Dividend Portfolio

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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.

Loading graphics...

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO

Returns By Period

As of Apr 3, 2026, the Dividend Portfolio returned 3.36% Year-To-Date and 14.01% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio Dividend Portfolio	0.22%	-4.42%	3.36%	3.51%	12.40%	12.91%	9.18%	14.01%
Portfolio components:
JNJ Johnson & Johnson	-0.44%	-0.92%	18.06%	30.35%	56.31%	19.22%	11.44%	11.41%
PG The Procter & Gamble Company	-0.67%	-9.59%	0.58%	-4.68%	-14.70%	1.10%	3.87%	8.50%
KO The Coca-Cola Company	0.84%	-1.09%	10.50%	16.71%	7.88%	10.37%	11.14%	8.39%
CMCSA Comcast Corporation	-0.43%	-11.95%	7.98%	4.45%	-7.85%	-2.49%	-7.57%	2.81%
AMT American Tower Corporation	1.58%	-8.95%	-1.05%	-7.78%	-21.19%	-1.49%	-3.47%	7.80%
MSFT Microsoft Corporation	1.11%	-7.83%	-22.60%	-27.51%	0.86%	10.00%	9.94%	22.58%
NEE NextEra Energy, Inc.	0.32%	0.59%	16.82%	17.94%	32.96%	9.87%	6.95%	15.01%
JPM JPMorgan Chase & Co.	-0.26%	-1.60%	-8.16%	-4.08%	31.46%	34.44%	16.83%	20.51%
UNP Union Pacific Corporation	0.65%	-8.25%	6.34%	4.49%	11.84%	9.52%	4.46%	14.58%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.29%	12.35%	13.59%	18.75%	11.70%	8.35%	12.30%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 13, 2014, Dividend Portfolio's average daily return is +0.06%, while the average monthly return is +1.12%. At this rate, your investment would double in approximately 5.2 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%	0.02%									3.36%
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 4.23%, beta of 0.81, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.90%) than losses (80.10%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.23% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 4.23%

Beta: 0.81

R²: 0.86

Upside Capture: 93.90%

Downside Capture: 80.10%

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 17 for risk / return — in the bottom 17% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.77	0.88	-0.11
Sortino ratio Return per unit of downside risk	1.18	1.37	-0.18
Omega ratio Gain probability vs. loss probability	1.16	1.21	-0.04
Calmar ratio Return relative to maximum drawdown	1.09	1.39	-0.30
Martin ratio Return relative to average drawdown	4.56	6.43	-1.87
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
JNJ Johnson & Johnson	97	3.51	4.77	1.64	7.48	25.03
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
KO The Coca-Cola Company	58	0.64	1.06	1.12	1.00	2.03
CMCSA Comcast Corporation	24	-0.38	-0.38	0.96	-0.36	-0.77
AMT American Tower Corporation	14	-0.70	-0.85	0.90	-0.68	-1.10
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
NEE NextEra Energy, Inc.	79	1.41	1.88	1.26	3.17	7.01
JPM JPMorgan Chase & Co.	67	0.89	1.28	1.18	1.51	4.05
UNP Union Pacific Corporation	46	0.22	0.48	1.06	0.44	0.95
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69

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.

Dividend Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 0.77
5-Year: 0.68
10-Year: 0.89
All Time: 0.87

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, 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.

Loading graphics...

Dividends

Dividend yield

Dividend Portfolio provided a 2.62% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.62%	2.39%	2.36%	2.46%	2.30%	1.83%	2.16%	2.01%	2.34%	2.22%	2.31%	2.53%
Portfolio components:
JNJ Johnson & Johnson	2.14%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
PG The Procter & Gamble Company	2.95%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
KO The Coca-Cola Company	2.69%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
CMCSA Comcast Corporation	10.39%	4.35%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%
AMT American Tower Corporation	3.91%	3.87%	3.53%	2.99%	2.77%	1.78%	2.02%	1.64%	1.99%	1.84%	2.05%	1.87%
MSFT Microsoft Corporation	0.93%	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.	2.49%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
JPM JPMorgan Chase & Co.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
UNP Union Pacific Corporation	2.24%	2.35%	2.32%	2.12%	2.45%	1.70%	1.86%	2.05%	2.21%	1.85%	2.17%	2.81%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

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.

