Dividend Growth REIT
SCHD/VYM/VIG/O/VICI/IIPR/MAA/PSA
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend Growth REIT, 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 Quarterly
The earliest data available for this chart is Oct 18, 2017, corresponding to the inception date of VICI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Dividend Growth REIT | 17.08% | -1.06% | 9.94% | 27.29% | 11.93% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 16.94% | 1.09% | 10.43% | 26.08% | 12.63% | 11.59% |
VYM Vanguard High Dividend Yield ETF | 19.94% | 0.60% | 9.85% | 28.62% | 10.93% | 10.00% |
VIG Vanguard Dividend Appreciation ETF | 19.08% | 0.05% | 10.03% | 25.89% | 12.60% | 11.82% |
O Realty Income Corporation | 2.30% | -11.11% | 4.41% | 12.98% | -1.07% | 7.08% |
VICI VICI Properties Inc. | 2.41% | -4.63% | 6.28% | 14.46% | 10.57% | N/A |
MAA Mid-America Apartment Communities, Inc. | 22.12% | 3.09% | 17.32% | 33.32% | 6.26% | 12.13% |
IIPR Innovative Industrial Properties, Inc. | 7.81% | -22.66% | -6.08% | 37.07% | 9.92% | N/A |
PSA Public Storage | 12.06% | -3.83% | 17.86% | 32.60% | 14.02% | 10.13% |
Monthly Returns
The table below presents the monthly returns of Dividend Growth REIT, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.65% | 2.11% | 4.29% | -3.94% | 2.69% | 0.97% | 5.37% | 4.09% | 1.69% | -1.64% | 17.08% | ||
| 2023 | 2.63% | -3.15% | -0.64% | 0.42% | -4.24% | 5.56% | 3.13% | -1.68% | -4.81% | -3.43% | 7.29% | 7.09% | 7.36% |
| 2022 | -4.12% | -2.16% | 3.54% | -4.98% | 1.15% | -6.85% | 5.11% | -3.30% | -7.96% | 10.70% | 6.20% | -4.04% | -8.22% |
| 2021 | -1.11% | 4.30% | 6.48% | 4.18% | 2.07% | 0.11% | 2.63% | 2.39% | -4.49% | 6.25% | -1.98% | 7.39% | 31.22% |
| 2020 | 0.60% | -8.13% | -13.62% | 9.68% | 3.93% | 0.25% | 5.03% | 5.09% | -1.17% | -1.20% | 11.56% | 3.70% | 13.77% |
| 2019 | 7.79% | 4.70% | 1.99% | 2.86% | -4.73% | 7.49% | 0.65% | -0.22% | 2.70% | 0.37% | 1.79% | 2.02% | 30.34% |
| 2018 | 2.73% | -5.53% | -0.96% | 0.54% | 2.65% | 1.07% | 3.07% | 3.46% | 1.02% | -4.80% | 4.40% | -8.03% | -1.27% |
| 2017 | 0.06% | 3.34% | 4.26% | 7.80% |
Expense Ratio
Dividend Growth REIT has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividend Growth REIT is 64, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.44 | 3.51 | 1.43 | 3.30 | 13.27 |
VYM Vanguard High Dividend Yield ETF | 2.78 | 3.94 | 1.51 | 5.65 | 17.99 |
VIG Vanguard Dividend Appreciation ETF | 2.66 | 3.73 | 1.49 | 5.18 | 17.23 |
O Realty Income Corporation | 0.78 | 1.18 | 1.14 | 0.53 | 1.97 |
VICI VICI Properties Inc. | 0.73 | 1.12 | 1.15 | 0.82 | 1.81 |
MAA Mid-America Apartment Communities, Inc. | 1.56 | 2.32 | 1.27 | 0.74 | 7.37 |
IIPR Innovative Industrial Properties, Inc. | 1.28 | 1.75 | 1.24 | 0.57 | 6.29 |
PSA Public Storage | 1.45 | 2.02 | 1.25 | 0.98 | 4.42 |
Dividends
Dividend yield
Dividend Growth REIT provided a 3.15% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.15% | 3.32% | 3.33% | 2.51% | 2.89% | 2.83% | 3.09% | 2.50% | 2.56% | 2.70% | 2.43% | 2.46% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VYM Vanguard High Dividend Yield ETF | 2.77% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VIG Vanguard Dividend Appreciation ETF | 1.71% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
O Realty Income Corporation | 5.56% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
VICI VICI Properties Inc. | 5.36% | 5.05% | 4.63% | 4.58% | 4.93% | 4.59% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAA Mid-America Apartment Communities, Inc. | 3.74% | 4.16% | 2.98% | 2.25% | 3.16% | 2.91% | 3.86% | 3.46% | 3.35% | 3.39% | 3.91% | 4.58% |
IIPR Innovative Industrial Properties, Inc. | 7.19% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
PSA Public Storage | 3.62% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% | 3.42% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dividend Growth REIT. 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 Growth REIT was 35.30%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current Dividend Growth REIT drawdown is 1.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.3% | Feb 21, 2020 | 22 | Mar 23, 2020 | 141 | Oct 12, 2020 | 163 |
| -18.97% | Jan 5, 2022 | 186 | Sep 30, 2022 | 355 | Mar 1, 2024 | 541 |
| -14.57% | Sep 24, 2018 | 64 | Dec 24, 2018 | 36 | Feb 15, 2019 | 100 |
| -10.36% | Jan 29, 2018 | 39 | Mar 23, 2018 | 101 | Aug 16, 2018 | 140 |
| -6.8% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current Dividend Growth REIT volatility is 2.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| IIPR | PSA | VICI | O | MAA | SCHD | VYM | VIG | |
|---|---|---|---|---|---|---|---|---|
| IIPR | 1.00 | 0.27 | 0.37 | 0.34 | 0.36 | 0.39 | 0.39 | 0.43 |
| PSA | 0.27 | 1.00 | 0.44 | 0.59 | 0.63 | 0.36 | 0.36 | 0.41 |
| VICI | 0.37 | 0.44 | 1.00 | 0.57 | 0.52 | 0.50 | 0.51 | 0.50 |
| O | 0.34 | 0.59 | 0.57 | 1.00 | 0.68 | 0.45 | 0.45 | 0.46 |
| MAA | 0.36 | 0.63 | 0.52 | 0.68 | 1.00 | 0.48 | 0.48 | 0.51 |
| SCHD | 0.39 | 0.36 | 0.50 | 0.45 | 0.48 | 1.00 | 0.96 | 0.89 |
| VYM | 0.39 | 0.36 | 0.51 | 0.45 | 0.48 | 0.96 | 1.00 | 0.90 |
| VIG | 0.43 | 0.41 | 0.50 | 0.46 | 0.51 | 0.89 | 0.90 | 1.00 |