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Dividend
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Risk-Adjusted Performance
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Drawdowns
Volatility
Diversification

Asset Allocation


VYM 10%VIG 10%DDD 10%VYMI 10%VIGI 10%SPYD 10%BIZD 10%JEPQ 10%DVYE 10%KBWD 10%EquityEquity
PositionCategory/SectorWeight
BIZD
VanEck Vectors BDC Income ETF

10%

DDD
3D Systems Corporation
Technology

10%

DVYE
iShares Emerging Markets Dividend ETF

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%

S&P 500

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
0.43%
15.51%
Dividend
Benchmark (^GSPC)
Portfolio components

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

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-3.37%-3.70%12.76%6.41%N/AN/A
VYM
Vanguard High Dividend Yield ETF
4.44%-2.64%16.34%11.81%9.16%9.57%
VIG
Vanguard Dividend Appreciation ETF
2.63%-3.93%14.62%13.43%11.26%10.85%
DDD
3D Systems Corporation
-44.09%-18.95%-20.05%-61.12%-20.10%-23.59%
VYMI
Vanguard International High Dividend Yield ETF
1.45%-2.24%13.94%10.35%5.71%N/A
VIGI
Vanguard International Dividend Appreciation ETF
-1.72%-4.94%12.12%4.06%6.36%N/A
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
0.49%-1.74%18.34%7.77%5.10%N/A
BIZD
VanEck Vectors BDC Income ETF
5.59%2.90%16.44%27.84%11.40%8.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
4.06%-5.55%15.08%24.92%N/AN/A
DVYE
iShares Emerging Markets Dividend ETF
0.36%1.26%16.90%16.94%-1.32%0.08%
KBWD
Invesco KBW High Dividend Yield Financial ETF
-3.21%-0.93%14.79%13.20%1.99%3.90%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.42%0.52%3.52%
2023-3.50%-5.60%10.90%7.26%

Expense Ratio

The Dividend has a high expense ratio of 1.36%, 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%10.92%
0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.07%

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
Sharpe ratio
The chart of Sharpe ratio for Dividend, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.000.42
Sortino ratio
The chart of Sortino ratio for Dividend, currently valued at 0.71, compared to the broader market-2.000.002.004.006.000.71
Omega ratio
The chart of Omega ratio for Dividend, currently valued at 1.08, compared to the broader market0.801.001.201.401.601.801.08
Calmar ratio
The chart of Calmar ratio for Dividend, currently valued at 0.39, compared to the broader market0.002.004.006.008.000.39
Martin ratio
The chart of Martin ratio for Dividend, currently valued at 1.19, compared to the broader market0.0010.0020.0030.0040.001.19
^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
VYM
Vanguard High Dividend Yield ETF
1.011.521.181.123.33
VIG
Vanguard Dividend Appreciation ETF
1.341.981.231.394.44
DDD
3D Systems Corporation
-0.92-1.540.83-0.83-1.36
VYMI
Vanguard International High Dividend Yield ETF
0.831.241.151.103.09
VIGI
Vanguard International Dividend Appreciation ETF
0.490.771.090.521.58
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
0.390.701.080.301.21
BIZD
VanEck Vectors BDC Income ETF
2.243.071.402.8716.11
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
2.233.041.423.7115.15
DVYE
iShares Emerging Markets Dividend ETF
1.111.701.191.004.62
KBWD
Invesco KBW High Dividend Yield Financial ETF
0.651.021.120.631.99

Sharpe Ratio

The current Dividend Sharpe ratio is 0.42. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.42

The Sharpe ratio of Dividend 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.42
1.66
Dividend
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend granted a 5.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend5.82%5.76%5.86%4.20%3.96%3.89%4.26%3.70%3.45%3.12%2.61%2.24%
VYM
Vanguard High Dividend Yield ETF
2.95%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
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%
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
5.01%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
2.12%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%0.00%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.65%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%0.00%
BIZD
VanEck Vectors BDC Income ETF
10.82%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%8.51%5.45%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.49%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DVYE
iShares Emerging Markets Dividend ETF
9.11%9.05%9.89%7.31%5.27%5.97%5.69%4.81%4.56%6.53%4.51%4.59%
KBWD
Invesco KBW High Dividend Yield Financial ETF
12.16%11.45%11.32%7.26%9.68%8.63%9.47%8.77%8.68%8.89%8.31%7.68%

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
-4.84%
-5.46%
Dividend
Benchmark (^GSPC)
Portfolio components

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 19.69%, occurring on Sep 30, 2022. Recovery took 85 trading sessions.

The current Dividend drawdown is 4.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.69%May 5, 2022103Sep 30, 202285Feb 2, 2023188
-14.96%Feb 3, 2023185Oct 27, 202332Dec 13, 2023217
-5.7%Apr 1, 202413Apr 17, 2024
-4.53%Dec 29, 202312Jan 17, 202435Mar 7, 202447
-1.95%Dec 15, 20234Dec 20, 20233Dec 26, 20237

Volatility

Volatility Chart

The current Dividend volatility is 3.59%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.59%
3.15%
Dividend
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.

DDDDVYEJEPQBIZDVIGIKBWDVYMISPYDVIGVYM
DDD1.000.400.540.530.520.630.510.600.570.57
DVYE0.401.000.430.420.660.520.790.570.520.57
JEPQ0.540.431.000.560.710.610.600.570.790.64
BIZD0.530.420.561.000.630.820.640.710.660.69
VIGI0.520.660.710.631.000.710.890.700.790.75
KBWD0.630.520.610.820.711.000.720.850.740.79
VYMI0.510.790.600.640.890.721.000.760.730.78
SPYD0.600.570.570.710.700.850.761.000.820.93
VIG0.570.520.790.660.790.740.730.821.000.92
VYM0.570.570.640.690.750.790.780.930.921.00