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
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The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of May 11, 2025, the Vgsh/DGRO/VIG returned -0.79% Year-To-Date and 10.32% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Vgsh/DGRO/VIG | -0.79% | 5.12% | -3.85% | 7.45% | 12.22% | 10.32% |
| Portfolio components: | ||||||
VIG Vanguard Dividend Appreciation ETF | -1.37% | 5.87% | -4.46% | 8.09% | 13.23% | 11.20% |
DGRO iShares Core Dividend Growth ETF | -0.84% | 5.53% | -4.61% | 7.15% | 13.58% | 11.22% |
VGSH Vanguard Short-Term Treasury ETF | 1.97% | 0.20% | 2.56% | 5.69% | 1.16% | 1.48% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.07% | 0.74% | -3.21% | -1.80% | 0.52% | -0.79% | |||||||
| 2024 | 1.16% | 2.88% | 3.06% | -3.53% | 2.88% | 0.94% | 4.01% | 2.96% | 1.42% | -1.47% | 4.63% | -3.99% | 15.50% |
| 2023 | 2.57% | -2.55% | 1.35% | 1.87% | -2.87% | 5.36% | 2.60% | -1.90% | -3.72% | -1.81% | 6.65% | 4.19% | 11.68% |
| 2022 | -3.92% | -2.42% | 2.26% | -4.72% | 0.72% | -5.91% | 5.90% | -3.22% | -7.53% | 9.05% | 6.20% | -3.44% | -8.26% |
| 2021 | -2.02% | 1.92% | 5.93% | 3.35% | 1.62% | -0.26% | 2.63% | 1.77% | -4.28% | 5.67% | -1.28% | 5.97% | 22.46% |
| 2020 | -0.36% | -7.74% | -9.84% | 9.66% | 3.30% | 0.20% | 4.19% | 4.98% | -1.65% | -1.96% | 9.97% | 2.60% | 11.94% |
| 2019 | 5.68% | 3.79% | 1.05% | 3.39% | -4.63% | 6.15% | 1.64% | -0.27% | 2.02% | 0.93% | 2.63% | 2.17% | 26.96% |
| 2018 | 4.39% | -3.58% | -1.80% | -0.46% | 1.55% | 0.20% | 4.42% | 2.57% | 1.04% | -5.27% | 3.56% | -7.54% | -1.74% |
| 2017 | 1.29% | 4.09% | -0.04% | 1.22% | 1.23% | 0.72% | 0.86% | 0.03% | 2.24% | 1.90% | 3.90% | 1.19% | 20.21% |
| 2016 | -2.48% | 0.88% | 5.57% | 0.40% | 1.14% | 1.62% | 2.36% | -0.08% | -0.82% | -1.53% | 3.46% | 1.40% | 12.30% |
| 2015 | -3.12% | 4.84% | -1.71% | -0.03% | 1.00% | -2.25% | 1.85% | -5.27% | -1.52% | 6.61% | 0.12% | -1.01% | -1.07% |
| 2014 | 1.26% | -2.55% | 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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vgsh/DGRO/VIG is 52, 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 | 0.54 | 0.95 | 1.14 | 0.64 | 2.62 |
DGRO iShares Core Dividend Growth ETF | 0.50 | 0.90 | 1.13 | 0.61 | 2.45 |
VGSH Vanguard Short-Term Treasury ETF | 3.38 | 5.63 | 1.75 | 5.85 | 16.82 |
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Dividends
Dividend yield
Vgsh/DGRO/VIG provided a 2.28% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.28% | 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 | 1.85% | 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 | 2.29% | 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 | 4.18% | 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.
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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.
The current Vgsh/DGRO/VIG drawdown is 5.04%.
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 | 302 | Dec 13, 2023 | 488 |
| -15.19% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -12.89% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -10.41% | May 19, 2015 | 69 | Aug 25, 2015 | 142 | Mar 18, 2016 | 211 |
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 3 assets, with an effective number of assets of 2.41, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VGSH | VIG | DGRO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.14 | 0.92 | 0.91 | 0.93 |
| VGSH | -0.14 | 1.00 | -0.10 | -0.14 | -0.11 |
| VIG | 0.92 | -0.10 | 1.00 | 0.96 | 0.99 |
| DGRO | 0.91 | -0.14 | 0.96 | 1.00 | 0.99 |
| Portfolio | 0.93 | -0.11 | 0.99 | 0.99 | 1.00 |