Grok 2: Growth ETFs

Asset Allocation

Position	Category/Sector	Target Weight
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	10%
EEM iShares MSCI Emerging Markets ETF	Emerging Markets Diversified	10%
IHDG WisdomTree International Hedged Dividend Growth Fund	Foreign Large Cap Equities, Dividend	5%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	15%
SLYG SPDR S&P 600 Small Cap Growth ETF	Small Cap Growth Equities	10%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	10%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	15%
VOO Vanguard S&P 500 ETF	S&P 500	25%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Grok 2: Growth ETFs, 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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The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO

Returns By Period

As of Apr 2, 2026, the Grok 2: Growth ETFs returned 0.83% Year-To-Date and 14.96% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Grok 2: Growth ETFs	-0.12%	-2.61%	0.83%	3.87%	27.30%	19.98%	11.54%	14.96%
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
SLYG SPDR S&P 600 Small Cap Growth ETF	0.51%	-2.88%	4.27%	3.90%	16.99%	11.14%	3.47%	10.16%
SMH VanEck Semiconductor ETF	0.09%	0.32%	8.94%	16.35%	83.82%	44.85%	26.17%	31.69%
VEA Vanguard FTSE Developed Markets ETF	-0.77%	-2.79%	3.65%	8.84%	30.37%	16.09%	8.76%	9.49%
EEM iShares MSCI Emerging Markets ETF	-1.12%	-3.13%	3.44%	6.16%	32.02%	15.51%	3.38%	7.67%
IHDG WisdomTree International Hedged Dividend Growth Fund	-0.20%	-1.55%	0.49%	4.94%	14.89%	9.48%	7.72%	9.91%
DGRO iShares Core Dividend Growth ETF	0.16%	-3.33%	1.76%	4.21%	15.91%	14.42%	10.17%	12.88%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 13, 2014, Grok 2: Growth ETFs'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 Nov 2020 with a return of +12.8%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Grok 2: Growth ETFs closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -12.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.43%	1.80%	-6.10%	1.00%									0.83%
2025	2.98%	-1.16%	-4.45%	0.11%	6.48%	5.81%	1.22%	2.56%	4.53%	3.19%	-0.05%	0.94%	23.92%
2024	0.65%	5.34%	3.33%	-3.70%	5.41%	2.79%	1.19%	1.29%	1.89%	-2.18%	3.71%	-2.55%	18.04%
2023	8.51%	-2.24%	4.10%	0.06%	2.03%	5.75%	3.92%	-2.73%	-4.78%	-2.95%	9.62%	6.13%	29.58%
2022	-5.91%	-2.87%	1.86%	-8.94%	1.06%	-8.79%	8.51%	-4.79%	-9.81%	6.00%	8.84%	-5.50%	-20.60%
2021	0.87%	2.52%	2.88%	3.41%	1.23%	2.21%	0.94%	2.53%	-4.51%	5.45%	-0.08%	3.65%	22.84%

Benchmark Metrics

Grok 2: Growth ETFs has an annualized alpha of 1.96%, beta of 1.01, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.

This portfolio captured 105.50% of S&P 500 Index gains but only 95.88% of its losses — a favorable profile for investors.
With beta of 1.01 and R² of 0.95, 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: 1.96%

Beta: 1.01

R²: 0.95

Upside Capture: 105.50%

Downside Capture: 95.88%

Expense Ratio

Grok 2: Growth ETFs has an expense ratio of 0.20%, 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.

