5 ETFs
CAGR +16%
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5 ETFs, 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 every year.
The earliest data available for this chart is Jan 7, 2014, corresponding to the inception date of FTHI
Returns By Period
As of Apr 21, 2025, the 5 ETFs returned -12.57% Year-To-Date and 15.55% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| 5 ETFs | -12.57% | -8.77% | -13.06% | 4.04% | 19.34% | 15.55% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | -20.50% | -14.34% | -23.11% | -2.92% | 26.51% | 22.57% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -7.60% | -10.14% | 3.31% | 13.77% | 10.24% |
QQQ Invesco QQQ | -13.00% | -7.50% | -9.91% | 7.76% | 17.54% | 16.03% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | -0.02% | -1.43% | 0.41% | 7.44% | 6.32% | 4.13% |
VOO Vanguard S&P 500 ETF | -9.88% | -6.67% | -9.35% | 7.75% | 15.86% | 11.59% |
FTHI First Trust BuyWrite Income ETF | -7.93% | -4.76% | -6.41% | 5.29% | 11.01% | 6.07% |
Monthly Returns
The table below presents the monthly returns of 5 ETFs, 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 | 1.66% | -1.86% | -6.10% | -6.68% | -12.57% | ||||||||
| 2024 | 2.82% | 7.01% | 3.74% | -4.14% | 7.00% | 5.12% | -1.14% | 0.63% | 1.55% | -0.84% | 3.37% | -1.16% | 25.97% |
| 2023 | 9.67% | -0.73% | 6.25% | -1.61% | 7.08% | 5.51% | 4.12% | -1.77% | -5.28% | -2.90% | 10.90% | 6.59% | 42.99% |
| 2022 | -6.68% | -2.53% | 2.87% | -10.24% | 2.44% | -10.42% | 10.29% | -5.43% | -9.87% | 5.72% | 8.94% | -6.57% | -22.05% |
| 2021 | 0.95% | 3.38% | 3.21% | 2.65% | 1.42% | 3.32% | 1.05% | 2.93% | -4.45% | 6.08% | 3.41% | 2.86% | 29.93% |
| 2020 | -0.46% | -6.27% | -10.81% | 13.02% | 4.93% | 4.68% | 6.79% | 6.52% | -2.98% | -1.20% | 13.30% | 4.44% | 33.27% |
| 2019 | 8.35% | 4.27% | 2.44% | 5.67% | -9.51% | 8.33% | 3.08% | -1.69% | 2.58% | 3.98% | 3.42% | 4.58% | 40.18% |
| 2018 | 6.53% | -2.12% | -2.48% | -2.16% | 5.39% | -0.63% | 3.05% | 3.47% | -0.51% | -8.36% | 1.73% | -8.03% | -5.23% |
| 2017 | 2.69% | 3.13% | 1.87% | 1.01% | 3.98% | -1.85% | 3.24% | 1.64% | 2.54% | 5.10% | 1.17% | 0.43% | 27.79% |
| 2016 | -5.49% | 0.43% | 7.02% | -2.27% | 4.32% | 0.08% | 6.69% | 1.55% | 2.45% | -1.78% | 3.15% | 1.64% | 18.46% |
| 2015 | -2.50% | 6.28% | -2.17% | 0.76% | 3.71% | -4.53% | 0.34% | -5.51% | -1.19% | 8.79% | 1.20% | -1.74% | 2.48% |
| 2014 | -2.02% | 4.73% | 1.21% | -0.29% | 2.95% | 3.61% | -0.91% | 4.53% | -0.88% | 1.63% | 4.66% | -0.95% | 19.46% |
Expense Ratio
5 ETFs has an expense ratio of 0.27%, which is considered low. 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 5 ETFs is 11, meaning it’s performing worse than 89% of other 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.33 | -0.84 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.58 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 1.51 | 2.22 | 1.35 | 1.73 | 10.17 |
VOO Vanguard S&P 500 ETF | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
FTHI First Trust BuyWrite Income ETF | 0.26 | 0.48 | 1.08 | 0.26 | 1.29 |
Dividends
Dividend yield
5 ETFs provided a 2.50% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.50% | 2.21% | 2.25% | 2.50% | 1.54% | 1.78% | 2.05% | 2.33% | 1.97% | 1.96% | 2.41% | 1.98% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.56% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.19% | 6.93% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% | 4.33% |
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
FTHI First Trust BuyWrite Income ETF | 9.75% | 8.61% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.00% | 4.41% | 4.98% | 3.96% |
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 5 ETFs. 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 5 ETFs was 30.53%, occurring on Mar 23, 2020. Recovery took 75 trading sessions.
The current 5 ETFs drawdown is 17.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 75 | Jul 9, 2020 | 98 |
| -29.64% | Dec 28, 2021 | 202 | Oct 14, 2022 | 184 | Jul 12, 2023 | 386 |
| -21.79% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -20.33% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -14.72% | May 29, 2015 | 62 | Aug 25, 2015 | 192 | May 31, 2016 | 254 |
Volatility
Volatility Chart
The current 5 ETFs volatility is 15.41%, 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
| SHYG | FTHI | SMH | SCHD | QQQ | VOO | |
|---|---|---|---|---|---|---|
| SHYG | 1.00 | 0.53 | 0.55 | 0.61 | 0.62 | 0.69 |
| FTHI | 0.53 | 1.00 | 0.55 | 0.65 | 0.60 | 0.71 |
| SMH | 0.55 | 0.55 | 1.00 | 0.59 | 0.83 | 0.77 |
| SCHD | 0.61 | 0.65 | 0.59 | 1.00 | 0.64 | 0.83 |
| QQQ | 0.62 | 0.60 | 0.83 | 0.64 | 1.00 | 0.91 |
| VOO | 0.69 | 0.71 | 0.77 | 0.83 | 0.91 | 1.00 |