Dividend

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Dividend

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BIZD VanEck Vectors BDC Income ETF	Financials Equities	10%
DDD 3D Systems Corporation	Technology	10%
DVYE iShares Emerging Markets Dividend ETF	Emerging Markets Equities, Dividend	10%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	10%
KBWD Invesco KBW High Dividend Yield Financial ETF	Financials Equities, Dividend	10%
SPYD SPDR Portfolio S&P 500 High Dividend ETF	All Cap Equities, Dividend	10%
VIG Vanguard Dividend Appreciation ETF	Large Cap Growth Equities, Dividend	10%
VIGI Vanguard International Dividend Appreciation ETF	Foreign Large Cap Equities, Dividend	10%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	10%
VYMI Vanguard International High Dividend Yield ETF	Foreign Large Cap Equities, Dividend	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
Dividend	-2.61%	0.07%	-4.07%	1.86%	N/A	N/A
Portfolio components:
VYM Vanguard High Dividend Yield ETF	1.79%	2.48%	-2.87%	10.73%	13.46%	9.76%
VIG Vanguard Dividend Appreciation ETF	1.56%	2.54%	-2.40%	11.44%	13.07%	11.50%
DDD 3D Systems Corporation	-52.74%	-22.89%	-47.81%	-55.97%	-26.79%	-23.28%
VYMI Vanguard International High Dividend Yield ETF	17.48%	3.30%	14.67%	16.75%	14.71%	N/A
VIGI Vanguard International Dividend Appreciation ETF	12.78%	2.81%	7.76%	12.74%	9.91%	N/A
SPYD SPDR Portfolio S&P 500 High Dividend ETF	-0.81%	0.14%	-8.16%	8.64%	13.74%	N/A
BIZD VanEck Vectors BDC Income ETF	-0.39%	5.01%	0.40%	3.78%	17.82%	9.08%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	-2.97%	2.21%	-2.54%	8.36%	N/A	N/A
DVYE iShares Emerging Markets Dividend ETF	10.18%	3.17%	10.73%	11.11%	6.27%	2.65%
KBWD Invesco KBW High Dividend Yield Financial ETF	-2.93%	0.76%	-7.28%	-0.08%	11.86%	3.58%

*Annualized

Monthly Returns

The table below presents the monthly returns of Dividend, 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	4.00%	0.30%	-5.58%	-3.02%	1.95%								-2.61%
2024	-2.42%	0.52%	3.52%	-4.10%	4.00%	-1.17%	4.62%	-3.03%	4.14%	-1.05%	2.78%	-1.49%	5.94%
2023	11.25%	-4.20%	0.77%	0.24%	-3.54%	7.03%	2.62%	-4.62%	-3.50%	-5.60%	10.90%	7.26%	17.90%
2022					-2.96%	-8.20%	6.40%	-4.07%	-11.69%	8.19%	8.42%	-6.41%	-11.84%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Dividend has a high expense ratio of 1.36%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

BIZD

VanEck Vectors BDC Income ETF

DVYE

iShares Emerging Markets Dividend ETF

VYM

Vanguard High Dividend Yield ETF

VIG

Vanguard Dividend Appreciation ETF

KBWD

Invesco KBW High Dividend Yield Financial ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

VYMI

Vanguard International High Dividend Yield ETF

VIGI

Vanguard International Dividend Appreciation ETF

SPYD

SPDR Portfolio S&P 500 High Dividend ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividend is 6, meaning it’s performing worse than 94% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VYM Vanguard High Dividend Yield ETF	0.78	1.13	1.16	0.83	3.18
VIG Vanguard Dividend Appreciation ETF	0.80	1.14	1.16	0.79	3.20
DDD 3D Systems Corporation	-0.60	-0.66	0.92	-0.66	-1.54
VYMI Vanguard International High Dividend Yield ETF	1.10	1.51	1.21	1.32	4.66
VIGI Vanguard International Dividend Appreciation ETF	0.93	1.30	1.18	0.92	2.63
SPYD SPDR Portfolio S&P 500 High Dividend ETF	0.70	1.04	1.14	0.68	2.08
BIZD VanEck Vectors BDC Income ETF	0.27	0.51	1.08	0.27	0.97
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	0.43	0.67	1.10	0.38	1.30
DVYE iShares Emerging Markets Dividend ETF	0.56	0.79	1.10	0.59	1.64
KBWD Invesco KBW High Dividend Yield Financial ETF	0.05	0.17	1.02	0.03	0.09

