ckharaky2

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

ckharaky2

Currency in USD · Last updated May 20, 2025

Asset Allocation

Position	Category/Sector	Target Weight
CGDV Capital Group Dividend Value ETF	Large Cap Value Equities, Dividend	10%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	10%
FDL First Trust Morningstar Dividend Leaders Index Fund	Large Cap Value Equities, Dividend	10%
HDV iShares Core High Dividend ETF	Large Cap Value Equities, Dividend	10%
LVHI Legg Mason International Low Volatility High Dividend ETF	Volatility Hedged Equity, Dividend	10%
MGV Vanguard Mega Cap Value ETF	Large Cap Value Equities	10%
PEY Invesco High Yield Equity Dividend Achievers™ ETF	All Cap Equities, Dividend	10%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	10%
VIG Vanguard Dividend Appreciation ETF	Large Cap Growth Equities, Dividend	10%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of CGDV

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.39%	12.89%	1.19%	12.45%	14.95%	10.86%
ckharaky2	3.42%	6.89%	0.65%	9.80%	N/A	N/A
Portfolio components:
CGDV Capital Group Dividend Value ETF	6.13%	11.37%	4.17%	14.18%	N/A	N/A
LVHI Legg Mason International Low Volatility High Dividend ETF	8.82%	7.09%	9.14%	13.10%	16.00%	N/A
MGV Vanguard Mega Cap Value ETF	3.27%	6.60%	-0.31%	9.10%	15.04%	10.38%
FDL First Trust Morningstar Dividend Leaders Index Fund	5.64%	5.29%	2.26%	13.63%	16.49%	10.24%
SCHD Schwab US Dividend Equity ETF	-1.83%	4.56%	-5.98%	3.40%	13.20%	10.65%
PEY Invesco High Yield Equity Dividend Achievers™ ETF	-1.05%	6.72%	-4.91%	4.91%	13.42%	8.82%
HDV iShares Core High Dividend ETF	4.79%	3.08%	0.07%	8.41%	11.45%	8.12%
DGRO iShares Core Dividend Growth ETF	2.86%	7.83%	0.39%	9.67%	14.16%	11.41%
VYM Vanguard High Dividend Yield ETF	2.73%	7.75%	0.54%	10.36%	14.44%	9.76%
VIG Vanguard Dividend Appreciation ETF	2.36%	8.51%	0.94%	10.40%	13.95%	11.48%

*Annualized

Monthly Returns

The table below presents the monthly returns of ckharaky2, 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	3.16%	2.26%	-1.71%	-3.99%	3.89%								3.42%
2024	0.42%	2.21%	4.72%	-3.19%	2.93%	-0.18%	5.66%	2.50%	1.23%	-0.74%	4.49%	-5.13%	15.35%
2023	3.03%	-2.91%	0.27%	1.49%	-4.31%	5.14%	3.90%	-1.57%	-3.49%	-2.73%	6.52%	5.25%	10.25%
2022		2.34%	3.12%	-3.89%	3.25%	-7.30%	4.37%	-2.76%	-8.06%	10.84%	6.16%	-3.07%	3.32%

Expense Ratio

ckharaky2 has an expense ratio of 0.21%, 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.

PEY

Invesco High Yield Equity Dividend Achievers™ ETF

FDL

First Trust Morningstar Dividend Leaders Index Fund

LVHI

Legg Mason International Low Volatility High Dividend ETF

CGDV

Capital Group Dividend Value ETF

HDV

iShares Core High Dividend ETF

DGRO

iShares Core Dividend Growth ETF

MGV

Vanguard Mega Cap Value ETF

SCHD

Schwab US Dividend Equity ETF

VYM

Vanguard High Dividend Yield ETF

VIG

Vanguard Dividend Appreciation ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ckharaky2 is 41, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CGDV Capital Group Dividend Value ETF	0.84	1.24	1.18	0.95	3.99
LVHI Legg Mason International Low Volatility High Dividend ETF	0.96	1.37	1.21	1.14	5.69
MGV Vanguard Mega Cap Value ETF	0.59	0.94	1.13	0.71	2.63
FDL First Trust Morningstar Dividend Leaders Index Fund	0.90	1.31	1.18	1.14	3.84
SCHD Schwab US Dividend Equity ETF	0.21	0.40	1.05	0.21	0.64
PEY Invesco High Yield Equity Dividend Achievers™ ETF	0.28	0.53	1.07	0.29	0.87
HDV iShares Core High Dividend ETF	0.62	0.93	1.13	0.82	2.56
DGRO iShares Core Dividend Growth ETF	0.64	1.02	1.14	0.71	2.79
VYM Vanguard High Dividend Yield ETF	0.65	1.03	1.14	0.73	2.84
VIG Vanguard Dividend Appreciation ETF	0.65	1.05	1.15	0.71	2.92

