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Dividend growth
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Risk-Adjusted Performance
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Drawdowns
Volatility
Diversification

Asset Allocation


VIG 33.33%NOBL 33.33%IGRO 33.33%EquityEquity
PositionCategory/SectorWeight
IGRO
iShares International Dividend Growth ETF
Foreign Large Cap Equities, Dividend

33.33%

NOBL
ProShares S&P 500 Dividend Aristocrats ETF
Large Cap Growth Equities, Dividend

33.33%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend growth, 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


80.00%100.00%120.00%140.00%160.00%NovemberDecember2024FebruaryMarchApril
111.26%
143.49%
Dividend growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 19, 2016, corresponding to the inception date of IGRO

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Dividend growth1.82%-3.40%14.26%9.07%8.92%N/A
VIG
Vanguard Dividend Appreciation ETF
2.63%-3.93%14.62%13.43%11.18%10.85%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.32%-2.62%14.61%7.58%9.48%10.34%
IGRO
iShares International Dividend Growth ETF
0.51%-3.65%13.54%6.26%5.90%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.27%2.78%3.29%
2023-4.29%-2.58%7.11%4.83%

Expense Ratio

The Dividend growth has a high expense ratio of 0.21%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.22%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


Dividend growth
Sharpe ratio
The chart of Sharpe ratio for Dividend growth, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.000.92
Sortino ratio
The chart of Sortino ratio for Dividend growth, currently valued at 1.39, compared to the broader market-2.000.002.004.006.001.39
Omega ratio
The chart of Omega ratio for Dividend growth, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.801.16
Calmar ratio
The chart of Calmar ratio for Dividend growth, currently valued at 0.82, compared to the broader market0.002.004.006.008.000.82
Martin ratio
The chart of Martin ratio for Dividend growth, currently valued at 2.65, compared to the broader market0.0010.0020.0030.0040.002.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VIG
Vanguard Dividend Appreciation ETF
1.341.981.231.384.44
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
0.691.081.120.601.68
IGRO
iShares International Dividend Growth ETF
0.590.901.110.511.92

Sharpe Ratio

The current Dividend growth Sharpe ratio is 0.92. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.92

The Sharpe ratio of Dividend growth is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.92
1.66
Dividend growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend growth granted a 2.27% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend growth2.27%2.26%2.20%1.91%2.06%2.08%2.47%2.02%1.82%1.45%1.18%0.72%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.09%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.59%0.30%
IGRO
iShares International Dividend Growth ETF
2.87%2.79%2.69%2.27%2.41%2.64%2.97%2.43%1.18%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.35%
-5.46%
Dividend growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend growth. 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 growth was 34.15%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Dividend growth drawdown is 4.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.15%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-20.99%Jan 5, 2022194Oct 12, 2022295Dec 14, 2023489
-15.73%Jan 29, 2018229Dec 24, 201870Apr 5, 2019299
-7.12%Oct 13, 202014Oct 30, 20206Nov 9, 202020
-6.81%Sep 7, 201643Nov 4, 201665Feb 9, 2017108

Volatility

Volatility Chart

The current Dividend growth volatility is 2.92%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.92%
3.15%
Dividend growth
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IGRONOBLVIG
IGRO1.000.630.64
NOBL0.631.000.93
VIG0.640.931.00