Vgsh/DGRO/VIG
Dividend Growth
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 45% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 10% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 45% |
Performance
Performance Chart
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 every 3 months.
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Dec 31, 2024, the Vgsh/DGRO/VIG returned 16.15% Year-To-Date and 10.75% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.00% | -2.50% | 6.76% | 23.31% | 12.57% | 11.09% |
| Vgsh/DGRO/VIG | 0.00% | -4.09% | 7.44% | 16.18% | 10.55% | 10.75% |
| Portfolio components: | ||||||
VIG Vanguard Dividend Appreciation ETF | 0.00% | -3.79% | 7.65% | 17.20% | 11.55% | 11.43% |
DGRO iShares Core Dividend Growth ETF | 0.00% | -4.71% | 7.64% | 16.27% | 10.55% | 11.40% |
VGSH Vanguard Short-Term Treasury ETF | 0.00% | 0.19% | 2.67% | 4.10% | 1.31% | 1.33% |
Monthly Returns
The table below presents the monthly returns of Vgsh/DGRO/VIG, 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 | 1.21% | 3.09% | 3.23% | -3.74% | 3.03% | 0.96% | 4.19% | 3.09% | 1.46% | -1.52% | 4.92% | 16.24% | |
| 2023 | 2.67% | -2.65% | 1.32% | 1.97% | -3.02% | 5.70% | 2.75% | -2.04% | -3.94% | -1.94% | 6.99% | 4.37% | 12.06% |
| 2022 | -4.10% | -2.55% | 2.50% | -4.99% | 0.76% | -6.27% | 6.20% | -3.36% | -7.88% | 9.56% | 6.47% | -3.61% | -8.62% |
| 2021 | -2.12% | 2.02% | 6.23% | 3.52% | 1.71% | -0.26% | 2.76% | 1.87% | -4.50% | 6.00% | -1.35% | 6.31% | 23.79% |
| 2020 | -0.43% | -8.14% | -10.40% | 9.95% | 3.39% | 0.22% | 4.34% | 5.15% | -1.71% | -2.05% | 10.39% | 2.71% | 11.82% |
| 2019 | 5.83% | 3.88% | 1.07% | 3.50% | -4.83% | 6.36% | 1.69% | -0.33% | 2.12% | 0.97% | 2.74% | 2.25% | 27.82% |
| 2018 | 4.54% | -3.68% | -1.89% | -0.46% | 1.58% | 0.21% | 4.56% | 2.64% | 1.06% | -5.46% | 3.69% | -7.87% | -1.97% |
| 2017 | 1.30% | 4.17% | -0.04% | 1.23% | 1.25% | 0.75% | 0.89% | 0.03% | 2.30% | 1.96% | 4.00% | 1.22% | 20.69% |
| 2016 | -2.50% | 0.88% | 5.60% | 0.41% | 1.15% | 1.62% | 2.39% | -0.08% | -0.83% | -1.54% | 3.52% | 1.41% | 12.42% |
| 2015 | -3.15% | 4.88% | -1.72% | -0.03% | 1.01% | -2.26% | 1.86% | -5.29% | -1.54% | 6.60% | 0.11% | -1.01% | -1.14% |
| 2014 | 1.26% | -2.56% | 3.44% | -0.87% | 2.53% | 2.80% | 0.23% | 6.88% |
Expense Ratio
Vgsh/DGRO/VIG has an expense ratio of 0.07%, which is considered low compared to other funds. 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 Vgsh/DGRO/VIG is 60, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 1.64 | 2.31 | 1.30 | 3.34 | 9.99 |
DGRO iShares Core Dividend Growth ETF | 1.69 | 2.39 | 1.31 | 2.81 | 9.41 |
VGSH Vanguard Short-Term Treasury ETF | 2.27 | 3.47 | 1.46 | 4.07 | 9.80 |
Dividends
Dividend yield
Vgsh/DGRO/VIG provided a 2.21% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.21% | 2.28% | 2.05% | 1.63% | 1.94% | 1.99% | 2.22% | 1.87% | 2.07% | 2.26% | 1.36% |
| Portfolio components: | |||||||||||
VIG Vanguard Dividend Appreciation ETF | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
DGRO iShares Core Dividend Growth ETF | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
VGSH Vanguard Short-Term Treasury ETF | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
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 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 31.32%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Vgsh/DGRO/VIG drawdown is 4.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.32% | Feb 18, 2020 | 25 | Mar 23, 2020 | 114 | Sep 2, 2020 | 139 |
| -19.17% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -15.78% | Sep 24, 2018 | 64 | Dec 24, 2018 | 69 | Apr 4, 2019 | 133 |
| -10.46% | May 19, 2015 | 69 | Aug 25, 2015 | 142 | Mar 18, 2016 | 211 |
| -9.25% | Jan 29, 2018 | 9 | Feb 8, 2018 | 132 | Aug 17, 2018 | 141 |
Volatility
Volatility Chart
The current Vgsh/DGRO/VIG volatility is 3.31%, 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
| VGSH | VIG | DGRO | |
|---|---|---|---|
| VGSH | 1.00 | -0.10 | -0.14 |
| VIG | -0.10 | 1.00 | 0.96 |
| DGRO | -0.14 | 0.96 | 1.00 |