#2 Grok 2: Growth ETFs (older funds version)

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab U.S. Dividend Equity ETF	Dividend	25%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	25%
FDVV Fidelity High Dividend ETF	Large Cap Blend Equities, Dividend	25%
CGDV Capital Group Dividend Value ETF	Large Cap Value Equities, Dividend	25%

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 #2 Grok 2: Growth ETFs (older funds version), 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 year.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio #2 Grok 2: Growth ETFs (older funds version)	-0.10%	1.98%	11.23%	11.82%	24.80%	18.94%	—	—
Portfolio components:
CGDV Capital Group Dividend Value ETF	0.13%	1.46%	10.15%	10.88%	27.58%	24.27%	—	—
DGRO iShares Core Dividend Growth ETF	-0.29%	2.67%	8.47%	9.27%	21.90%	16.63%	10.64%	13.26%
FDVV Fidelity High Dividend ETF	-0.21%	1.68%	7.59%	7.85%	22.32%	19.56%	13.25%	—
SCHD Schwab U.S. Dividend Equity ETF	-0.03%	2.12%	18.71%	19.28%	26.37%	14.73%	8.49%	12.65%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 24, 2022, #2 Grok 2: Growth ETFs (older funds version)'s average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Oct 2022 with a return of +10.7%, while the worst month was Sep 2022 at -9.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, #2 Grok 2: Growth ETFs (older funds version) closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -5.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.39%	3.18%	-4.76%	6.31%	2.92%	-0.90%							11.23%
2025	2.67%	1.50%	-2.59%	-3.91%	3.90%	4.29%	1.74%	3.48%	1.12%	0.07%	2.59%	0.10%	15.64%
2024	0.70%	2.85%	4.41%	-3.26%	3.64%	0.52%	5.27%	2.60%	1.62%	-0.75%	4.24%	-5.00%	17.55%
2023	3.95%	-2.69%	0.80%	1.48%	-2.78%	6.02%	4.10%	-1.99%	-4.10%	-2.57%	7.26%	5.88%	15.46%
2022		2.82%	3.42%	-5.88%	2.91%	-8.39%	5.43%	-2.99%	-8.97%	10.68%	7.09%	-3.48%	0.50%

Benchmark Metrics

#2 Grok 2: Growth ETFs (older funds version) has an annualized alpha of 3.05%, beta of 0.76, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since February 24, 2022.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.09%) than losses (83.36%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.05% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 3.05%

Beta: 0.76

R²: 0.85

Upside Capture: 86.09%

Downside Capture: 83.36%

Expense Ratio

#2 Grok 2: Growth ETFs (older funds version) has an expense ratio of 0.19%, 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.

CGDV

Capital Group Dividend Value ETF

FDVV

Fidelity High Dividend ETF

DGRO

iShares Core Dividend Growth ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

#2 Grok 2: Growth ETFs (older funds version) ranks 79 for risk / return — better than 79% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 #2 Grok 2: Growth ETFs (older funds version) and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.65	1.94	+0.72
Sortino ratioReturn per unit of downside risk	3.77	2.63	+1.15
Omega ratioGain probability vs. loss probability	1.49	1.35	+0.14
Calmar ratioReturn relative to maximum drawdown	3.66	2.59	+1.07
Martin ratioReturn relative to average drawdown	14.84	11.84	+2.99
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CGDV Capital Group Dividend Value ETF	76	2.34	3.20	1.44	2.84	13.37
DGRO iShares Core Dividend Growth ETF	78	2.32	3.37	1.42	3.40	13.12
FDVV Fidelity High Dividend ETF	69	2.23	3.12	1.41	2.41	10.00
SCHD Schwab U.S. Dividend Equity ETF	85	2.43	3.75	1.43	5.74	14.06

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.

#2 Grok 2: Growth ETFs (older funds version) Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.65
All Time: 0.98

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 1.59 to 2.46, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of #2 Grok 2: Growth ETFs (older funds version) 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

#2 Grok 2: Growth ETFs (older funds version) provided a 2.29% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.29%	2.52%	2.61%	2.84%	2.63%	1.85%	2.16%	2.28%	2.39%	2.08%	1.55%	1.37%
Portfolio components:
CGDV Capital Group Dividend Value ETF	1.19%	1.29%	1.60%	1.65%	1.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DGRO iShares Core Dividend Growth ETF	1.96%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
FDVV Fidelity High Dividend ETF	2.74%	2.89%	2.94%	3.77%	3.44%	2.70%	3.19%	3.93%	4.05%	3.66%	1.04%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.27%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the #2 Grok 2: Growth ETFs (older funds version). 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 #2 Grok 2: Growth ETFs (older funds version) was 18.74%, occurring on Sep 30, 2022. Recovery took 194 trading sessions.

The current #2 Grok 2: Growth ETFs (older funds version) drawdown is 1.36%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-18.74%Sep 2022	6mo 4d	9mo 15d	1y 3moMar 2022 - Jul 2023
2025 selloff2025	-14.70%Apr 2025	4mo 7d	2mo 23d	7moDec 2024 - Jun 2025
2023 pullback2023	-9.99%Oct 2023	2mo 27d	1mo 16d	4mo 13dAug 2023 - Dec 2023
2026 pullback2026	-6.81%Mar 2026	1mo 16d	1mo 1d	2mo 17dFeb 2026 - Apr 2026
2024 pullback2024	-4.68%Aug 2024	4d	11d	15dAug 2024 - Aug 2024

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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.12	1.05	1.03

The portfolio has a diversification ratio of 1.03, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

#2 Grok 2: Growth ETFs (older funds version) correlation to the S&P 500 Index

#2 Grok 2: Growth ETFs (older funds version) has a 0.76 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.87

Benchmark Correlations

Correlation vs. S&P 500 Index. CGDV has the highest benchmark correlation at 0.92, while SCHD has the lowest at 0.69.

0.69

0.84

0.89

0.92

Portfolio Correlations

Correlation vs. #2 Grok 2: Growth ETFs (older funds version). DGRO has the highest portfolio correlation at 0.98, while SCHD has the lowest at 0.92.

0.92

0.94

0.96

0.98

Asset Correlations Table

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

	SCHD	CGDV	FDVV	DGRO
SCHD	1.00	0.77	0.83	0.92
CGDV	0.77	1.00	0.91	0.89
FDVV	0.83	0.91	1.00	0.92
DGRO	0.92	0.89	0.92	1.00

The correlation results are calculated based on daily price changes starting from Feb 24, 2022

Diversification Analysis

Find what #2 Grok 2: Growth ETFs (older funds version) is missing

See which holdings overlap, where #2 Grok 2: Growth ETFs (older funds version) is concentrated, and which low-correlation assets could fill the gaps.

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