SEC 30-Day Yield vs Distribution Yield
Trailing twelve-month yield and indicated yield, same funds, same dayranking ·
2026-08-22 · 6×4
One bond fund, two distribution yields, month by monthseries ·
2026-08-22 · 37×4
The market rate backdrop: 3-month and 10-year Treasury yieldsseries ·
2026-08-22 · 53×4
Two years of regular distributions: how many, and how variableranking ·
2026-08-22 · 6×3
Trailing twelve-month yield and indicated yield, same funds, same day
Trailing twelve-month yield and indicated yield, same funds, same day
| fund | ttm_distribution_yield_pct | indicated_yield_pct | gap_pct |
|---|---|---|---|
| JEPI | 7.91 | 7.59 | 0.31 |
| VYM | 2.2 | 2.38 | 0.17 |
| SCHD | 3 | 2.89 | 0.11 |
| TLT | 4.74 | 4.82 | 0.08 |
| QQQ | 0.42 | 0.45 | 0.03 |
| SPY | 0.98 | 0.99 | 0.01 |
the exact SQL behind every number
WITH
px AS
(
SELECT
ticker,
argMax(toFloat64(close), date) AS last_close
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SPY', 'SCHD', 'VYM', 'QQQ', 'TLT', 'JEPI')
AND date >= today() - 30
GROUP BY ticker
),
paid AS
(
SELECT
fund_ticker AS ticker,
sum(cash) AS ttm_cash,
argMax(cash, exd) AS latest_cash,
argMax(freq, exd) AS pays_per_year
FROM
(
SELECT
any(ticker) AS fund_ticker,
any(toFloat64(cash_amount)) AS cash,
any(ex_dividend_date) AS exd,
any(toUInt16(frequency)) AS freq
FROM global_markets.stocks_dividends
WHERE ticker IN ('SPY', 'SCHD', 'VYM', 'QQQ', 'TLT', 'JEPI')
AND ex_dividend_date > today() - 365
AND ex_dividend_date <= today()
AND toUInt16(frequency) > 0
GROUP BY id
)
GROUP BY fund_ticker
)
SELECT
p.ticker AS fund,
round((100 * p.ttm_cash) / x.last_close, 2) AS ttm_distribution_yield_pct,
round((100 * p.latest_cash * p.pays_per_year) / x.last_close, 2) AS indicated_yield_pct,
round(abs(((100 * p.latest_cash * p.pays_per_year) / x.last_close)
- ((100 * p.ttm_cash) / x.last_close)), 2) AS gap_pct
FROM paid AS p
INNER JOIN px AS x ON x.ticker = p.ticker
ORDER BY gap_pct DESC, fund ASC
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