Vgsh/DGRO/VIG
Dividend Growth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 10% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 45% |
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 45% |
Performance
The chart shows the growth of an initial investment of $10,000 in Vgsh/DGRO/VIG, 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 Jun 12, 2014, corresponding to the inception date of DGRO
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Vgsh/DGRO/VIG | 7.89% | 4.09% | 4.82% | 6.73% | 10.64% | N/A |
| Portfolio components: | ||||||
VIG Vanguard Dividend Appreciation ETF | 10.58% | 4.72% | 6.01% | 8.28% | 12.05% | 10.63% |
DGRO iShares Core Dividend Growth ETF | 6.23% | 5.04% | 4.25% | 4.48% | 11.13% | N/A |
VGSH Vanguard Short-Term Treasury ETF | 3.23% | 0.83% | 1.91% | 3.20% | 1.16% | 0.87% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.87% | 5.36% | 2.60% | -1.90% | -3.72% | -1.81% | 6.65% |
Dividend yield
Vgsh/DGRO/VIG granted a 2.28% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vgsh/DGRO/VIG | 2.28% | 2.05% | 1.63% | 1.94% | 1.99% | 2.21% | 1.87% | 2.07% | 2.26% | 1.36% | 0.86% | 1.12% |
| Portfolio components: | ||||||||||||
VIG Vanguard Dividend Appreciation ETF | 1.91% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% | 2.37% |
DGRO iShares Core Dividend Growth ETF | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 3.20% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% | 0.52% |
Expense Ratio
The Vgsh/DGRO/VIG has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 0.78 | ||||
DGRO iShares Core Dividend Growth ETF | 0.44 | ||||
VGSH Vanguard Short-Term Treasury ETF | 1.16 |
Asset Correlations Table
| VGSH | VIG | DGRO | |
|---|---|---|---|
| VGSH | 1.00 | -0.13 | -0.17 |
| VIG | -0.13 | 1.00 | 0.96 |
| DGRO | -0.17 | 0.96 | 1.00 |
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 Vgsh/DGRO/VIG. 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 Vgsh/DGRO/VIG was 29.88%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.88% | Feb 18, 2020 | 25 | Mar 23, 2020 | 111 | Aug 28, 2020 | 136 |
| -18.37% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -15.19% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -10.41% | May 19, 2015 | 69 | Aug 25, 2015 | 142 | Mar 18, 2016 | 211 |
| -8.97% | Jan 29, 2018 | 9 | Feb 8, 2018 | 132 | Aug 17, 2018 | 141 |
Volatility Chart
The current Vgsh/DGRO/VIG volatility is 2.29%, 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.