What is LVHD?

LVHD tracks an index of roughly 50-100 US stocks selected from across the market cap spectrum. Stocks are selected and weighted to emphasize profitability, high dividends, low price volatility and low earnings volatility.

PERFORMANCE [as of 03/21/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LVHD -3.86% -4.45% -4.35% -3.15% 20.45% 7.58% --
LVHD (NAV) -3.86% -4.43% -4.55% -3.20% 20.43% 7.59% --
QS Low Volatility High Dividend Index -3.87% -4.40% -4.54% -2.97% 20.70% 7.84% --
MSCI USA IMI -0.43% 3.57% 4.59% -9.45% 22.45% 9.46% 11.72%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

LVHD Factset Analytics Insight

LVHD explicitly aims for what it calls “stable yield”. Its use of technical inputs as well as fundamental factors in search of dividend sustainability sets it apart from many competing funds which rely solely on the latter. Specifically, LVHD considers the volatility of prices and earnings in addition to yield and positive earnings. The fund culls a relative handful of names (roughly 50 to 100) from its broad parent index using this approach, and weights them in the same fashion, subject to constraints on concentration, turnover and liquidity. For alternatives to LVHD, investors can consider ETFs in the high-dividend segment, from which we exclude LVHD due to its emphasis on low vol. Prior to June 22, 2022 the fund name was Legg Mason Low Volatility High Dividend ETF. The name change was due to acquistion occuring in July of 2020.

LVHD Summary Data

12/29/15
0.27%
$1.09B
MSCI USA IMI
Open-Ended Fund

Peers

MSCI USA IMI

Fund Flows

+$0.11B 5 Days
+$0.13B 30 Days
+$0.27B 90 Days

LVHD Portfolio Data

$83.42B
15.85
2.34
3.37%
N/A
98

LVHD Index Data

Multi-Factor
Multi-Factor
MSCI USA IMI

LVHD Portfolio Management

0.27%
-0.30%
-0.19%
-0.38%

LVHD Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

LVHD Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

Factset Analytics Block Liquidity

As of 03/22/23

This measurement shows how easy it is to trade a $1 million USD block of LVHD. LVHD is rated a 5 out of 5.

LVHD Tradability

239,437
$8.87M
128,850
$4.87M
0.07%
$0.03
0.03%
0.22% / -0.26%
None
100.00%
50,000
2.58
0.02%
0.02%
166
$36.32
5

LVHD Sector/Industry Breakdown

LVHD Segment
Benchmark
25.17% --
22.09% --
19.44% --
6.85% --
5.60% --
5.30% --
4.86% --
4.35% --
2.89% --
2.79% --

LVHD Performance Statistics

0.70
0.59
0.63
0.61
0.80%
MSCI USA IMI

LVHD Countries

LVHD Segment
Benchmark
99.73% 99.92%
-- 0.08%

LVHD Regions

LVHD Segment
Benchmark
99.73% 100.00%

LVHD Economic Development

LVHD Segment
Benchmark
99.73% 100.00%
0.00% 0.00%

LVHD Benchmark Comparison Holdings

98
2560
94
9.70%

LVHD Benchmark Comparison Summary

LVHD Segment
Benchmark
98 2560
$83.42B $391.49B
15.85 20.56
2.34 3.75
3.70% 1.53%
Low Low

LVHD Benchmark Comparison Market Cap Size

LVHD Segment
Benchmark
82.47% 86.91%
15.77% 10.27%
1.44% 2.60%
0.04% 0.22%