S&P/TSX Dividend Aristocrats (^GSPTXDV)
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P/TSX Dividend Aristocrats, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
S&P/TSX Dividend Aristocrats had a return of 8.87% year-to-date (YTD) and 15.33% in the last 12 months. Over the past 10 years, S&P/TSX Dividend Aristocrats had an annualized return of 2.22%, while the S&P 500 had an annualized return of 10.55%, indicating that S&P/TSX Dividend Aristocrats did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.87% | 13.39% |
| 1 month | 4.53% | 4.02% |
| 6 months | 6.09% | 5.56% |
| 1 year | 15.33% | 21.51% |
| 5 years (annualized) | 4.42% | 12.69% |
| 10 years (annualized) | 2.22% | 10.55% |
Monthly Returns
The table below presents the monthly returns of ^GSPTXDV, 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 | 0.70% | 0.47% | 1.83% | -3.19% | 1.34% | -0.28% | 6.94% | 1.55% | 8.87% | ||||
| 2023 | 6.17% | -1.49% | -1.46% | 1.57% | -3.70% | 1.05% | 0.70% | -2.30% | -3.86% | -3.57% | 6.69% | 6.00% | 5.07% |
| 2022 | 1.56% | -0.42% | 3.40% | -4.01% | 0.05% | -7.63% | 4.56% | -2.67% | -6.83% | 3.12% | 4.85% | -3.11% | -7.83% |
| 2021 | 0.66% | 3.46% | 5.49% | 3.38% | 2.32% | 1.04% | 1.84% | 0.87% | -2.06% | 2.50% | -3.93% | 3.96% | 20.93% |
| 2020 | 2.05% | -6.50% | -25.74% | 8.76% | 0.90% | 1.62% | 4.12% | 2.33% | -0.12% | -1.91% | 11.17% | 1.56% | -6.87% |
| 2019 | 7.70% | 2.57% | 0.70% | 1.35% | -1.81% | 1.30% | 1.62% | 0.33% | 2.20% | -1.38% | 4.21% | 0.67% | 20.90% |
| 2018 | -2.76% | -3.17% | -2.34% | 1.21% | 1.43% | 1.42% | 1.66% | 1.09% | -1.91% | -4.14% | 0.25% | -5.83% | -12.66% |
| 2017 | -0.08% | 0.09% | 1.78% | -0.04% | -4.55% | 0.67% | -1.43% | 0.11% | 2.26% | 1.96% | 0.83% | -0.15% | 1.27% |
| 2016 | -2.82% | 0.68% | 5.86% | 3.27% | 1.18% | -0.54% | 1.54% | 0.36% | -0.17% | -0.65% | 3.98% | 2.54% | 16.00% |
| 2015 | -1.62% | 2.60% | -4.23% | 3.17% | -1.81% | -3.12% | -2.49% | -1.27% | -3.08% | 3.10% | -2.23% | -4.31% | -14.62% |
| 2014 | -0.11% | 3.02% | 1.62% | 0.74% | 0.63% | 1.44% | -0.26% | 3.57% | -3.35% | 0.05% | 2.26% | -0.24% | 9.60% |
| 2013 | 4.74% | 0.91% | -2.60% | -1.06% | 0.57% | -2.44% | 3.41% | -0.77% | 0.98% | 3.53% | 0.46% | 1.96% | 9.81% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^GSPTXDV is 48, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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 S&P/TSX Dividend Aristocrats. 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 S&P/TSX Dividend Aristocrats was 46.09%, occurring on Mar 23, 2020. Recovery took 279 trading sessions.
The current S&P/TSX Dividend Aristocrats drawdown is 0.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.09% | Feb 21, 2020 | 22 | Mar 23, 2020 | 279 | May 3, 2021 | 301 |
| -45.7% | Jun 6, 2008 | 188 | Mar 9, 2009 | 392 | Sep 29, 2010 | 580 |
| -24.54% | Sep 4, 2014 | 362 | Feb 11, 2016 | 901 | Sep 16, 2019 | 1263 |
| -20.09% | Apr 21, 2022 | 382 | Oct 27, 2023 | 215 | Aug 26, 2024 | 597 |
| -11.01% | Jul 25, 2011 | 50 | Oct 4, 2011 | 73 | Jan 19, 2012 | 123 |
Volatility
Volatility Chart
The current S&P/TSX Dividend Aristocrats volatility is 2.06%, 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.