Global Conservative vs Sharpe Maximizer

How $10,000 would have grown in each — compared across total return, income, NAV, and risk.

Compared over their common history since Jan 2023.

Judge on

Window

WinnerGlobal Conservative

Low riskLow reward

2.6%

yield · $22/mo per $10k

Sharpe Maximizer

Low riskLow reward

3.8%

yield · $31/mo per $10k

Global Conservative wins on total return (2–0, full common history).

Growth of $10,000 (dividends reinvested)

Global ConservativeSharpe MaximizerDistributions reinvested · hypothetical, fixed weights

Total Return2–0

64.6%

Total Ret.

39.8%

16.0%

CAGR

10.5%

Income1–2

2.6%

Yield

3.8%

$22

Income

$31

0.45

Steadiness

0.54

Principal / NAV2–0

44.2%

NAV

23.1%

-9.7%

Max DD

-11.9%

Risk3–1

13.9

Risk-Adj.

11.3

1.88

Sortino

1.24

12.2%

Volatility

12.2%

1.8

Safety

1.9

Holdings overlap

30% overlap

Global Conservative only

VYM 25%VYMI 25%IDV 20%

Shared

SCHD 30%

Sharpe Maximizer only

VIG 30%DGRO 20%HDV 15%

The risk-first read

Global Conservative wins. Sharpe Maximizer dangles a bigger 3.8% headline yield, but after NAV erosion its total return (39.8%) trails Global Conservative's 64.6% — and at a higher risk tier (1.9 vs 1.8). The classic yield trap.

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Growth is a hypothetical, fixed-weight backtest with distributions reinvested at ex-date since Jan 2023 — no fees or taxes; past performance doesn't predict future results. How these numbers are computed. Not investment advice.