Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Div Growth ETF'S Comparison , 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 never rebalanced.
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The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of CGDV
Returns By Period
| 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 Div Growth ETF'S Comparison | 0.12% | -2.93% | 3.21% | 5.39% | 15.75% | 15.24% | — | — |
| Portfolio components: | ||||||||
FDVV Fidelity High Dividend ETF | 0.36% | -3.72% | -1.14% | 1.27% | 15.24% | 16.87% | 12.82% | — |
DGRO iShares Core Dividend Growth ETF | 0.16% | -3.33% | 1.76% | 4.21% | 15.91% | 14.42% | 10.17% | 12.88% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
ONEY SPDR Russell 1000 Yield Focus ETF | -0.01% | -4.25% | 6.45% | 7.48% | 13.52% | 11.93% | 9.12% | 11.41% |
FDL First Trust Morningstar Dividend Leaders Index Fund | 0.24% | -0.29% | 14.49% | 17.90% | 21.49% | 17.28% | 13.92% | 11.52% |
VYM Vanguard High Dividend Yield ETF | 0.11% | -2.81% | 3.80% | 6.43% | 17.34% | 14.92% | 11.04% | 11.27% |
VIG Vanguard Dividend Appreciation ETF | 0.16% | -3.69% | -1.33% | 0.36% | 12.71% | 13.72% | 9.86% | 12.36% |
DVY iShares Select Dividend ETF | 0.42% | -0.84% | 8.28% | 8.85% | 16.72% | 13.11% | 9.60% | 10.27% |
DGRW WisdomTree U.S. Dividend Growth Fund | -0.03% | -4.33% | -1.26% | -0.51% | 11.18% | 13.85% | 10.87% | 13.11% |
DIVB iShares U.S. Dividend and Buyback ETF | 0.37% | -2.65% | 2.31% | 5.01% | 13.90% | 16.16% | 10.49% | — |
Monthly Returns
Based on dividend-adjusted daily data since Feb 25, 2022, Div Growth ETF'S Comparison 's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.
Historically, 65% of months were positive and 35% were negative. The best month was Oct 2022 with a return of +11.1%, while the worst month was Sep 2022 at -8.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Div Growth ETF'S Comparison closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, 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 | 4.17% | 3.14% | -4.00% | 0.06% | 3.21% | ||||||||
| 2025 | 3.37% | 1.66% | -2.60% | -3.50% | 3.75% | 3.61% | 1.16% | 3.66% | 1.18% | -0.54% | 2.62% | 0.16% | 15.13% |
| 2024 | 0.40% | 2.77% | 5.22% | -3.72% | 3.64% | 0.21% | 5.19% | 2.54% | 1.41% | -0.68% | 5.28% | -5.73% | 17.05% |
| 2023 | 3.91% | -3.07% | -0.38% | 1.23% | -4.20% | 6.19% | 4.10% | -2.50% | -3.76% | -2.77% | 7.22% | 5.62% | 11.14% |
| 2022 | 2.41% | 3.06% | -4.89% | 3.10% | -8.46% | 5.61% | -2.64% | -8.78% | 11.11% | 6.33% | -3.77% | 1.02% |
Benchmark Metrics
Div Growth ETF'S Comparison has an annualized alpha of 3.06%, beta of 0.74, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since February 25, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.94%) than losses (83.78%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.06% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.06%
- Beta
- 0.74
