VRP VRIG CGDV
VRP VRIG CGDV
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CGDV Capital Group Dividend Value ETF | Large Cap Value Equities, Dividend | 47% |
VRIG Invesco Variable Rate Investment Grade ETF | Total Bond Market, Actively Managed | 27% |
VRP Invesco Variable Rate Preferred ETF | Preferred Stock/Convertible Bonds | 26% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of CGDV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.02% | -3.08% | 9.39% | 14.45% | 10.68% |
| VRP VRIG CGDV | 2.62% | 2.68% | 0.83% | 8.82% | N/A | N/A |
| Portfolio components: | ||||||
VRIG Invesco Variable Rate Investment Grade ETF | 1.75% | 0.72% | 2.35% | 5.30% | 4.49% | N/A |
VRP Invesco Variable Rate Preferred ETF | 1.84% | 0.94% | 1.50% | 6.84% | 6.35% | 4.93% |
CGDV Capital Group Dividend Value ETF | 3.55% | 4.81% | -0.44% | 11.80% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of VRP VRIG CGDV, 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 | 2.36% | 0.69% | -1.65% | -1.17% | 2.44% | 2.62% | |||||||
| 2024 | 0.89% | 2.35% | 2.67% | -1.03% | 2.26% | 0.74% | 3.20% | 1.45% | 1.59% | -0.40% | 1.83% | -2.09% | 14.17% |
| 2023 | 4.08% | -0.79% | 0.08% | 1.89% | -0.32% | 3.69% | 2.97% | -0.88% | -1.79% | -1.33% | 5.11% | 4.32% | 18.01% |
| 2022 | 1.11% | 1.28% | -4.26% | 0.80% | -5.32% | 3.75% | -1.55% | -5.67% | 5.38% | 4.26% | -0.82% | -1.77% |
Expense Ratio
VRP VRIG CGDV has an expense ratio of 0.37%, 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
With an overall rank of 78, VRP VRIG CGDV is among the top 22% of 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 | |
|---|---|---|---|---|---|
VRIG Invesco Variable Rate Investment Grade ETF | 5.32 | 7.36 | 3.01 | 7.08 | 58.49 |
VRP Invesco Variable Rate Preferred ETF | 1.33 | 1.78 | 1.25 | 1.64 | 8.44 |
CGDV Capital Group Dividend Value ETF | 0.75 | 1.04 | 1.15 | 0.78 | 3.26 |
Loading data...
Dividends
Dividend yield
VRP VRIG CGDV provided a 3.77% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.77% | 3.90% | 4.11% | 2.68% | 1.32% | 1.51% | 2.18% | 2.15% | 1.84% | 1.49% | 1.31% | 0.79% |
| Portfolio components: | ||||||||||||
VRIG Invesco Variable Rate Investment Grade ETF | 5.58% | 6.09% | 5.97% | 2.39% | 0.78% | 1.57% | 3.12% | 2.89% | 2.31% | 0.60% | 0.00% | 0.00% |
VRP Invesco Variable Rate Preferred ETF | 5.86% | 5.78% | 6.61% | 5.38% | 4.25% | 4.17% | 5.15% | 5.28% | 4.69% | 5.10% | 5.02% | 3.04% |
CGDV Capital Group Dividend Value ETF | 1.57% | 1.60% | 1.66% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the VRP VRIG CGDV. 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 VRP VRIG CGDV was 12.61%, occurring on Sep 30, 2022. Recovery took 137 trading sessions.
The current VRP VRIG CGDV drawdown is 1.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.61% | Mar 30, 2022 | 128 | Sep 30, 2022 | 137 | Apr 19, 2023 | 265 |
| -7.87% | Feb 21, 2025 | 33 | Apr 8, 2025 | 27 | May 16, 2025 | 60 |
| -4.8% | Aug 1, 2023 | 63 | Oct 27, 2023 | 14 | Nov 16, 2023 | 77 |
| -3.02% | Aug 1, 2024 | 3 | Aug 5, 2024 | 10 | Aug 19, 2024 | 13 |
| -2.61% | Dec 2, 2024 | 14 | Dec 19, 2024 | 22 | Jan 24, 2025 | 36 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.77, 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 | VRIG | VRP | CGDV | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.20 | 0.53 | 0.92 | 0.92 |
| VRIG | 0.20 | 1.00 | 0.16 | 0.19 | 0.24 |
| VRP | 0.53 | 0.16 | 1.00 | 0.52 | 0.65 |
| CGDV | 0.92 | 0.19 | 0.52 | 1.00 | 0.98 |
| Portfolio | 0.92 | 0.24 | 0.65 | 0.98 | 1.00 |