Loading graphics...

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 5.20%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.81%	Feb 18, 2020	25	Mar 23, 2020	99	Aug 12, 2020	124
-21.08%	Jan 5, 2022	194	Oct 12, 2022	295	Dec 14, 2023	489
-13.98%	Sep 24, 2018	64	Dec 24, 2018	40	Feb 22, 2019	104
-11.92%	Dec 2, 2024	87	Apr 8, 2025	57	Jul 1, 2025	144
-11.13%	Mar 3, 2015	123	Aug 25, 2015	42	Oct 23, 2015	165

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

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. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	NEE	AMT	JNJ	COST	PG	CMCSA	KO	MSFT	JPM	LOW	UNP	V	SCHD	DGRO	VIG	Portfolio
Benchmark	1.00	0.34	0.37	0.39	0.53	0.37	0.53	0.40	0.73	0.64	0.58	0.58	0.67	0.80	0.90	0.92	0.86
NEE	0.34	1.00	0.47	0.34	0.27	0.41	0.25	0.43	0.25	0.15	0.27	0.27	0.25	0.38	0.41	0.42	0.50
AMT	0.37	0.47	1.00	0.36	0.29	0.39	0.29	0.41	0.30	0.18	0.30	0.28	0.33	0.39	0.41	0.43	0.53
JNJ	0.39	0.34	0.36	1.00	0.30	0.47	0.32	0.45	0.25	0.29	0.30	0.34	0.35	0.51	0.51	0.50	0.56
COST	0.53	0.27	0.29	0.30	1.00	0.39	0.33	0.36	0.44	0.27	0.42	0.31	0.39	0.46	0.51	0.57	0.58
PG	0.37	0.41	0.39	0.47	0.39	1.00	0.31	0.60	0.27	0.23	0.32	0.32	0.35	0.50	0.49	0.50	0.58
CMCSA	0.53	0.25	0.29	0.32	0.33	0.31	1.00	0.34	0.35	0.42	0.40	0.40	0.41	0.56	0.58	0.55	0.62
KO	0.40	0.43	0.41	0.45	0.36	0.60	0.34	1.00	0.27	0.28	0.30	0.35	0.37	0.55	0.52	0.52	0.60
MSFT	0.73	0.25	0.30	0.25	0.44	0.27	0.35	0.27	1.00	0.36	0.37	0.35	0.54	0.49	0.58	0.63	0.61
JPM	0.64	0.15	0.18	0.29	0.27	0.23	0.42	0.28	0.36	1.00	0.40	0.52	0.47	0.66	0.71	0.64	0.64
LOW	0.58	0.27	0.30	0.30	0.42	0.32	0.40	0.30	0.37	0.40	1.00	0.45	0.42	0.59	0.62	0.64	0.66
UNP	0.58	0.27	0.28	0.34	0.31	0.32	0.40	0.35	0.35	0.52	0.45	1.00	0.45	0.64	0.66	0.64	0.67
V	0.67	0.25	0.33	0.35	0.39	0.35	0.41	0.37	0.54	0.47	0.42	0.45	1.00	0.57	0.65	0.68	0.69
SCHD	0.80	0.38	0.39	0.51	0.46	0.50	0.56	0.55	0.49	0.66	0.59	0.64	0.57	1.00	0.93	0.88	0.90
DGRO	0.90	0.41	0.41	0.51	0.51	0.49	0.58	0.52	0.58	0.71	0.62	0.66	0.65	0.93	1.00	0.96	0.95
VIG	0.92	0.42	0.43	0.50	0.57	0.50	0.55	0.52	0.63	0.64	0.64	0.64	0.68	0.88	0.96	1.00	0.95
Portfolio	0.86	0.50	0.53	0.56	0.58	0.58	0.62	0.60	0.61	0.64	0.66	0.67	0.69	0.90	0.95	0.95	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2014

Dividend Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table