Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
HYG iShares iBoxx $ High Yield Corporate Bond ETF | High Yield Bonds | 40% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | Mid Cap Value Equities, Dividend | 40% |
VIG Vanguard Dividend Appreciation ETF | Dividend | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Портфель дивидендных доходов (2), 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.
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The earliest data available for this chart is Apr 11, 2007, corresponding to the inception date of HYG
Returns By Period
As of Apr 4, 2026, the Портфель дивидендных доходов (2) returned 2.57% Year-To-Date and 8.30% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Портфель дивидендных доходов (2) | 0.53% | -0.82% | 2.57% | 2.01% | 11.06% | 9.19% | 5.92% | 8.30% |
| Portfolio components: | ||||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.24% | -0.57% | 0.13% | 1.32% | 8.29% | 8.10% | 3.71% | 5.21% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 1.02% | 0.38% | 6.96% | 3.53% | 10.61% | 7.72% | 5.81% | 8.82% |
VIG Vanguard Dividend Appreciation ETF | 0.16% | -3.84% | -1.33% | -0.02% | 16.93% | 13.72% | 9.86% | 12.36% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 12, 2007, Портфель дивидендных доходов (2)'s average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +13.7%, while the worst month was Mar 2020 at -14.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Портфель дивидендных доходов (2) closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -8.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.23% | 0.74% | -1.91% | 0.56% | 2.57% | ||||||||
| 2025 | 2.26% | 1.18% | -2.17% | -3.18% | 2.45% | 1.99% | 0.69% | 2.81% | 0.29% | -0.48% | 0.79% | -0.17% | 6.47% |
| 2024 | -1.30% | 0.04% | 3.00% | -2.63% | 2.00% | -0.48% | 5.83% | 1.88% | 1.32% | -1.22% | 4.46% | -4.02% | 8.76% |
| 2023 | 3.52% | -2.75% | 0.12% | 0.81% | -4.31% | 4.18% | 2.92% | 1.00% | -4.31% | -2.44% | 6.46% | 5.63% | 10.54% |
| 2022 | -1.53% | -0.97% | 1.48% | -4.04% | 2.84% | -6.76% | 5.38% | -3.50% | -6.81% | 7.87% | 4.65% | -2.84% | -5.35% |
| 2021 | -0.50% | 3.34% | 5.31% | 1.98% | 1.47% | -0.32% | -0.05% | 1.05% | -2.18% | 2.50% | -2.06% | 5.31% | 16.66% |
Benchmark Metrics
Портфель дивидендных доходов (2) has an annualized alpha of 0.79%, beta of 0.69, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since April 12, 2007.
- This portfolio participated in 72.58% of S&P 500 Index downside but only 67.90% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.69 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.79%
- Beta
- 0.69
- R²
- 0.81
- Upside Capture
- 67.90%
- Downside Capture
- 72.58%
Expense Ratio
Портфель дивидендных доходов (2) has an expense ratio of 0.42%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Портфель дивидендных доходов (2) ranks 13 for risk / return — in the bottom 13% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.88 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.37 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.39 | -0.51 |
Martin ratioReturn relative to average drawdown | 3.65 | 6.43 | -2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 69 | 1.25 | 1.88 | 1.29 | 1.82 | 9.56 |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 18 | 0.28 | 0.53 | 1.07 | 0.43 | 1.27 |
VIG Vanguard Dividend Appreciation ETF | 42 | 0.84 | 1.28 | 1.19 | 1.24 | 5.41 |
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Dividends
Dividend yield
Портфель дивидендных доходов (2) provided a 4.52% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.52% | 4.55% | 4.52% | 4.51% | 4.20% | 3.45% | 4.00% | 3.85% | 4.37% | 3.71% | 3.79% | 4.20% |
| Portfolio components: | ||||||||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.87% | 5.71% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 4.63% | 4.85% | 4.44% | 4.58% | 4.22% | 3.83% | 4.30% | 3.78% | 4.33% | 3.21% | 3.12% | 3.44% |
VIG Vanguard Dividend Appreciation ETF | 1.60% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
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 Портфель дивидендных доходов (2). 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 Портфель дивидендных доходов (2) was 52.30%, occurring on Mar 9, 2009. Recovery took 706 trading sessions.
The current Портфель дивидендных доходов (2) drawdown is 2.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.3% | Sep 20, 2007 | 369 | Mar 9, 2009 | 706 | Dec 22, 2011 | 1075 |
| -31.65% | Feb 14, 2020 | 26 | Mar 23, 2020 | 172 | Nov 24, 2020 | 198 |
| -14.47% | Jan 18, 2022 | 178 | Sep 30, 2022 | 300 | Dec 11, 2023 | 478 |
| -12.4% | Sep 24, 2018 | 64 | Dec 24, 2018 | 40 | Feb 22, 2019 | 104 |
| -11.31% | Dec 2, 2024 | 87 | Apr 8, 2025 | 58 | Jul 2, 2025 | 145 |
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 2.78, 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
| Benchmark | HYG | PEY | VIG | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.65 | 0.75 | 0.94 | 0.85 |
| HYG | 0.65 | 1.00 | 0.54 | 0.62 | 0.72 |
| PEY | 0.75 | 0.54 | 1.00 | 0.79 | 0.95 |
| VIG | 0.94 | 0.62 | 0.79 | 1.00 | 0.88 |
| Portfolio | 0.85 | 0.72 | 0.95 | 0.88 | 1.00 |