- R²
- 0.81
- Upside Capture
- 86.94%
- Downside Capture
- 83.78%
Expense Ratio
Div Growth ETF'S Comparison has an expense ratio of 0.29%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
Div Growth ETF'S Comparison ranks 33 for risk / return — below 33% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.88 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.37 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.39 | 0.00 |
Martin ratioReturn relative to average drawdown | 6.52 | 6.43 | +0.09 |
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 | |
|---|---|---|---|---|---|---|
FDVV Fidelity High Dividend ETF | 50 | 1.00 | 1.45 | 1.23 | 1.26 | 5.44 |
DGRO iShares Core Dividend Growth ETF | 58 | 1.11 | 1.61 | 1.24 | 1.52 | 6.97 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
ONEY SPDR Russell 1000 Yield Focus ETF | 40 | 0.79 | 1.23 | 1.17 | 1.03 | 4.29 |
FDL First Trust Morningstar Dividend Leaders Index Fund | 70 | 1.45 | 2.02 | 1.28 | 1.86 | 7.44 |
VYM Vanguard High Dividend Yield ETF | 60 | 1.15 | 1.65 | 1.25 | 1.59 | 6.96 |
VIG Vanguard Dividend Appreciation ETF | 43 | 0.84 | 1.28 | 1.19 | 1.24 | 5.41 |
DVY iShares Select Dividend ETF | 53 | 1.07 | 1.54 | 1.22 | 1.42 | 6.07 |
DGRW WisdomTree U.S. Dividend Growth Fund | 37 | 0.73 | 1.16 | 1.17 | 1.02 | 4.55 |
DIVB iShares U.S. Dividend and Buyback ETF | 42 | 0.87 | 1.27 | 1.19 | 1.15 | 4.91 |
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Dividends
Dividend yield
Div Growth ETF'S Comparison provided a 2.36% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.36% | 2.44% | 2.61% | 2.88% | 2.67% | 2.27% | 2.35% | 2.32% | 2.54% | 2.47% | 2.18% | 1.86% |
| Portfolio components: | ||||||||||||
FDVV Fidelity High Dividend ETF | 2.98% | 2.89% | 2.94% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.66% | 1.04% | 0.00% |
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% |
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% |
ONEY SPDR Russell 1000 Yield Focus ETF | 3.02% | 3.15% | 3.18% | 3.14% | 3.17% | 2.46% | 2.74% | 3.17% | 3.72% | 10.73% | 6.31% | 0.29% |
FDL First Trust Morningstar Dividend Leaders Index Fund | 3.64% | 4.04% | 4.96% | 4.58% | 3.58% | 4.59% | 4.48% | 3.75% | 3.97% | 3.18% | 2.93% | 3.65% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
VIG Vanguard Dividend Appreciation ETF | 1.60% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
DVY iShares Select Dividend ETF | 3.46% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.43% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
DIVB iShares U.S. Dividend and Buyback ETF | 2.51% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% | 0.00% | 0.00% |
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 Div Growth ETF'S Comparison . 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 Div Growth ETF'S Comparison was 17.19%, occurring on Sep 30, 2022. Recovery took 200 trading sessions.
