	0.42	0.31	0.39	0.46	0.50	0.56
PG	0.41	0.39	0.48	0.38	1.00	0.26	0.31	0.60	0.23	0.32	0.32	0.34	0.50	0.49	0.50
MSFT	0.23	0.30	0.23	0.42	0.26	1.00	0.35	0.25	0.35	0.36	0.34	0.54	0.48	0.57	0.62
CMCSA	0.26	0.29	0.32	0.33	0.31	0.35	1.00	0.34	0.42	0.39	0.40	0.41	0.56	0.58	0.55
KO	0.43	0.41	0.46	0.36	0.60	0.25	0.34	1.00	0.28	0.31	0.35	0.37	0.54	0.52	0.51
JPM	0.15	0.18	0.28	0.26	0.23	0.35	0.42	0.28	1.00	0.40	0.52	0.47	0.66	0.71	0.63
LOW	0.27	0.30	0.30	0.42	0.32	0.36	0.39	0.31	0.40	1.00	0.45	0.41	0.59	0.62	0.63
UNP	0.27	0.28	0.34	0.31	0.32	0.34	0.40	0.35	0.52	0.45	1.00	0.44	0.63	0.66	0.64
V	0.25	0.33	0.35	0.39	0.34	0.54	0.41	0.37	0.47	0.41	0.44	1.00	0.57	0.64	0.67
SCHD	0.38	0.39	0.51	0.46	0.50	0.48	0.56	0.54	0.66	0.59	0.63	0.57	1.00	0.93	0.88
DGRO	0.41	0.41	0.51	0.50	0.49	0.57	0.58	0.52	0.71	0.62	0.66	0.64	0.93	1.00	0.96
VIG	0.41	0.43	0.50	0.56	0.50	0.62	0.55	0.51	0.63	0.63	0.64	0.67	0.88	0.96	1.00

The correlation results are calculated based on daily price changes starting from Jun 12, 2014

Diversification Analysis

Find what Dividend Portfolio is missing

See which holdings overlap, where Dividend Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification