Dividend Focus
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend Focus, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Dividend Focus | 19.80% | -2.47% | 10.84% | 20.63% | N/A | N/A |
| Portfolio components: | ||||||
IBM International Business Machines Corporation | 41.51% | 4.08% | 31.68% | 43.94% | 16.83% | 8.30% |
VICI VICI Properties Inc. | -3.85% | -8.51% | 5.94% | -2.44% | 8.54% | N/A |
O Realty Income Corporation | -3.24% | -6.77% | 2.04% | -2.03% | -0.91% | 5.77% |
COST Costco Wholesale Corporation | 45.38% | 2.80% | 12.78% | 47.55% | 28.68% | 23.42% |
MO Altria Group, Inc. | 42.16% | -3.82% | 20.02% | 42.27% | 9.61% | 7.09% |
AGNC AGNC Investment Corp. | 10.29% | -0.85% | 4.11% | 10.37% | -0.20% | 3.58% |
SCHD Schwab US Dividend Equity ETF | 11.54% | -4.06% | 7.86% | 12.63% | 10.97% | 10.86% |
SCCO Southern Copper Corporation | 11.80% | -9.70% | -12.70% | 11.91% | 22.69% | 17.00% |
PSA Public Storage | 1.43% | -9.78% | 4.05% | 4.11% | 11.72% | 8.81% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.16% | 0.39% | 2.54% | 5.26% | N/A | N/A |
EQIX Equinix, Inc. | 17.47% | 0.90% | 22.41% | 18.02% | 11.91% | 17.64% |
FICO Fair Isaac Corporation | 79.64% | -9.47% | 45.60% | 79.41% | 41.20% | 40.09% |
JPM JPMorgan Chase & Co. | 43.02% | -1.32% | 22.46% | 45.24% | 14.90% | 17.53% |
Monthly Returns
The table below presents the monthly returns of Dividend Focus, 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 | 0.36% | 2.19% | 3.92% | -3.38% | 3.90% | 1.23% | 4.27% | 4.59% | 2.42% | -1.06% | 5.05% | 19.80% | |
| 2023 | 5.35% | -1.53% | -0.41% | 1.00% | -2.19% | 4.31% | 3.34% | -1.32% | -2.71% | -4.18% | 8.03% | 5.98% | 15.87% |
| 2022 | -0.77% | -1.92% | 3.10% | -4.50% | 1.40% | -6.29% | 5.20% | -1.69% | -8.70% | 6.96% | 8.90% | -1.97% | -1.82% |
| 2021 | -1.06% | 2.79% | 5.74% | 3.15% | 1.73% | -0.65% | 0.56% | 1.34% | -3.83% | 2.30% | -1.81% | 5.92% | 16.89% |
| 2020 | -0.07% | 0.62% | 4.36% | 3.39% | -1.69% | -0.51% | 7.96% | 3.22% | 18.26% |
Expense Ratio
Dividend Focus has an expense ratio of 0.02%, 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
With an overall rank of 84, Dividend Focus is among the top 16% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
IBM International Business Machines Corporation | 1.91 | 2.56 | 1.38 | 2.65 | 6.10 |
VICI VICI Properties Inc. | -0.08 | 0.02 | 1.00 | -0.09 | -0.19 |
O Realty Income Corporation | -0.09 | -0.01 | 1.00 | -0.06 | -0.20 |
COST Costco Wholesale Corporation | 2.60 | 3.20 | 1.46 | 4.72 | 12.17 |
MO Altria Group, Inc. | 2.38 | 3.53 | 1.46 | 2.29 | 12.80 |
AGNC AGNC Investment Corp. | 0.63 | 0.95 | 1.12 | 0.39 | 2.70 |
SCHD Schwab US Dividend Equity ETF | 1.20 | 1.76 | 1.21 | 1.69 | 5.86 |
SCCO Southern Copper Corporation | 0.42 | 0.87 | 1.10 | 0.57 | 1.14 |
PSA Public Storage | 0.24 | 0.49 | 1.06 | 0.18 | 0.69 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.81 | 517.57 | 518.57 | 531.16 | 8,431.84 |
EQIX Equinix, Inc. | 0.78 | 1.37 | 1.16 | 0.79 | 1.84 |
FICO Fair Isaac Corporation | 2.62 | 3.03 | 1.43 | 4.83 | 14.96 |
JPM JPMorgan Chase & Co. | 1.97 | 2.70 | 1.40 | 4.55 | 13.24 |
Dividends
Dividend yield
Dividend Focus provided a 4.95% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.95% | 5.41% | 4.49% | 3.15% | 3.48% | 3.36% | 3.55% | 2.80% | 2.77% | 3.36% | 2.82% | 3.50% |
| Portfolio components: | ||||||||||||
IBM International Business Machines Corporation | 2.99% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% | 1.97% |
VICI VICI Properties Inc. | 5.85% | 5.05% | 4.63% | 4.58% | 4.93% | 4.59% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.93% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% | 5.84% |
COST Costco Wholesale Corporation | 2.04% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
MO Altria Group, Inc. | 5.53% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
AGNC AGNC Investment Corp. | 15.24% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% | 19.44% |
SCHD Schwab US Dividend Equity ETF | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SCCO Southern Copper Corporation | 2.24% | 4.68% | 5.83% | 5.19% | 2.31% | 4.83% | 4.57% | 1.25% | 0.57% | 1.31% | 1.64% | 2.37% |
PSA Public Storage | 4.03% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% | 3.42% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.11% | 4.87% | 1.45% | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQIX Equinix, Inc. | 1.84% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% | 0.00% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
JPM JPMorgan Chase & Co. | 1.94% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
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 Focus. 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 Focus was 15.67%, occurring on Oct 10, 2022. Recovery took 64 trading sessions.
The current Dividend Focus drawdown is 5.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.67% | Mar 30, 2022 | 134 | Oct 10, 2022 | 64 | Jan 11, 2023 | 198 |
| -9.56% | Jul 27, 2023 | 66 | Oct 27, 2023 | 24 | Dec 1, 2023 | 90 |
| -7.04% | Feb 3, 2023 | 34 | Mar 23, 2023 | 75 | Jul 12, 2023 | 109 |
| -6.59% | Jun 9, 2020 | 14 | Jun 26, 2020 | 26 | Aug 4, 2020 | 40 |
| -5.72% | Dec 2, 2024 | 14 | Dec 19, 2024 | — | — | — |
Volatility
Volatility Chart
The current Dividend Focus volatility is 3.16%, 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
| SGOV | SCCO | COST | FICO | MO | EQIX | PSA | IBM | JPM | AGNC | O | VICI | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | -0.00 | -0.00 | 0.03 | -0.00 | 0.02 | -0.03 | 0.03 | 0.01 | 0.05 | -0.02 | -0.02 | -0.03 |
| SCCO | -0.00 | 1.00 | 0.18 | 0.23 | 0.22 | 0.20 | 0.17 | 0.30 | 0.39 | 0.35 | 0.20 | 0.32 | 0.48 |
| COST | -0.00 | 0.18 | 1.00 | 0.41 | 0.18 | 0.42 | 0.33 | 0.29 | 0.22 | 0.25 | 0.27 | 0.26 | 0.41 |
| FICO | 0.03 | 0.23 | 0.41 | 1.00 | 0.15 | 0.39 | 0.31 | 0.29 | 0.24 | 0.32 | 0.27 | 0.34 | 0.38 |
| MO | -0.00 | 0.22 | 0.18 | 0.15 | 1.00 | 0.19 | 0.28 | 0.38 | 0.39 | 0.27 | 0.36 | 0.36 | 0.56 |
| EQIX | 0.02 | 0.20 | 0.42 | 0.39 | 0.19 | 1.00 | 0.51 | 0.25 | 0.19 | 0.32 | 0.46 | 0.44 | 0.37 |
| PSA | -0.03 | 0.17 | 0.33 | 0.31 | 0.28 | 0.51 | 1.00 | 0.24 | 0.20 | 0.30 | 0.58 | 0.49 | 0.42 |
| IBM | 0.03 | 0.30 | 0.29 | 0.29 | 0.38 | 0.25 | 0.24 | 1.00 | 0.47 | 0.34 | 0.37 | 0.36 | 0.64 |
| JPM | 0.01 | 0.39 | 0.22 | 0.24 | 0.39 | 0.19 | 0.20 | 0.47 | 1.00 | 0.44 | 0.32 | 0.41 | 0.72 |
| AGNC | 0.05 | 0.35 | 0.25 | 0.32 | 0.27 | 0.32 | 0.30 | 0.34 | 0.44 | 1.00 | 0.41 | 0.44 | 0.55 |
| O | -0.02 | 0.20 | 0.27 | 0.27 | 0.36 | 0.46 | 0.58 | 0.37 | 0.32 | 0.41 | 1.00 | 0.63 | 0.51 |
| VICI | -0.02 | 0.32 | 0.26 | 0.34 | 0.36 | 0.44 | 0.49 | 0.36 | 0.41 | 0.44 | 0.63 | 1.00 | 0.56 |
| SCHD | -0.03 | 0.48 | 0.41 | 0.38 | 0.56 | 0.37 | 0.42 | 0.64 | 0.72 | 0.55 | 0.51 | 0.56 | 1.00 |