Dividend 4.0

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	6.29%
ABR Arbor Realty Trust, Inc.	Real Estate	6.29%
AVGO Broadcom Inc.	Technology	6.29%
CTAS Cintas Corporation	Industrials	6.29%
KO The Coca-Cola Company	Consumer Defensive	6.29%
MA Mastercard Inc	Financial Services	6.29%
MAIN Main Street Capital Corporation	Financial Services	6.29%
MO Altria Group, Inc.	Consumer Defensive	6.29%
MSFT Microsoft Corporation	Technology	6.29%
NVDA NVIDIA Corporation	Technology	6.29%
O Realty Income Corporation	Real Estate	6.29%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	12%
UNH UnitedHealth Group Incorporated	Healthcare	6.29%
WMT Walmart Inc.	Consumer Defensive	6.29%
XOM Exxon Mobil Corporation	Energy	6.29%

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 4.0, 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 Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 4, 2026, the Dividend 4.0 returned 1.61% Year-To-Date and 21.61% 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 4.0	0.42%	-4.07%	1.61%	-1.76%	16.33%	22.19%	19.38%	21.61%
Portfolio components:
O Realty Income Corporation	0.53%	-5.32%	11.80%	5.82%	15.19%	5.34%	4.90%	5.14%
MSFT Microsoft Corporation	1.11%	-7.83%	-22.60%	-27.51%	0.86%	10.00%	9.94%	22.58%
ABBV AbbVie Inc.	-2.86%	-11.58%	-7.86%	-9.35%	7.05%	13.21%	18.43%	18.22%
NVDA NVIDIA Corporation	0.93%	-3.08%	-4.88%	-5.44%	74.29%	85.17%	66.71%	70.07%
AVGO Broadcom Inc.	0.34%	-0.73%	-8.93%	-6.67%	105.89%	72.07%	48.84%	38.50%
CTAS Cintas Corporation	1.34%	-12.88%	-7.09%	-13.55%	-14.16%	15.81%	15.96%	24.15%
MAIN Main Street Capital Corporation	1.39%	-9.74%	-11.22%	-13.31%	1.14%	19.10%	14.06%	13.84%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.29%	12.35%	13.59%	18.75%	11.70%	8.35%	12.30%
MO Altria Group, Inc.	0.43%	-1.85%	15.96%	3.58%	21.59%	22.72%	13.73%	7.41%
WMT Walmart Inc.	0.84%	-1.38%	13.14%	23.74%	45.43%	37.98%	24.34%	20.62%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, Dividend 4.0's average daily return is +0.08%, while the average monthly return is +1.73%. At this rate, your investment would double in approximately 3.4 years.

Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +15.2%, while the worst month was Mar 2020 at -17.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dividend 4.0 closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -14.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.44%	2.77%	-3.41%	-0.08%									1.61%
2025	1.88%	1.55%	-1.76%	-1.61%	3.42%	4.17%	1.71%	4.11%	2.39%	-2.86%	1.02%	-0.84%	13.66%
2024	2.70%	4.89%	5.28%	-2.60%	4.36%	4.29%	3.73%	4.27%	2.21%	-0.33%	3.55%	-2.76%	33.37%
2023	4.21%	0.83%	2.39%	1.79%	1.97%	5.43%	4.24%	-0.83%	-3.26%	-2.58%	6.39%	5.40%	28.61%
2022	-1.62%	-0.40%	4.78%	-3.98%	-0.48%	-7.59%	9.72%	-5.20%	-10.09%	11.30%	7.74%	-3.41%	-1.79%
2021	-2.18%	6.38%	4.98%	4.60%	1.97%	2.69%	1.83%	2.05%	-4.22%	8.97%	-0.62%	6.93%	37.93%

Benchmark Metrics

Dividend 4.0 has an annualized alpha of 10.02%, beta of 0.90, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 119.42% of S&P 500 Index gains but only 73.66% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 10.02% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.90 and R² of 0.87, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 10.02%

Beta: 0.90

R²: 0.87

Upside Capture: 119.42%

Downside Capture: 73.66%

Expense Ratio

Dividend 4.0 has an expense ratio of 0.01%, 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.

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

Dividend 4.0 ranks 25 for risk / return — below 25% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.95	0.88	+0.07
Sortino ratio Return per unit of downside risk	1.45	1.37	+0.09
Omega ratio Gain probability vs. loss probability	1.21	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.40	1.39	+0.02
Martin ratio Return relative to average drawdown	5.38	6.43	-1.06
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
O Realty Income Corporation	65	0.90	1.29	1.16	1.35	4.03
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
ABBV AbbVie Inc.	44	0.19	0.44	1.06	0.28	0.62
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
CTAS Cintas Corporation	14	-0.74	-0.92	0.88	-0.58	-1.24
MAIN Main Street Capital Corporation	34	-0.06	0.09	1.01	-0.10	-0.23
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
MO Altria Group, Inc.	68	1.12	1.53	1.22	1.20	3.11
WMT Walmart Inc.	87	1.72	2.65	1.33	3.92	10.75

