Equity C/S
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Equity C/S, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jul 16, 2019, corresponding to the inception date of FECGX
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
Equity C/S | 8.22% | 5.20% | 2.53% | 20.66% | 11.90% | N/A |
Portfolio components: | ||||||
ARKK ARK Innovation ETF | -16.75% | 8.46% | -13.23% | -0.47% | 0.57% | N/A |
BLOK Amplify Transformational Data Sharing ETF | 12.70% | 2.97% | -2.41% | 58.36% | 16.74% | N/A |
MADCX BlackRock Emerging Markets Fund, Inc. | 1.75% | 4.11% | 1.79% | 7.19% | 3.48% | 2.98% |
IMIDX Congress Mid Cap Growth Fund | 1.18% | 2.98% | -6.63% | 7.86% | 9.49% | 10.08% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 5.02% | 2.95% | 4.09% | 17.79% | 14.49% | 8.19% |
FXAIX Fidelity 500 Index Fund | 16.47% | 5.18% | 7.42% | 25.04% | 14.94% | 12.77% |
FSMAX Fidelity Extended Market Index Fund | 5.97% | 4.35% | 0.99% | 17.00% | 9.62% | 8.67% |
FSGGX Fidelity Global ex U.S. Index Fund | 9.09% | 6.67% | 4.63% | 16.95% | 6.75% | 4.31% |
FSPGX Fidelity Large Cap Growth Index Fund | 17.25% | 5.33% | 6.14% | 27.74% | 17.99% | N/A |
FECGX Fidelity Small Cap Growth Index Fund | 7.16% | 3.22% | 0.44% | 14.15% | 7.53% | N/A |
MDIJX MFS International Diversification Fund | 10.22% | 6.90% | 6.16% | 16.18% | 7.27% | 6.25% |
VYM Vanguard High Dividend Yield ETF | 13.43% | 5.15% | 7.65% | 20.97% | 10.77% | 9.77% |
GETGX Victory Sycamore Established Value Fund | 10.59% | 4.75% | 4.26% | 18.00% | 12.37% | 10.74% |
Monthly Returns
The table below presents the monthly returns of Equity C/S, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.34% | 6.42% | 3.45% | -5.85% | 3.64% | 1.78% | 3.28% | 0.88% | 8.22% | ||||
2023 | 10.68% | -2.61% | 1.56% | -0.49% | 0.02% | 7.22% | 5.71% | -5.10% | -5.15% | -3.75% | 11.37% | 8.68% | 29.48% |
2022 | -7.34% | -2.47% | 0.83% | -10.69% | -0.72% | -9.07% | 8.98% | -3.83% | -9.38% | 6.52% | 5.14% | -6.03% | -26.58% |
2021 | 2.21% | 5.03% | 2.72% | 2.89% | -0.53% | 2.86% | -1.13% | 2.91% | -4.89% | 7.05% | -3.40% | 0.72% | 17.01% |
2020 | -0.89% | -6.60% | -15.23% | 13.63% | 6.24% | 4.16% | 6.41% | 7.37% | -3.12% | -0.92% | 14.48% | 7.28% | 32.86% |
2019 | -0.53% | -3.26% | 1.47% | 2.37% | 4.19% | 2.83% | 7.08% |
Expense Ratio
Equity C/S features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Equity C/S is 22, indicating that it is in the bottom 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
ARKK ARK Innovation ETF | -0.00 | 0.25 | 1.03 | -0.00 | -0.01 |
BLOK Amplify Transformational Data Sharing ETF | 1.53 | 2.21 | 1.25 | 0.87 | 6.54 |
MADCX BlackRock Emerging Markets Fund, Inc. | 0.46 | 0.73 | 1.09 | 0.17 | 1.91 |
IMIDX Congress Mid Cap Growth Fund | 0.48 | 0.78 | 1.09 | 0.25 | 1.68 |
DFSVX DFA U.S. Small Cap Value Portfolio I | 0.88 | 1.37 | 1.16 | 1.34 | 4.47 |
FXAIX Fidelity 500 Index Fund | 1.92 | 2.62 | 1.35 | 2.08 | 9.31 |
FSMAX Fidelity Extended Market Index Fund | 0.89 | 1.35 | 1.16 | 0.52 | 4.04 |
FSGGX Fidelity Global ex U.S. Index Fund | 1.37 | 1.96 | 1.24 | 0.91 | 6.53 |
FSPGX Fidelity Large Cap Growth Index Fund | 1.57 | 2.12 | 1.28 | 1.70 | 7.46 |
FECGX Fidelity Small Cap Growth Index Fund | 0.65 | 1.06 | 1.12 | 0.37 | 2.60 |
MDIJX MFS International Diversification Fund | 1.39 | 1.97 | 1.25 | 0.84 | 6.42 |
VYM Vanguard High Dividend Yield ETF | 1.87 | 2.66 | 1.33 | 2.06 | 7.80 |
GETGX Victory Sycamore Established Value Fund | 1.36 | 1.98 | 1.24 | 1.38 | 5.86 |
Dividends
Dividend yield
Equity C/S granted a 2.01% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Equity C/S | 2.01% | 2.19% | 2.34% | 4.41% | 1.98% | 2.35% | 3.24% | 2.00% | 1.85% | 2.79% | 2.56% | 1.98% |
Portfolio components: | ||||||||||||
