Dividend
Asset Allocation
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
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Dividend | 4.30% | 4.35% | 5.53% | 8.71% | N/A | N/A |
| Portfolio components: | ||||||
VYM Vanguard High Dividend Yield ETF | 10.89% | 3.16% | 9.56% | 14.88% | 9.95% | 9.59% |
VIG Vanguard Dividend Appreciation ETF | 10.22% | 1.78% | 8.53% | 14.74% | 11.43% | 11.37% |
DDD 3D Systems Corporation | -37.17% | 26.27% | -21.15% | -53.44% | -15.18% | -22.68% |
VYMI Vanguard International High Dividend Yield ETF | 7.03% | 1.98% | 8.17% | 11.62% | 7.28% | N/A |
VIGI Vanguard International Dividend Appreciation ETF | 5.17% | 2.14% | 5.41% | 10.54% | 7.14% | N/A |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 10.52% | 6.11% | 10.89% | 15.67% | 7.12% | N/A |
BIZD VanEck Vectors BDC Income ETF | 9.26% | 0.01% | 5.76% | 17.79% | 11.34% | 7.95% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.06% | -4.70% | 6.11% | 18.20% | N/A | N/A |
DVYE iShares Emerging Markets Dividend ETF | 3.23% | -2.03% | 4.81% | 13.68% | -0.93% | -0.11% |
KBWD Invesco KBW High Dividend Yield Financial ETF | 7.05% | 7.15% | 5.81% | 8.31% | 3.84% | 4.61% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.42% | 0.52% | 3.52% | -4.10% | 4.00% | -1.17% | 4.30% | ||||||
| 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% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividend is 10, indicating that it is in the bottom 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 1.43 | 2.09 | 1.25 | 1.46 | 4.52 |
VIG Vanguard Dividend Appreciation ETF | 1.44 | 2.08 | 1.25 | 1.42 | 4.54 |
DDD 3D Systems Corporation | -0.79 | -1.16 | 0.87 | -0.71 | -1.15 |
VYMI Vanguard International High Dividend Yield ETF | 0.97 | 1.42 | 1.17 | 1.22 | 3.42 |
VIGI Vanguard International Dividend Appreciation ETF | 0.95 | 1.43 | 1.17 | 0.99 | 3.11 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 1.02 | 1.58 | 1.19 | 0.72 | 3.07 |
BIZD VanEck Vectors BDC Income ETF | 1.78 | 2.51 | 1.31 | 3.02 | 11.39 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.56 | 2.08 | 1.30 | 2.74 | 9.65 |
DVYE iShares Emerging Markets Dividend ETF | 0.90 | 1.40 | 1.16 | 0.90 | 3.23 |
KBWD Invesco KBW High Dividend Yield Financial ETF | 0.44 | 0.72 | 1.09 | 0.43 | 1.25 |
Dividends
Dividend yield
Dividend granted a 5.57% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | 5.57% | 5.76% | 5.86% | 4.20% | 3.96% | 3.89% | 4.26% | 3.70% | 3.45% | 3.12% | 2.61% | 2.24% |
| Portfolio components: | ||||||||||||
VYM Vanguard High Dividend Yield ETF | 2.92% | 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 | 1.80% | 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 | 4.56% | 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 | 1.85% | 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 | 4.33% | 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 | 10.95% | 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 | 9.37% | 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 | 8.50% | 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 | 11.41% | 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.
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 2.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -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 |
| -5.7% | Apr 1, 2024 | 13 | Apr 17, 2024 | 19 | May 14, 2024 | 32 |
| -4.53% | Dec 29, 2023 | 12 | Jan 17, 2024 | 35 | Mar 7, 2024 | 47 |
| -3.64% | Jun 7, 2024 | 16 | Jul 1, 2024 | 7 | Jul 11, 2024 | 23 |
Volatility
Volatility Chart
The current Dividend volatility is 3.74%, 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
| DDD | DVYE | JEPQ | BIZD | VIGI | KBWD | VYMI | SPYD | VIG | VYM | |
|---|---|---|---|---|---|---|---|---|---|---|
| DDD | 1.00 | 0.39 | 0.51 | 0.51 | 0.51 | 0.61 | 0.50 | 0.57 | 0.54 | 0.54 |
| DVYE | 0.39 | 1.00 | 0.43 | 0.42 | 0.65 | 0.50 | 0.78 | 0.55 | 0.51 | 0.55 |
| JEPQ | 0.51 | 0.43 | 1.00 | 0.54 | 0.69 | 0.58 | 0.59 | 0.53 | 0.77 | 0.61 |
| BIZD | 0.51 | 0.42 | 0.54 | 1.00 | 0.62 | 0.80 | 0.63 | 0.68 | 0.64 | 0.67 |
| VIGI | 0.51 | 0.65 | 0.69 | 0.62 | 1.00 | 0.69 | 0.89 | 0.69 | 0.78 | 0.73 |
| KBWD | 0.61 | 0.50 | 0.58 | 0.80 | 0.69 | 1.00 | 0.71 | 0.84 | 0.74 | 0.78 |
| VYMI | 0.50 | 0.78 | 0.59 | 0.63 | 0.89 | 0.71 | 1.00 | 0.74 | 0.72 | 0.77 |
| SPYD | 0.57 | 0.55 | 0.53 | 0.68 | 0.69 | 0.84 | 0.74 | 1.00 | 0.81 | 0.92 |
| VIG | 0.54 | 0.51 | 0.77 | 0.64 | 0.78 | 0.74 | 0.72 | 0.81 | 1.00 | 0.92 |
| VYM | 0.54 | 0.55 | 0.61 | 0.67 | 0.73 | 0.78 | 0.77 | 0.92 | 0.92 | 1.00 |