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Disaster struck on the way to visit family in Southern Ontario. Alas, the drive now lacks the exquisite butter tarts that once accompanied it owing to the retirement of a great baker. While his company is in new hands, his magical tarts didn’t make the transition.

Bereft of butter’s best, I’ll have to seek succour in a slice of American pecan pie instead.

When it comes to the markets, Wall Street offers a similarly acceptable alternative to the exceptional Canadian Frugal Dividend portfolio. In this case, its U.S. counterpart has generated average annual gains of 12.1 per cent since the turn of the century and beat the market handily.

The U.S. Frugal Dividend portfolio cooks up returns by starting with the roughly 500 stocks in the S&P 500 index and discards those that don’t pay dividends. It then sifts out firms without relatively stable price histories by picking the 50 with the lowest volatilities over the prior 260 days. The list of 50 is finally reduced to the 10 bargain stocks with the lowest price-to-earnings ratios. The portfolio holds an equal dollar amount of the 10 stocks and is rebalanced (or refreshed) monthly.

The U.S. Frugal Dividend portfolio beat the market with average annual gains of 12.1 per cent from the end of 1999 to the end of April, 2024, while the S&P 500 advanced by an average of 7.2 per cent a year over the same period. (All of the returns herein are based on monthly data from Bloomberg and are presented in U.S.-dollar terms. The returns include dividend reinvestment but not fund fees, taxes, commissions or other trading costs.)

You can examine the performance history of the portfolio and market index in the first accompanying graph.

The portfolio’s long-term returns are sweet, but it is also important to investigate dark periods when the stock market crashed and the portfolio languished.

The second graph highlights dire times for the portfolio, and market index, since the turn of the century. It shows how far they fell, compared with their prior highs.

The early going was particularly difficult with a couple of disastrous crashes. The market index suffered a sickening slide of 45 per cent beginning from a peak in 2000 at the top of the internet bubble. The market index fared even worse a few years later in the financial crisis of 2008-09 when it plunged 51 per cent.

On the other hand, the U.S. Frugal Dividend portfolio held up relatively well after the internet bubble burst with a brief decline of 16 per cent. Mind you, it fell 42 per cent in the financial crisis.

More recently, the quick COVID-19 crash of 2020 pushed the market down 20 per cent while the portfolio fared a little worse with a decline of 22 per cent before rebounding.

Both fell again when war and inflation hit in 2022. The market dropped 24 per cent in the fall of 2022 but the portfolio weathered the assault better with a dip of only 16 per cent.

I’ve high hopes that the U.S. Frugal Dividend portfolio – and its Canadian counterpart – will continue to provide delicious returns over the long term. But investors should expect to see setbacks – and perhaps large ones – over the years.

You can find the stocks in the U.S. and Canadian Frugal Dividend portfolios via this link, which also provides updates to many of the other portfolios I track for The Globe and Mail.

Norman Rothery, PhD, CFA, is the founder of StingyInvestor.com.

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