Value + S&P 500
COWZ, RDVY, SYLD, DSTL, SCHX, SPGP
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
COWZ Pacer US Cash Cows 100 ETF | All Cap Equities | 16.67% |
DSTL Distillate US Fundamental Stability & Value ETF | Large Cap Growth Equities | 16.67% |
RDVY First Trust Rising Dividend Achievers ETF | Large Cap Blend Equities, Dividend | 16.67% |
SCHX Schwab U.S. Large-Cap ETF | Large Cap Growth Equities | 16.67% |
SPGP Invesco S&P 500 GARP ETF | Large Cap Growth Equities | 16.67% |
SYLD Cambria Shareholder Yield ETF | All Cap Equities, Actively Managed | 16.67% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 24, 2018, corresponding to the inception date of DSTL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| Value + S&P 500 | -2.58% | 7.92% | -7.19% | 2.80% | 17.13% | N/A |
| Portfolio components: | ||||||
COWZ Pacer US Cash Cows 100 ETF | -4.69% | 6.31% | -9.84% | -0.97% | 18.65% | N/A |
RDVY First Trust Rising Dividend Achievers ETF | 1.84% | 8.96% | -4.07% | 10.38% | 17.94% | 12.22% |
SYLD Cambria Shareholder Yield ETF | -7.10% | 7.20% | -13.86% | -8.19% | 18.63% | 9.87% |
DSTL Distillate US Fundamental Stability & Value ETF | -2.46% | 5.20% | -6.91% | 3.86% | 14.44% | N/A |
SCHX Schwab U.S. Large-Cap ETF | -0.22% | 10.87% | -1.43% | 12.96% | 17.08% | 13.91% |
SPGP Invesco S&P 500 GARP ETF | -2.83% | 9.03% | -7.35% | -1.16% | 15.47% | 12.67% |
Monthly Returns
The table below presents the monthly returns of Value + S&P 500, 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 | 3.52% | -2.27% | -4.28% | -3.42% | 4.15% | -2.58% | |||||||
| 2024 | -0.34% | 4.34% | 5.71% | -5.32% | 3.25% | -0.59% | 4.89% | 0.56% | 1.27% | -1.33% | 7.30% | -6.41% | 13.05% |
| 2023 | 8.08% | -3.12% | -1.02% | 0.35% | -2.80% | 8.39% | 5.17% | -1.82% | -3.05% | -3.50% | 7.36% | 6.23% | 20.72% |
| 2022 | -3.66% | -0.69% | 2.04% | -6.04% | 2.60% | -11.00% | 8.56% | -3.03% | -9.14% | 11.17% | 6.54% | -5.68% | -10.52% |
| 2021 | 2.67% | 6.14% | 6.94% | 4.29% | 2.41% | 0.02% | 0.88% | 2.41% | -4.22% | 5.28% | -1.25% | 5.96% | 35.70% |
| 2020 | -3.26% | -8.60% | -17.32% | 14.62% | 5.56% | 1.76% | 4.37% | 6.14% | -2.78% | -1.35% | 14.83% | 5.44% | 15.79% |
| 2019 | 9.73% | 3.61% | 0.07% | 4.22% | -8.44% | 8.34% | 2.18% | -4.39% | 4.26% | 3.15% | 4.62% | 2.82% | 32.94% |
| 2018 | 2.34% | 1.44% | -9.22% | -5.75% |
Expense Ratio
Value + S&P 500 has an expense ratio of 0.39%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Value + S&P 500 is 8, meaning it’s performing worse than 92% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
COWZ Pacer US Cash Cows 100 ETF | -0.05 | -0.04 | 1.00 | -0.11 | -0.33 |
RDVY First Trust Rising Dividend Achievers ETF | 0.50 | 0.81 | 1.11 | 0.51 | 1.73 |
SYLD Cambria Shareholder Yield ETF | -0.38 | -0.44 | 0.94 | -0.33 | -0.89 |
DSTL Distillate US Fundamental Stability & Value ETF | 0.23 | 0.38 | 1.05 | 0.17 | 0.57 |
SCHX Schwab U.S. Large-Cap ETF | 0.66 | 1.03 | 1.15 | 0.67 | 2.55 |
SPGP Invesco S&P 500 GARP ETF | -0.05 | 0.05 | 1.01 | -0.07 | -0.24 |
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Dividends
Dividend yield
Value + S&P 500 provided a 1.67% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.67% | 1.58% | 1.64% | 1.76% | 1.28% | 1.61% | 1.54% | 1.57% | 1.18% | 1.16% | 1.96% | 1.51% |
| Portfolio components: | ||||||||||||
COWZ Pacer US Cash Cows 100 ETF | 1.89% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% |
RDVY First Trust Rising Dividend Achievers ETF | 1.67% | 1.65% | 2.09% | 2.21% | 1.04% | 1.53% | 1.55% | 1.68% | 1.25% | 2.07% | 2.14% | 1.91% |
SYLD Cambria Shareholder Yield ETF | 2.23% | 2.04% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% |
DSTL Distillate US Fundamental Stability & Value ETF | 1.49% | 1.34% | 1.30% | 1.35% | 1.01% | 0.83% | 0.97% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.23% | 1.22% | 1.39% | 1.64% | 1.21% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
SPGP Invesco S&P 500 GARP ETF | 1.51% | 1.38% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% |
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 Value + S&P 500. 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 Value + S&P 500 was 38.71%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current Value + S&P 500 drawdown is 8.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.71% | Feb 13, 2020 | 27 | Mar 23, 2020 | 141 | Oct 12, 2020 | 168 |
| -20.81% | Jan 5, 2022 | 182 | Sep 26, 2022 | 202 | Jul 18, 2023 | 384 |
| -20.61% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
| -17.18% | Nov 8, 2018 | 31 | Dec 24, 2018 | 36 | Feb 15, 2019 | 67 |
| -9.55% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | SYLD | SCHX | COWZ | DSTL | SPGP | RDVY | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.74 | 0.99 | 0.78 | 0.90 | 0.90 | 0.86 | 0.90 |
| SYLD | 0.74 | 1.00 | 0.74 | 0.92 | 0.82 | 0.85 | 0.91 | 0.93 |
| SCHX | 0.99 | 0.74 | 1.00 | 0.78 | 0.90 | 0.90 | 0.86 | 0.90 |
| COWZ | 0.78 | 0.92 | 0.78 | 1.00 | 0.87 | 0.88 | 0.91 | 0.95 |
| DSTL | 0.90 | 0.82 | 0.90 | 0.87 | 1.00 | 0.91 | 0.90 | 0.94 |
| SPGP | 0.90 | 0.85 | 0.90 | 0.88 | 0.91 | 1.00 | 0.92 | 0.96 |
| RDVY | 0.86 | 0.91 | 0.86 | 0.91 | 0.90 | 0.92 | 1.00 | 0.97 |
| Portfolio | 0.90 | 0.93 | 0.90 | 0.95 | 0.94 | 0.96 | 0.97 | 1.00 |