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 0.00% | 0.00% |
BLOK Amplify Transformational Data Sharing ETF | 1.02% | 1.15% | 0.00% | 14.31% | 1.88% | 2.06% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MADCX BlackRock Emerging Markets Fund, Inc. | 1.51% | 1.67% | 2.22% | 5.72% | 0.97% | 1.53% | 0.98% | 0.48% | 1.82% | 1.34% | 0.56% | 0.55% |
IMIDX Congress Mid Cap Growth Fund | 6.20% | 6.27% | 5.80% | 12.29% | 2.06% | 5.41% | 2.99% | 0.04% | 1.11% | 0.80% | 3.96% | 1.54% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.53% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
FXAIX Fidelity 500 Index Fund | 1.27% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
FSMAX Fidelity Extended Market Index Fund | 1.00% | 1.17% | 1.90% | 7.49% | 2.14% | 4.30% | 6.09% | 5.61% | 4.85% | 6.58% | 5.43% | 4.09% |
FSGGX Fidelity Global ex U.S. Index Fund | 2.71% | 2.95% | 2.64% | 2.60% | 1.71% | 2.85% | 2.66% | 2.31% | 2.11% | 2.44% | 2.61% | 3.42% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.47% | 0.73% | 0.86% | 2.22% | 1.76% | 1.04% | 1.47% | 1.22% | 0.29% | 0.00% | 0.00% | 0.00% |
FECGX Fidelity Small Cap Growth Index Fund | 1.18% | 0.81% | 0.80% | 3.43% | 1.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDIJX MFS International Diversification Fund | 3.75% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% | 1.48% | 1.06% |
VYM Vanguard High Dividend Yield ETF | 2.85% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
GETGX Victory Sycamore Established Value Fund | 5.30% | 5.79% | 7.89% | 8.04% | 5.12% | 5.70% | 10.23% | 2.89% | 1.34% | 11.52% | 14.58% | 7.16% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Equity C/S. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Equity C/S was 35.01%, occurring on Oct 14, 2022. Recovery took 438 trading sessions.
The current Equity C/S drawdown is 4.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.01% | Nov 9, 2021 | 235 | Oct 14, 2022 | 438 | Jul 16, 2024 | 673 |
-34.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
-10.42% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
-8.01% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
-7.66% | Feb 22, 2021 | 9 | Mar 4, 2021 | 27 | Apr 13, 2021 | 36 |
Volatility
Volatility Chart
The current Equity C/S volatility is 5.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
BLOK | ARKK | MADCX | DFSVX | VYM | MDIJX | FSPGX | GETGX | FSGGX | IMIDX | FECGX | FXAIX | FSMAX | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLOK | 1.00 | 0.75 | 0.60 | 0.54 | 0.50 | 0.62 | 0.69 | 0.54 | 0.64 | 0.68 | 0.72 | 0.67 | 0.73 |
ARKK | 0.75 | 1.00 | 0.59 | 0.51 | 0.45 | 0.59 | 0.75 | 0.51 | 0.61 | 0.74 | 0.82 | 0.68 | 0.82 |
MADCX | 0.60 | 0.59 | 1.00 | 0.59 | 0.60 | 0.83 | 0.65 | 0.62 | 0.87 | 0.64 | 0.65 | 0.70 | 0.69 |
DFSVX | 0.54 | 0.51 | 0.59 | 1.00 | 0.85 | 0.64 | 0.57 | 0.92 | 0.69 | 0.72 | 0.81 | 0.74 | 0.84 |
VYM | 0.50 | 0.45 | 0.60 | 0.85 | 1.00 | 0.70 | 0.63 | 0.92 | 0.73 | 0.74 | 0.73 | 0.83 | 0.77 |
MDIJX | 0.62 | 0.59 | 0.83 | 0.64 | 0.70 | 1.00 | 0.72 | 0.71 | 0.97 | 0.74 | 0.71 | 0.78 | 0.74 |
FSPGX | 0.69 | 0.75 | 0.65 | 0.57 | 0.63 | 0.72 | 1.00 | 0.64 | 0.72 | 0.87 | 0.78 | 0.94 | 0.81 |
GETGX | 0.54 | 0.51 | 0.62 | 0.92 | 0.92 | 0.71 | 0.64 | 1.00 | 0.74 | 0.79 | 0.79 | 0.82 | 0.84 |
FSGGX | 0.64 | 0.61 | 0.87 | 0.69 | 0.73 | 0.97 | 0.72 | 0.74 | 1.00 | 0.74 | 0.73 | 0.79 | 0.77 |
IMIDX | 0.68 | 0.74 | 0.64 | 0.72 | 0.74 | 0.74 | 0.87 | 0.79 | 0.74 | 1.00 | 0.88 | 0.89 | 0.91 |
FECGX | 0.72 | 0.82 | 0.65 | 0.81 | 0.73 | 0.71 | 0.78 | 0.79 | 0.73 | 0.88 | 1.00 | 0.82 | 0.97 |
FXAIX | 0.67 | 0.68 | 0.70 | 0.74 | 0.83 | 0.78 | 0.94 | 0.82 | 0.79 | 0.89 | 0.82 | 1.00 | 0.87 |
FSMAX | 0.73 | 0.82 | 0.69 | 0.84 | 0.77 | 0.74 | 0.81 | 0.84 | 0.77 | 0.91 | 0.97 | 0.87 | 1.00 |