The current Div Growth ETF'S Comparison drawdown is 4.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.19% | Mar 30, 2022 | 128 | Sep 30, 2022 | 200 | Jul 20, 2023 | 328 |
| -14.49% | Dec 2, 2024 | 87 | Apr 8, 2025 | 56 | Jun 30, 2025 | 143 |
| -10.38% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -6.06% | Feb 12, 2026 | 26 | Mar 20, 2026 | — | — | — |
| -4.99% | Aug 1, 2024 | 3 | Aug 5, 2024 | 10 | Aug 19, 2024 | 13 |
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 15 assets, with an effective number of assets of 15.00, 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
| Benchmark | FDL | DIVZ | RDVY | DVY | CGDV | DGRW | SCHD | PWV | ONEY | VIG | FDVV | DIVB | VYM | DGRO | DLN | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.58 | 0.67 | 0.83 | 0.67 | 0.92 | 0.94 | 0.70 | 0.73 | 0.73 | 0.90 | 0.89 | 0.82 | 0.80 | 0.85 | 0.87 | 0.84 |
| FDL | 0.58 | 1.00 | 0.86 | 0.75 | 0.91 | 0.70 | 0.70 | 0.92 | 0.87 | 0.89 | 0.73 | 0.79 | 0.86 | 0.87 | 0.83 | 0.84 | 0.88 |
| DIVZ | 0.67 | 0.86 | 1.00 | 0.75 | 0.86 | 0.79 | 0.78 | 0.84 | 0.87 | 0.84 | 0.80 | 0.84 | 0.85 | 0.90 | 0.86 | 0.88 | 0.90 |
| RDVY | 0.83 | 0.75 | 0.75 | 1.00 | 0.82 | 0.87 | 0.85 | 0.82 | 0.86 | 0.89 | 0.86 | 0.87 | 0.91 | 0.89 | 0.88 | 0.88 | 0.92 |
| DVY | 0.67 | 0.91 | 0.86 | 0.82 | 1.00 | 0.77 | 0.77 | 0.91 | 0.89 | 0.94 | 0.80 | 0.84 | 0.90 | 0.92 | 0.89 | 0.88 | 0.93 |
| CGDV | 0.92 | 0.70 | 0.79 | 0.87 | 0.77 | 1.00 | 0.92 | 0.79 | 0.82 | 0.82 | 0.92 | 0.92 | 0.88 | 0.89 | 0.90 | 0.91 | 0.91 |
| DGRW | 0.94 | 0.70 | 0.78 | 0.85 | 0.77 | 0.92 | 1.00 | 0.83 | 0.82 | 0.82 | 0.96 | 0.92 | 0.89 | 0.89 | 0.93 | 0.95 | 0.92 |
| SCHD | 0.70 | 0.92 | 0.84 | 0.82 | 0.91 | 0.79 | 0.83 | 1.00 | 0.90 | 0.92 | 0.85 | 0.85 | 0.93 | 0.92 | 0.92 | 0.90 | 0.94 |
| PWV | 0.73 | 0.87 | 0.87 | 0.86 | 0.89 | 0.82 | 0.82 | 0.90 | 1.00 | 0.89 | 0.85 | 0.86 | 0.92 | 0.94 | 0.92 | 0.92 | 0.94 |
| ONEY | 0.73 | 0.89 | 0.84 | 0.89 | 0.94 | 0.82 | 0.82 | 0.92 | 0.89 | 1.00 | 0.84 | 0.87 | 0.93 | 0.93 | 0.91 | 0.89 | 0.95 |
| VIG | 0.90 | 0.73 | 0.80 | 0.86 | 0.80 | 0.92 | 0.96 | 0.85 | 0.85 | 0.84 | 1.00 | 0.91 | 0.92 | 0.93 | 0.97 | 0.95 | 0.94 |
| FDVV | 0.89 | 0.79 | 0.84 | 0.87 | 0.84 | 0.92 | 0.92 | 0.85 | 0.86 | 0.87 | 0.91 | 1.00 | 0.91 | 0.92 | 0.92 | 0.95 | 0.95 |
| DIVB | 0.82 | 0.86 | 0.85 | 0.91 | 0.90 | 0.88 | 0.89 | 0.93 | 0.92 | 0.93 | 0.92 | 0.91 | 1.00 | 0.95 | 0.96 | 0.95 | 0.97 |
| VYM | 0.80 | 0.87 | 0.90 | 0.89 | 0.92 | 0.89 | 0.89 | 0.92 | 0.94 | 0.93 | 0.93 | 0.92 | 0.95 | 1.00 | 0.97 | 0.97 | 0.98 |
| DGRO | 0.85 | 0.83 | 0.86 | 0.88 | 0.89 | 0.90 | 0.93 | 0.92 | 0.92 | 0.91 | 0.97 | 0.92 | 0.96 | 0.97 | 1.00 | 0.98 | 0.98 |
| DLN | 0.87 | 0.84 | 0.88 | 0.88 | 0.88 | 0.91 | 0.95 | 0.90 | 0.92 | 0.89 | 0.95 | 0.95 | 0.95 | 0.97 | 0.98 | 1.00 | 0.98 |
| Portfolio | 0.84 | 0.88 | 0.90 | 0.92 | 0.93 | 0.91 | 0.92 | 0.94 | 0.94 | 0.95 | 0.94 | 0.95 | 0.97 | 0.98 | 0.98 | 0.98 | 1.00 |