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 4.0 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 0.95
5-Year: 1.35
10-Year: 1.25
All Time: 1.33

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 0.99 to 1.69, 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 4.0 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 4.0 provided a 3.64% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.64%	3.79%	3.46%	3.67%	3.57%	3.09%	3.69%	3.32%	3.67%	2.98%	3.13%	3.30%
Portfolio components:
O Realty Income Corporation	5.20%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
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%
ABBV AbbVie Inc.	3.18%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
CTAS Cintas Corporation	1.00%	0.89%	0.80%	0.83%	0.93%	0.77%	0.99%	0.95%	1.22%	1.04%	1.15%	1.15%
MAIN Main Street Capital Corporation	8.09%	7.00%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.49%	7.42%	9.15%
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%
MO Altria Group, Inc.	6.39%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
WMT Walmart Inc.	0.76%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

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 4.0. 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 4.0 was 38.53%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current Dividend 4.0 drawdown is 4.39%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.53%	Feb 20, 2020	23	Mar 23, 2020	96	Aug 7, 2020	119
-18.24%	Mar 30, 2022	128	Sep 30, 2022	84	Feb 1, 2023	212
-15.79%	Sep 24, 2018	64	Dec 24, 2018	53	Mar 13, 2019	117
-12.73%	Feb 20, 2025	34	Apr 8, 2025	44	Jun 11, 2025	78
-10.44%	Aug 18, 2015	6	Aug 25, 2015	41	Oct 22, 2015	47

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 14.34, 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	WMT	ABR	O	MO	XOM	ABBV	UNH	NVDA	MAIN	KO	AVGO	MSFT	MA	CTAS	SCHD	Portfolio
Benchmark	1.00	0.38	0.41	0.34	0.33	0.44	0.42	0.44	0.61	0.51	0.42	0.64	0.71	0.68	0.66	0.81	0.89
WMT	0.38	1.00	0.14	0.23	0.29	0.19	0.23	0.26	0.18	0.17	0.37	0.18	0.28	0.29	0.31	0.42	0.44
ABR	0.41	0.14	1.00	0.33	0.22	0.27	0.17	0.18	0.18	0.38	0.22	0.24	0.22	0.29	0.31	0.44	0.50
O	0.34	0.23	0.33	1.00	0.34	0.19	0.24	0.22	0.09	0.29	0.42	0.13	0.21	0.28	0.34	0.42	0.45
MO	0.33	0.29	0.22	0.34	1.00	0.30	0.28	0.25	0.06	0.22	0.48	0.13	0.17	0.25	0.29	0.50	0.45
XOM	0.44	0.19	0.27	0.19	0.30	1.00	0.26	0.24	0.17	0.30	0.27	0.22	0.20	0.31	0.29	0.59	0.48
ABBV	0.42	0.23	0.17	0.24	0.28	0.26	1.00	0.33	0.18	0.23	0.32	0.22	0.26	0.34	0.31	0.48	0.50
UNH	0.44	0.26	0.18	0.22	0.25	0.24	0.33	1.00	0.20	0.25	0.30	0.23	0.29	0.35	0.37	0.45	0.50
NVDA	0.61	0.18	0.18	0.09	0.06	0.17	0.18	0.20	1.00	0.29	0.10	0.59	0.55	0.41	0.37	0.38	0.60
MAIN	0.51	0.17	0.38	0.29	0.22	0.30	0.23	0.25	0.29	1.00	0.25	0.30	0.32	0.36	0.38	0.49	0.55
KO	0.42	0.37	0.22	0.42	0.48	0.27	0.32	0.30	0.10	0.25	1.00	0.17	0.27	0.37	0.40	0.56	0.51
AVGO	0.64	0.18	0.24	0.13	0.13	0.22	0.22	0.23	0.59	0.30	0.17	1.00	0.51	0.42	0.42	0.45	0.63
MSFT	0.71	0.28	0.22	0.21	0.17	0.20	0.26	0.29	0.55	0.32	0.27	0.51	1.00	0.53	0.48	0.49	0.65
MA	0.68	0.29	0.29	0.28	0.25	0.31	0.34	0.35	0.41	0.36	0.37	0.42	0.53	1.00	0.55	0.59	0.67
CTAS	0.66	0.31	0.31	0.34	0.29	0.29	0.31	0.37	0.37	0.38	0.40	0.42	0.48	0.55	1.00	0.61	0.69
SCHD	0.81	0.42	0.44	0.42	0.50	0.59	0.48	0.45	0.38	0.49	0.56	0.45	0.49	0.59	0.61	1.00	0.84
Portfolio	0.89	0.44	0.50	0.45	0.45	0.48	0.50	0.50	0.60	0.55	0.51	0.63	0.65	0.67	0.69	0.84	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

Dividend 4.0

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