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dividend Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 0.14
All Time: 0.13

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.12, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Dividend compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Dividend provided a 6.19% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	6.19%	6.04%	5.76%	5.86%	4.20%	3.96%	3.89%	4.26%	3.70%	3.45%	3.12%	2.61%
Portfolio components:
VYM Vanguard High Dividend Yield ETF	2.86%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%
VIG Vanguard Dividend Appreciation ETF	1.79%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%	1.95%
DDD 3D Systems Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	4.13%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%	0.00%
VIGI Vanguard International Dividend Appreciation ETF	1.82%	1.93%	1.92%	2.06%	7.02%	1.29%	1.83%	1.99%	1.75%	0.98%	0.00%	0.00%
SPYD SPDR Portfolio S&P 500 High Dividend ETF	4.50%	4.31%	4.66%	5.01%	3.69%	4.96%	4.42%	4.75%	4.64%	4.34%	1.13%	0.00%
BIZD VanEck Vectors BDC Income ETF	11.10%	10.94%	10.97%	11.22%	8.14%	10.39%	9.13%	10.88%	9.13%	8.51%	9.12%	8.51%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.27%	9.65%	10.02%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DVYE iShares Emerging Markets Dividend ETF	11.04%	11.81%	9.05%	9.90%	7.31%	5.27%	5.97%	5.69%	4.81%	4.56%	6.52%	4.51%
KBWD Invesco KBW High Dividend Yield Financial ETF	13.38%	12.45%	11.45%	11.32%	7.26%	9.68%	8.63%	9.47%	8.77%	8.68%	8.89%	8.31%

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 Dividend. 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 was 20.16%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Dividend drawdown is 10.69%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-20.16%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-19.69%	May 5, 2022	103	Sep 30, 2022	85	Feb 2, 2023	188
-14.96%	Feb 3, 2023	185	Oct 27, 2023	32	Dec 13, 2023	217
-9.28%	Jul 17, 2024	16	Aug 7, 2024	49	Oct 16, 2024	65
-6.23%	Dec 13, 2024	19	Jan 13, 2025	9	Jan 27, 2025	28

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 10 assets, with an effective number of assets of 10.00, 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

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

	^GSPC	DDD	DVYE	BIZD	JEPQ	VYMI	SPYD	VIGI	KBWD	VYM	VIG	Portfolio
^GSPC	1.00	0.53	0.50	0.62	0.93	0.67	0.68	0.76	0.70	0.81	0.91	0.81
DDD	0.53	1.00	0.37	0.45	0.48	0.45	0.50	0.44	0.56	0.51	0.50	0.81
DVYE	0.50	0.37	1.00	0.41	0.43	0.78	0.50	0.64	0.48	0.52	0.49	0.63
BIZD	0.62	0.45	0.41	1.00	0.52	0.59	0.66	0.58	0.80	0.65	0.62	0.72
JEPQ	0.93	0.48	0.43	0.52	1.00	0.57	0.49	0.67	0.57	0.63	0.77	0.70
VYMI	0.67	0.45	0.78	0.59	0.57	1.00	0.69	0.89	0.67	0.72	0.68	0.78
SPYD	0.68	0.50	0.50	0.66	0.49	0.69	1.00	0.65	0.82	0.90	0.80	0.81
VIGI	0.76	0.44	0.64	0.58	0.67	0.89	0.65	1.00	0.66	0.71	0.76	0.77
KBWD	0.70	0.56	0.48	0.80	0.57	0.67	0.82	0.66	1.00	0.77	0.73	0.84
VYM	0.81	0.51	0.52	0.65	0.63	0.72	0.90	0.71	0.77	1.00	0.93	0.84
VIG	0.91	0.50	0.49	0.62	0.77	0.68	0.80	0.76	0.73	0.93	1.00	0.82
Portfolio	0.81	0.81	0.63	0.72	0.70	0.78	0.81	0.77	0.84	0.84	0.82	1.00

The correlation results are calculated based on daily price changes starting from May 5, 2022

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Dividend

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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