CGDV VRP
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CGDV Capital Group Dividend Value ETF | Large Cap Value Equities, Dividend | 50% |
VRP Invesco Variable Rate Preferred ETF | Preferred Stock/Convertible Bonds | 50% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of CGDV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.02% | -3.08% | 9.39% | 14.45% | 10.68% |
| CGDV VRP | 2.70% | 2.86% | 0.55% | 9.37% | N/A | N/A |
| Portfolio components: | ||||||
CGDV Capital Group Dividend Value ETF | 3.55% | 4.81% | -0.44% | 11.80% | N/A | N/A |
VRP Invesco Variable Rate Preferred ETF | 1.84% | 0.94% | 1.50% | 6.84% | 6.35% | 4.93% |
Monthly Returns
The table below presents the monthly returns of CGDV VRP, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.62% | 0.83% | -1.93% | -1.46% | 2.70% | 2.70% | |||||||
| 2024 | 1.23% | 2.55% | 2.89% | -1.33% | 2.54% | 0.87% | 3.47% | 1.68% | 1.89% | -0.49% | 2.03% | -2.55% | 15.61% |
| 2023 | 5.27% | -1.25% | -0.68% | 1.97% | -0.59% | 4.05% | 3.54% | -1.11% | -2.13% | -2.08% | 6.43% | 4.98% | 19.40% |
| 2022 | 1.37% | 1.28% | -5.17% | 0.72% | -6.56% | 5.14% | -2.16% | -6.70% | 5.87% | 4.90% | -1.05% | -3.36% |
Expense Ratio
CGDV VRP has an expense ratio of 0.42%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CGDV VRP is 74, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 0.75 | 1.04 | 1.15 | 0.78 | 3.26 |
VRP Invesco Variable Rate Preferred ETF | 1.33 | 1.78 | 1.25 | 1.64 | 8.44 |
Loading data...
Dividends
Dividend yield
CGDV VRP provided a 3.72% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.72% | 3.69% | 4.13% | 3.37% | 2.13% | 2.09% | 2.57% | 2.64% | 2.34% | 2.55% | 2.51% | 1.52% |
| Portfolio components: | ||||||||||||
CGDV Capital Group Dividend Value ETF | 1.57% | 1.60% | 1.66% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRP Invesco Variable Rate Preferred ETF | 5.86% | 5.78% | 6.61% | 5.38% | 4.25% | 4.17% | 5.15% | 5.28% | 4.69% | 5.10% | 5.02% | 3.04% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the CGDV VRP. 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 CGDV VRP was 15.00%, occurring on Sep 30, 2022. Recovery took 175 trading sessions.
The current CGDV VRP drawdown is 1.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15% | Mar 30, 2022 | 128 | Sep 30, 2022 | 175 | Jun 13, 2023 | 303 |
| -9.19% | Feb 21, 2025 | 33 | Apr 8, 2025 | 27 | May 16, 2025 | 60 |
| -6.15% | Aug 2, 2023 | 62 | Oct 27, 2023 | 15 | Nov 17, 2023 | 77 |
| -3.54% | Aug 1, 2024 | 3 | Aug 5, 2024 | 9 | Aug 16, 2024 | 12 |
| -3.12% | Dec 2, 2024 | 14 | Dec 19, 2024 | 26 | Jan 30, 2025 | 40 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VRP | CGDV | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.53 | 0.92 | 0.90 |
| VRP | 0.53 | 1.00 | 0.52 | 0.72 |
| CGDV | 0.92 | 0.52 | 1.00 | 0.96 |
| Portfolio | 0.90 | 0.72 | 0.96 | 1.00 |