EEM

iShares MSCI Emerging Markets ETF

IHDG

WisdomTree International Hedged Dividend Growth Fund

SMH

VanEck Semiconductor ETF

QQQ

Invesco QQQ ETF

SLYG

SPDR S&P 600 Small Cap Growth ETF

DGRO

iShares Core Dividend Growth ETF

VOO

Vanguard S&P 500 ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

Grok 2: Growth ETFs ranks 69 for risk / return — better than 69% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.44	0.88	+0.56
Sortino ratio Return per unit of downside risk	2.09	1.37	+0.72
Omega ratio Gain probability vs. loss probability	1.31	1.21	+0.10
Calmar ratio Return relative to maximum drawdown	2.28	1.39	+0.89
Martin ratio Return relative to average drawdown	10.12	6.43	+3.68
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
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
SLYG SPDR S&P 600 Small Cap Growth ETF	41	0.77	1.24	1.16	1.34	5.51
SMH VanEck Semiconductor ETF	94	2.28	2.89	1.41	5.34	18.94
VEA Vanguard FTSE Developed Markets ETF	83	1.73	2.36	1.35	2.64	10.14
EEM iShares MSCI Emerging Markets ETF	77	1.59	2.16	1.32	2.38	8.92
IHDG WisdomTree International Hedged Dividend Growth Fund	43	0.86	1.31	1.19	1.31	4.94
DGRO iShares Core Dividend Growth ETF	58	1.11	1.61	1.24	1.52	6.97

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.

Grok 2: Growth ETFs Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.44
5-Year: 0.66
10-Year: 0.80
All Time: 0.72

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 1.00 to 1.68, 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 Grok 2: Growth ETFs 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

Grok 2: Growth ETFs provided a 1.43% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.43%	1.47%	1.65%	1.70%	2.39%	1.50%	1.39%	1.89%	1.93%	2.06%	1.83%	2.55%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SLYG SPDR S&P 600 Small Cap Growth ETF	0.79%	0.86%	1.22%	1.18%	1.18%	0.68%	0.71%	1.08%	1.06%	4.74%	1.13%	5.75%
SMH VanEck Semiconductor ETF	0.28%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
VEA Vanguard FTSE Developed Markets ETF	2.90%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
EEM iShares MSCI Emerging Markets ETF	2.15%	2.22%	2.43%	2.63%	2.50%	1.99%	1.45%	2.76%	2.24%	1.89%	1.89%	2.49%
IHDG WisdomTree International Hedged Dividend Growth Fund	1.91%	1.84%	2.42%	1.70%	13.79%	2.77%	1.94%	1.99%	0.22%	1.28%	1.91%	3.04%
DGRO iShares Core Dividend Growth ETF	2.09%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%

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 Grok 2: Growth ETFs. 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 Grok 2: Growth ETFs was 32.72%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Grok 2: Growth ETFs drawdown is 6.15%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.72%	Feb 20, 2020	23	Mar 23, 2020	92	Aug 3, 2020	115
-28.29%	Jan 4, 2022	197	Oct 14, 2022	293	Dec 14, 2023	490
-19.75%	Aug 30, 2018	80	Dec 24, 2018	77	Apr 16, 2019	157
-18.58%	Feb 19, 2025	35	Apr 8, 2025	41	Jun 6, 2025	76
-16.79%	May 22, 2015	183	Feb 11, 2016	106	Jul 14, 2016	289

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 8 assets, with an effective number of assets of 6.67, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	EEM	SMH	IHDG	SLYG	VEA	DGRO	QQQ	VOO	Portfolio
Benchmark	1.00	0.69	0.77	0.77	0.81	0.80	0.90	0.91	1.00	0.96
EEM	0.69	1.00	0.64	0.66	0.59	0.81	0.62	0.66	0.69	0.79
SMH	0.77	0.64	1.00	0.64	0.65	0.65	0.63	0.83	0.77	0.86
IHDG	0.77	0.66	0.64	1.00	0.66	0.82	0.72	0.70	0.77	0.81
SLYG	0.81	0.59	0.65	0.66	1.00	0.71	0.81	0.69	0.81	0.83
VEA	0.80	0.81	0.65	0.82	0.71	1.00	0.77	0.70	0.80	0.87
DGRO	0.90	0.62	0.63	0.72	0.81	0.77	1.00	0.72	0.90	0.86
QQQ	0.91	0.66	0.83	0.70	0.69	0.70	0.72	1.00	0.91	0.91
VOO	1.00	0.69	0.77	0.77	0.81	0.80	0.90	0.91	1.00	0.96
Portfolio	0.96	0.79	0.86	0.81	0.83	0.87	0.86	0.91	0.96	1.00

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

Grok 2: Growth ETFs

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