DIV
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DIV , 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
The earliest data available for this chart is Oct 17, 2013, corresponding to the inception date of SHYG
Returns By Period
As of Sep 20, 2024, the DIV returned 9.39% Year-To-Date and 6.07% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| DIV | 9.39% | 2.19% | 6.22% | 15.16% | 6.82% | 6.07% |
| Portfolio components: | ||||||
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.50% | 1.88% | 5.50% | 12.58% | 4.37% | 4.22% |
TIP iShares TIPS Bond ETF | 5.07% | 1.69% | 5.57% | 8.67% | 2.40% | 2.41% |
SCHD Schwab US Dividend Equity ETF | 13.54% | 3.22% | 7.39% | 20.48% | 13.02% | 11.56% |
VEU Vanguard FTSE All-World ex-US ETF | 11.82% | 2.17% | 6.68% | 19.60% | 7.31% | 5.05% |
IWV iShares Russell 3000 ETF | 19.56% | 2.51% | 9.13% | 30.76% | 14.78% | 12.44% |
Monthly Returns
The table below presents the monthly returns of DIV , 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 | 0.20% | 1.03% | 2.00% | -2.03% | 1.87% | 0.51% | 2.78% | 1.64% | 9.39% | ||||
| 2023 | 3.30% | -1.95% | 1.35% | 0.25% | -1.72% | 2.62% | 1.95% | -0.81% | -2.14% | -1.65% | 4.73% | 3.52% | 9.53% |
| 2022 | -2.11% | -0.84% | 0.19% | -3.47% | 1.25% | -5.82% | 4.60% | -2.87% | -4.96% | 4.59% | 4.64% | -2.01% | -7.29% |
| 2021 | -0.20% | 1.63% | 2.79% | 1.52% | 1.26% | 0.39% | 0.44% | 0.93% | -1.45% | 1.68% | -1.29% | 2.91% | 11.03% |
| 2020 | -0.43% | -3.32% | -9.79% | 6.20% | 2.68% | 0.75% | 4.12% | 2.11% | -1.19% | -0.16% | 6.23% | 2.44% | 8.89% |
| 2019 | 4.64% | 1.64% | 1.11% | 1.54% | -2.88% | 3.45% | 0.36% | -0.14% | 1.19% | 0.72% | 0.95% | 1.87% | 15.24% |
| 2018 | 1.76% | -2.24% | -0.33% | 0.07% | 0.40% | 0.26% | 1.87% | 0.82% | 0.48% | -3.30% | 0.84% | -3.39% | -2.92% |
| 2017 | 0.93% | 1.60% | 0.35% | 0.73% | 1.08% | 0.01% | 1.19% | 0.25% | 1.05% | 1.16% | 0.85% | 1.07% | 10.75% |
| 2016 | -1.61% | 0.77% | 3.57% | 1.25% | 0.70% | 1.52% | 1.94% | 0.64% | 0.73% | -0.72% | 0.53% | 1.59% | 11.38% |
| 2015 | -0.15% | 2.60% | -0.92% | 1.10% | 0.16% | -1.68% | -0.21% | -3.02% | -1.90% | 4.09% | -0.95% | -1.42% | -2.49% |
| 2014 | -1.18% | 2.01% | 0.51% | 0.85% | 0.90% | 0.94% | -1.16% | 1.66% | -1.85% | 1.13% | 0.46% | -1.08% | 3.15% |
| 2013 | 0.82% | 0.76% | 0.91% | 2.51% |
Expense Ratio
DIV has an expense ratio of 0.21%, 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 risk-adjusted rank of DIV is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 3.07 | 4.89 | 1.62 | 5.27 | 25.43 |
TIP iShares TIPS Bond ETF | 1.59 | 2.38 | 1.29 | 0.60 | 8.58 |
SCHD Schwab US Dividend Equity ETF | 1.73 | 2.51 | 1.30 | 1.55 | 9.03 |
VEU Vanguard FTSE All-World ex-US ETF | 1.53 | 2.16 | 1.27 | 1.10 | 9.29 |
IWV iShares Russell 3000 ETF | 2.35 | 3.15 | 1.42 | 2.22 | 14.57 |
Dividends
Dividend yield
DIV granted a 4.56% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DIV | 4.56% | 4.78% | 4.90% | 3.97% | 3.61% | 3.92% | 4.39% | 3.93% | 3.95% | 3.62% | 3.38% | 1.44% |
| Portfolio components: | ||||||||||||
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 6.61% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% | 4.33% | 0.85% |
TIP iShares TIPS Bond ETF | 2.71% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
SCHD Schwab US Dividend Equity ETF | 2.57% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VEU Vanguard FTSE All-World ex-US ETF | 2.84% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
IWV iShares Russell 3000 ETF | 1.10% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% | 1.62% | 1.61% |
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 DIV . 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 DIV was 21.38%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.38% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -13.67% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -10.06% | May 18, 2015 | 187 | Feb 11, 2016 | 81 | Jun 8, 2016 | 268 |
| -8.34% | Sep 24, 2018 | 64 | Dec 24, 2018 | 40 | Feb 22, 2019 | 104 |
| -4.77% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current DIV volatility is 1.59%, 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
| TIP | SHYG | SCHD | VEU | IWV | |
|---|---|---|---|---|---|
| TIP | 1.00 | 0.14 | -0.04 | 0.04 | -0.02 |
| SHYG | 0.14 | 1.00 | 0.61 | 0.66 | 0.69 |
| SCHD | -0.04 | 0.61 | 1.00 | 0.74 | 0.85 |
| VEU | 0.04 | 0.66 | 0.74 | 1.00 | 0.82 |
| IWV | -0.02 | 0.69 | 0.85 | 0.82 | 1.00 |