High Dividend Yield ETFs 02
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | Corporate Bonds | 20% |
VNQ Vanguard Real Estate ETF | REIT | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High Dividend Yield ETFs 02, 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 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Oct 17, 2024, the High Dividend Yield ETFs 02 returned 16.97% Year-To-Date and 10.34% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| High Dividend Yield ETFs 02 | 16.97% | 2.45% | 16.02% | 29.95% | 10.85% | 10.25% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 23.75% | 3.73% | 17.40% | 37.33% | 16.24% | 13.93% |
SCHD Schwab US Dividend Equity ETF | 16.62% | 3.67% | 16.21% | 27.01% | 13.50% | 12.33% |
VYM Vanguard High Dividend Yield ETF | 20.10% | 4.05% | 15.96% | 31.40% | 11.75% | 10.83% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 5.39% | -0.93% | 8.45% | 16.76% | 1.41% | 2.93% |
VNQ Vanguard Real Estate ETF | 13.69% | 0.10% | 26.69% | 36.21% | 4.53% | 6.78% |
Monthly Returns
The table below presents the monthly returns of High Dividend Yield ETFs 02, 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 | 0.15% | 2.38% | 3.47% | -4.11% | 3.38% | 1.37% | 3.87% | 2.55% | 1.74% | 16.97% | |||
| 2023 | 4.66% | -3.35% | 1.24% | 0.75% | -2.35% | 4.69% | 2.91% | -1.75% | -4.18% | -2.67% | 7.66% | 5.54% | 13.01% |
| 2022 | -3.56% | -2.20% | 2.25% | -5.70% | 1.37% | -6.92% | 6.10% | -3.65% | -8.05% | 7.36% | 5.88% | -3.80% | -11.80% |
| 2021 | -0.77% | 2.99% | 4.88% | 3.53% | 1.63% | 0.74% | 1.66% | 1.87% | -3.58% | 4.60% | -1.38% | 5.23% | 23.18% |
| 2020 | -0.30% | -6.66% | -12.19% | 10.33% | 3.45% | 0.89% | 4.20% | 3.80% | -2.54% | -1.36% | 9.74% | 2.82% | 10.38% |
| 2019 | 6.55% | 2.65% | 1.89% | 2.50% | -4.43% | 5.46% | 1.14% | -0.28% | 2.22% | 1.38% | 2.01% | 2.14% | 25.38% |
| 2018 | 2.75% | -4.26% | -1.28% | -0.22% | 1.89% | 0.70% | 3.02% | 2.03% | 0.16% | -4.58% | 2.36% | -6.46% | -4.36% |
| 2017 | 0.48% | 3.10% | -0.24% | 0.60% | 0.98% | 0.60% | 1.59% | 0.17% | 1.70% | 1.70% | 2.60% | 1.17% | 15.41% |
| 2016 | -2.73% | 0.38% | 6.13% | 0.18% | 1.32% | 2.33% | 2.77% | -0.51% | -0.19% | -1.85% | 1.87% | 2.28% | 12.32% |
| 2015 | -0.77% | 3.01% | -1.06% | 0.22% | 0.37% | -2.48% | 1.62% | -4.87% | -0.49% | 6.62% | 0.17% | -0.87% | 1.05% |
| 2014 | -1.92% | 3.61% | 1.19% | 1.55% | 1.79% | 1.45% | -1.13% | 3.22% | -1.57% | 2.83% | 2.37% | -0.33% | 13.65% |
| 2013 | 4.05% | 1.53% | 3.16% | 2.87% | -0.10% | -1.42% | 3.71% | -3.36% | 2.66% | 3.99% | 1.33% | 1.51% | 21.50% |
Expense Ratio
High Dividend Yield ETFs 02 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 High Dividend Yield ETFs 02 is 72, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.85 | 3.80 | 1.52 | 3.05 | 17.77 |
SCHD Schwab US Dividend Equity ETF | 2.24 | 3.21 | 1.39 | 1.97 | 11.75 |
VYM Vanguard High Dividend Yield ETF | 2.85 | 3.95 | 1.50 | 3.10 | 17.95 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 2.48 | 3.75 | 1.45 | 0.86 | 12.70 |
VNQ Vanguard Real Estate ETF | 1.86 | 2.68 | 1.34 | 0.96 | 7.31 |
Dividends
Dividend yield
High Dividend Yield ETFs 02 granted a 2.81% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| High Dividend Yield ETFs 02 | 2.81% | 2.90% | 2.78% | 2.31% | 2.68% | 2.78% | 3.11% | 2.69% | 2.90% | 2.93% | 2.67% | 2.84% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 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 | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.15% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
VNQ Vanguard Real Estate ETF | 3.74% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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 High Dividend Yield ETFs 02. 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 High Dividend Yield ETFs 02 was 30.13%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.13% | Feb 18, 2020 | 25 | Mar 23, 2020 | 114 | Sep 2, 2020 | 139 |
| -19.94% | Jan 5, 2022 | 194 | Oct 12, 2022 | 324 | Jan 29, 2024 | 518 |
| -13.6% | Sep 24, 2018 | 64 | Dec 24, 2018 | 55 | Mar 15, 2019 | 119 |
| -10.17% | Apr 27, 2015 | 85 | Aug 25, 2015 | 48 | Nov 2, 2015 | 133 |
| -8.92% | Jan 29, 2018 | 39 | Mar 23, 2018 | 108 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current High Dividend Yield ETFs 02 volatility is 1.99%, 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
| VCIT | VNQ | VOO | SCHD | VYM | |
|---|---|---|---|---|---|
| VCIT | 1.00 | 0.25 | 0.06 | 0.04 | 0.02 |
| VNQ | 0.25 | 1.00 | 0.62 | 0.63 | 0.63 |
| VOO | 0.06 | 0.62 | 1.00 | 0.86 | 0.89 |
| SCHD | 0.04 | 0.63 | 0.86 | 1.00 | 0.97 |
| VYM | 0.02 | 0.63 | 0.89 | 0.97 | 1.00 |