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.

ckharaky2 Sharpe ratios as of May 20, 2025 (values are recalculated daily):

1-Year: 0.67
All Time: 0.70

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 0.57 to 1.06, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of ckharaky2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

ckharaky2 provided a 3.21% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.21%	3.23%	3.62%	3.36%	2.72%	2.95%	3.01%	3.63%	2.33%	2.32%	2.46%	2.04%
Portfolio components:
CGDV Capital Group Dividend Value ETF	1.53%	1.60%	1.66%	1.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LVHI Legg Mason International Low Volatility High Dividend ETF	4.84%	4.95%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	1.97%	1.16%	0.00%	0.00%
MGV Vanguard Mega Cap Value ETF	2.23%	2.31%	2.48%	2.45%	2.17%	2.47%	2.69%	2.65%	2.34%	2.53%	2.59%	2.26%
FDL First Trust Morningstar Dividend Leaders Index Fund	4.79%	4.96%	4.58%	3.57%	4.59%	4.48%	3.75%	3.97%	3.18%	2.94%	3.65%	3.35%
SCHD Schwab US Dividend Equity ETF	3.91%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
PEY Invesco High Yield Equity Dividend Achievers™ ETF	4.49%	4.44%	4.58%	4.22%	3.83%	4.30%	3.78%	4.33%	3.21%	3.12%	3.44%	3.24%
HDV iShares Core High Dividend ETF	3.49%	3.66%	3.82%	3.56%	3.47%	4.07%	3.27%	3.67%	3.27%	3.28%	3.92%	3.20%
DGRO iShares Core Dividend Growth ETF	2.21%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%	0.97%
VYM Vanguard High Dividend Yield ETF	2.83%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%
VIG Vanguard Dividend Appreciation ETF	1.78%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%	1.95%

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 ckharaky2. 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 ckharaky2 was 15.79%, occurring on Sep 30, 2022. Recovery took 199 trading sessions.

The current ckharaky2 drawdown is 1.96%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-15.79%	Apr 21, 2022	113	Sep 30, 2022	199	Jul 19, 2023	312
-12.78%	Mar 3, 2025	27	Apr 8, 2025	—	—	—
-9.26%	Aug 1, 2023	63	Oct 27, 2023	30	Dec 11, 2023	93
-6.38%	Dec 2, 2024	14	Dec 19, 2024	46	Feb 28, 2025	60
-4.69%	Apr 1, 2024	13	Apr 17, 2024	19	May 14, 2024	32

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 10 assets, with an effective number of assets of 10.00, 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.

	^GSPC	LVHI	PEY	HDV	FDL	CGDV	VIG	SCHD	MGV	DGRO	VYM	Portfolio
^GSPC	1.00	0.62	0.62	0.61	0.64	0.92	0.91	0.76	0.82	0.87	0.81	0.81
LVHI	0.62	1.00	0.66	0.63	0.67	0.68	0.67	0.70	0.71	0.70	0.72	0.76
PEY	0.62	0.66	1.00	0.81	0.89	0.73	0.76	0.88	0.84	0.83	0.87	0.90
HDV	0.61	0.63	0.81	1.00	0.94	0.74	0.77	0.89	0.88	0.85	0.88	0.90
FDL	0.64	0.67	0.89	0.94	1.00	0.77	0.77	0.92	0.89	0.86	0.90	0.93
CGDV	0.92	0.68	0.73	0.74	0.77	1.00	0.93	0.85	0.91	0.92	0.90	0.91
VIG	0.91	0.67	0.76	0.77	0.77	0.93	1.00	0.89	0.94	0.98	0.93	0.93
SCHD	0.76	0.70	0.88	0.89	0.92	0.85	0.89	1.00	0.94	0.94	0.95	0.97
MGV	0.82	0.71	0.84	0.88	0.89	0.91	0.94	0.94	1.00	0.98	0.98	0.98
DGRO	0.87	0.70	0.83	0.85	0.86	0.92	0.98	0.94	0.98	1.00	0.97	0.97
VYM	0.81	0.72	0.87	0.88	0.90	0.90	0.93	0.95	0.98	0.97	1.00	0.98
Portfolio	0.81	0.76	0.90	0.90	0.93	0.91	0.93	0.97	0.98	0.97	0.98	1.00

The correlation results are calculated based on daily price changes starting from Feb 25, 2022

Performance Analysis

Risk Analysis

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ckharaky2

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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