STRASMORE/EXPLORE 2,170 QUERIES

Thirteen big dividend and income funds: last ex-date, cadence, and the implied next ex-date

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-25, from Upcoming Ex-Dividend Dates: Stocks This Week.

as of series 13×8read in context →
Thirteen big dividend and income funds: last ex-date, cadence, and the implied next ex-date — 13 rows by 8 columns, computed from US exchange, SIP and OPRA data.
tickerpayments_per_yearlast_ex_datelast_ex_labellast_per_share_usdtypical_gap_daysimplied_next_eximplied_next_label
JEPI122026-08-03Aug 30.3666302026-09-02Sep 2
JEPQ122026-08-03Aug 30.705302026-09-02Sep 2
DGRO42026-06-15Jun 150.3306912026-09-14Sep 14
DVY42026-06-15Jun 151.2472912026-09-14Sep 14
SPY42026-06-18Jun 181.9035912026-09-17Sep 17
VYM42026-06-18Jun 180.9795912026-09-17Sep 17
QYLD122026-08-24Aug 240.1829282026-09-21Sep 21
SPHD122026-08-24Aug 240.2196282026-09-21Sep 21
SPYD42026-06-22Jun 220.5428912026-09-21Sep 21
NOBL42026-06-24Jun 240.3037912026-09-23Sep 23
SCHD42026-06-24Jun 240.2525912026-09-23Sep 23
VIG42026-06-26Jun 260.9988912026-09-25Sep 25
HDV42026-08-19Aug 190.1046902026-11-17Nov 17
Rows × columns
13 × 8
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Thirteen big dividend and income funds: last ex-date, cadence, and the implied next ex-date, derived from the stored result.
ColumnTypeRangeNotes
ticker text 13 distinct values (DGRO, DVY, HDV…)
payments_per_year number 4 to 12
last_ex_date date 2026-06-15 to 2026-08-24
last_ex_label text 8 distinct values (Aug 19, Aug 24, Aug 3…)
last_per_share_usd number 0.1046 to 1.9035 US dollars
typical_gap_days number 28 to 91
implied_next_ex date 2026-09-02 to 2026-11-17
implied_next_label text 7 distinct values (Nov 17, Sep 14, Sep 17…)

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
WITH hist AS (
    SELECT ticker, ex_dividend_date, cash_amount, frequency,
           dateDiff('day', lagInFrame(ex_dividend_date) OVER (PARTITION BY ticker ORDER BY ex_dividend_date), ex_dividend_date) AS gap_days
    FROM global_markets.stocks_dividends
    WHERE ticker IN ('SCHD', 'VYM', 'VIG', 'DVY', 'SPYD', 'JEPI', 'JEPQ', 'QYLD', 'SPHD', 'NOBL', 'DGRO', 'HDV', 'SPY')
      AND cash_amount > 0
      AND ex_dividend_date >= today() - 800
)
SELECT ticker,
       any(frequency) AS payments_per_year,
       toString(max(ex_dividend_date)) AS last_ex_date,
       formatDateTime(max(ex_dividend_date), '%b %e') AS last_ex_label,
       round(argMax(cash_amount, ex_dividend_date), 4) AS last_per_share_usd,
       round(quantileDeterministicIf(0.5)(gap_days, cityHash64(ticker, ex_dividend_date), gap_days BETWEEN 5 AND 200)) AS typical_gap_days,
       toString(max(ex_dividend_date) + toIntervalDay(round(quantileDeterministicIf(0.5)(gap_days, cityHash64(ticker, ex_dividend_date), gap_days BETWEEN 5 AND 200)))) AS implied_next_ex,
       formatDateTime(max(ex_dividend_date) + toIntervalDay(round(quantileDeterministicIf(0.5)(gap_days, cityHash64(ticker, ex_dividend_date), gap_days BETWEEN 5 AND 200))), '%b %e') AS implied_next_label
FROM hist
GROUP BY ticker
HAVING countIf(gap_days BETWEEN 5 AND 200) > 0
ORDER BY implied_next_ex, ticker

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