Side-by-side comparison

Compare investment strategies

ESG Dividend Large/Mid Cap US Stocks vs Women-Led US Companies Momentum with Volatility Weighting

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Live, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

8.1%

20.7%Best

6.9%

28.3%Best

14.7%Best

23.3%

0.37

1.19Best

-12.0%Best

-25.4%

Fee

0.20%

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Minimum investment

$100

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Each source uses its own scale

2(1-5 (Interactive Advisors))

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Inception

2019-07-24

2024-11-26

Holdings

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82%Best

80%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

ESG Dividend Large/Mid Cap US StocksLiveup 40.8%
S&P 500 ETFup 79.9%

No published history to chart: Women-Led US Companies Momentum with Volatility Weighting.

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Rebalance schedule

Universe / index

Data provider / source: ESG (general) · provider not named

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Event handling / exception

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Include screen: Dividends / yield

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Include screen: ESG (general) · provider not named

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Number of holdings

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Risk control

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Sector / asset cap

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Trading signal: Momentum

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Weight by score: Dividends / yield

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Weighting scheme

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Every published figureShow 77 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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equities, multi-sector, risk-managed, volatility targeting, weekly rebalance, women-led companies

Asset classes / instruments

equities

Composition (ETFs / Stocks / Mixed)

STOCKS

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Curated collections (Interactive Advisors)

Income generating portfolios

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ESG / responsible flag

Yes

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Smart beta flag

Yes

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Theme keywords (Interactive Advisors)

Dividend yields, ESG focus, Large-cap, Mid-cap

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Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

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0.09

Benchmark (methodology text)

Broad market investable ETF benchmark without an ESG focus

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Beta vs SPY, out-of-sample (out-of-sample)

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1.15

Correlation (R) vs SPY, out-of-sample (out-of-sample)

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0.83

Returns

Annualized return since inception (Lighthorse, daily, live)

7.25%

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Backtest length

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2,838

Out-of-sample length

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473

Return since inception (annualized) (live account)

6.90%

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Return since inception (cumulative) (live account)

62.10%

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Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)

-9.03%

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Return, backtest period (annualized) (backtest)

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25.61%

Return, backtest period (cumulative) (backtest)

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1205%

Return, last 30 days (live account)

-4.20%

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Return, last 365 days (Lighthorse, daily, live)

11.79%

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Return, last 365 days (live account)

8.10%

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Return, last 5 years (cumulative) (live account)

30.20%

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Return, last 90 days (live account)

0.30%

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Return, out-of-sample period (annualized) (out-of-sample)

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28.32%

Return, out-of-sample period (cumulative) (out-of-sample)

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58.90%

Return, trailing 1 day (out-of-sample)

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-0.74%

Return, trailing 1 month (out-of-sample)

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4.47%

Return, trailing 1 week (out-of-sample)

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-0.11%

Return, trailing 1 year (backtest)

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21.56%

Return, trailing 1 year (out-of-sample)

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20.66%

Return, trailing 2 weeks (out-of-sample)

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1.21%

Return, trailing 3 months (out-of-sample)

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5.65%

Return, year to date (live account)

9.50%

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SPY annualized return over the backtest window (backtest)

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14.13%

Trading activity

Annualized turnover, backtest period (backtest)

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8.39

Annualized turnover, out-of-sample period (out-of-sample)

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8.85

Daily win rate, backtest period (backtest)

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54.58%

Daily win rate, out-of-sample period (out-of-sample)

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54.33%

Backtest

Backtest final value (from $10,000)

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$130k

Backtest regulatory fees

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$96

Backtest slippage cost

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$732

Risk metrics

Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)

0.99

—

Calmar ratio, backtest period (backtest)

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0.55

Calmar ratio, out-of-sample period (out-of-sample)

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1.12

Maximum drawdown since inception (Lighthorse, daily, live)

-39.74%

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Maximum drawdown, backtest period (backtest)

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-46.77%

Maximum drawdown, last 365 days (Lighthorse, daily, live)

-11.98%

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Maximum drawdown, last 365 days (live account)

-12.00%

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Maximum drawdown, out-of-sample period (out-of-sample)

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-25.36%

Sharpe ratio since inception (Lighthorse, daily, live)

0.30

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Sharpe ratio, backtest period (backtest)

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1.04

Sharpe ratio, last 365 days (Lighthorse, daily, live)

0.57

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Sharpe ratio, last 365 days (live account)

0.37

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Sharpe ratio, out-of-sample period (out-of-sample)

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1.19

Sortino ratio, backtest period (backtest)

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1.51

Sortino ratio, last 365 days (Lighthorse, daily, live)

0.87

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Sortino ratio, last 365 days (live account)

0.63

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Sortino ratio, out-of-sample period (out-of-sample)

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1.77

Standard deviation, backtest period (backtest)

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24.88%

Standard deviation, out-of-sample period (out-of-sample)

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23.31%

Value-at-risk 95% 1-week, last 365 days (live account)

-3.40%

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Volatility since inception (Lighthorse, daily, live)

20.25%

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Volatility, last 365 days (Lighthorse, daily, live)

14.21%

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Volatility, last 365 days (live account)

14.70%

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Quality

Community review status

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ACTIVE

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

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0.10

Construction

Logic complexity (node count)

—

Rebalance frequency

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weekly

Rebalancing (methodology text)

Quarterly (Smart Beta line)

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Cost & access

Management / advisory fee

0.20%

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Minimum investment

$100

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Disclosure

Metrics calculated through

2026-10-09

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Popularity

Remixes (copies)

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Watchers

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Risk score

Risk label (Interactive Advisors)

Growth

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Risk score 1-5 (Interactive Advisors)

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Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources