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Vgsh/DGRO/VIG

Last updated Dec 9, 2023

Dividend Growth

Asset Allocation


VGSH 10%VIG 45%DGRO 45%BondBondEquityEquity
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds10%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend45%
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend45%

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


110.00%115.00%120.00%125.00%130.00%135.00%140.00%145.00%JulyAugustSeptemberOctoberNovemberDecember
141.58%
138.55%
Vgsh/DGRO/VIG
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Vgsh/DGRO/VIG7.89%4.09%4.82%6.73%10.64%N/A
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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.87%5.36%2.60%-1.90%-3.72%-1.81%6.65%

Sharpe Ratio

The current Vgsh/DGRO/VIG Sharpe ratio is 0.65. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.65

The Sharpe ratio of Vgsh/DGRO/VIG 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 Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
0.65
1.25
Vgsh/DGRO/VIG
Benchmark (^GSPC)
Portfolio components

Dividend yield

Vgsh/DGRO/VIG granted a 2.28% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Vgsh/DGRO/VIG2.28%2.05%1.63%1.94%1.99%2.21%1.87%2.07%2.26%1.36%0.86%1.12%
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.


0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VGSHVIGDGRO
VGSH1.00-0.13-0.17
VIG-0.131.000.96
DGRO-0.170.961.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.52%
-4.01%
Vgsh/DGRO/VIG
Benchmark (^GSPC)
Portfolio components

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, 202025Mar 23, 2020111Aug 28, 2020136
-18.37%Jan 5, 2022186Sep 30, 2022
-15.19%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-10.41%May 19, 201569Aug 25, 2015142Mar 18, 2016211
-8.97%Jan 29, 20189Feb 8, 2018132Aug 17, 2018141

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.29%
2.77%
Vgsh/DGRO/VIG
Benchmark (^GSPC)
Portfolio components
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