VYM — VYM | U.S. High Dividend ETF 13F holdings and portfolio analysis

ReadyVYM | U.S. High Dividend ETF · Frederick McNabb

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Baseline

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Baselinetested
Strategy Q&A reference3 reference Q&A

Pre-generated Q&A about this fund. Use as reference context for your own analysis.

baseline13FChat AI
What does directly following the disclosed baseline portfolio expose an investor to?

Following the disclosed baseline exposes an investor to a diversified but still factor-tilted dividend portfolio with moderate top-name risk and clear benchmark lag risk. The baseline top 10 holdings are 27.31% and top 20 are 40.30%, so this is not an extreme concentrated strategy, but AVGO still leads at 7.63%. Sector exposure is centered in Financials (22.12%), Information Technology (15.68%), Health Care (13.28%), Industrials (12.16%), and Consumer Staples (11.01%). The backtest profile is lower-risk than SPY, with beta 0.67 and max drawdown -14.02%, but it came with negative alpha (-2.99) and only moderate Sharpe (0.79).

Can you show how much of the baseline’s total risk comes from AVGO plus the top Financials and Health Care names?
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The recent periods that best explain the trade-off are the defensive wins in early 2025 and the lagging rebounds after market drawdowns. In 2025-01 the baseline lost just -0.20% versus SPY at -2.79%, for +2.59% excess return, and in 2025-02 it lost -4.25% versus SPY at -6.48%, for +2.23% excess. But that protection faded in rebound phases: 2025-04 returned 3.41% versus SPY 6.28% (-2.88% excess), 2025-05 returned 2.71% versus 3.75% (-1.04%), and 2025-09 returned -0.14% versus +2.05% (-2.19%). Those periods match the overall pattern of lower beta defense but weaker upside capture.

Can you summarize the baseline’s best and worst excess-return months and tie them to the fund’s defensive sector mix?
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

The next step is to inspect whether the baseline’s income-defensive structure is worth its persistent relative underperformance. Start with the largest positions and sector weights: AVGO at 7.63%, JPM at 4.18%, XOM at 2.42%, JNJ at 2.37%, and WMT at 2.31%, alongside Financials at 22.12% and Information Technology at 15.68%. Then compare that structure with the baseline’s realized trade-off: annualized return 9.33%, total return 29.58%, Sharpe 0.79, and alpha -2.99. If the goal is smoother equity exposure and lower beta, the baseline may be acceptable; if the goal is beating SPY, the evidence so far argues for caution.

Can you test whether removing or capping AVGO and the biggest Financials would improve the baseline’s benchmark-relative profile?
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