USincome+FgnDiversified

Asset Allocation

Position	Category/Sector	Target Weight
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund	Financial Services	65%
QQQ Invesco QQQ ETF	Nasdaq-100	25%
INDY iShares India 50 ETF	Asia Pacific Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in USincome+FgnDiversified, 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 Every 3 months.

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Returns By Period

As of Jun 9, 2026, the USincome+FgnDiversified returned 6.40% Year-To-Date and 12.14% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio USincome+FgnDiversified	0.28%	0.31%	6.40%	6.76%	19.07%	16.85%	9.11%	12.14%
Portfolio components:
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund	-0.20%	0.89%	5.95%	6.77%	18.79%	15.14%	6.96%	9.16%
INDY iShares India 50 ETF	-0.13%	-4.75%	-15.53%	-13.77%	-16.13%	1.45%	1.26%	6.26%
QQQ Invesco QQQ ETF	1.56%	0.68%	16.71%	15.00%	35.78%	27.15%	16.98%	21.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 20, 2009, USincome+FgnDiversified's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 66% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +13.1%, while the worst month was Mar 2020 at -10.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, USincome+FgnDiversified closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +12.2%, while the worst single day was Mar 12, 2020 at -13.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.62%	-0.20%	-6.09%	9.21%	4.29%	-1.91%							6.40%
2025	0.92%	-1.75%	-5.37%	0.20%	5.98%	3.56%	0.20%	1.52%	3.05%	3.48%	-0.02%	-0.46%	11.40%
2024	1.51%	4.74%	0.73%	-1.86%	4.03%	5.79%	-0.34%	1.21%	2.19%	-0.42%	4.96%	0.10%	24.71%
2023	7.31%	-0.32%	1.14%	-0.44%	1.89%	5.60%	4.08%	-2.74%	-4.60%	-4.01%	10.68%	1.77%	21.01%
2022	-6.31%	-1.70%	2.61%	-7.75%	-1.20%	-5.85%	12.00%	-2.09%	-9.84%	7.46%	-1.62%	-7.79%	-21.84%
2021	-1.73%	1.65%	3.18%	3.44%	1.56%	2.76%	1.94%	2.70%	-3.08%	4.75%	-0.94%	3.19%	20.88%

Benchmark Metrics

USincome+FgnDiversified has an annualized alpha of 1.13%, beta of 0.89, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since November 20, 2009.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.45%) than losses (88.52%) - typical of diversified or defensive assets.
With beta of 0.89 and R2 of 0.80, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 1.13%

Beta: 0.89

R²: 0.80

Upside Capture: 89.45%

Downside Capture: 88.52%

Expense Ratio

USincome+FgnDiversified has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

INDY

iShares India 50 ETF

QQQ

Invesco QQQ ETF

Return for Risk

Risk / Return Rank

USincome+FgnDiversified ranks 25 for risk / return — below 25% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for USincome+FgnDiversified and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.56	1.94	-0.38
Sortino ratioReturn per unit of downside risk	2.19	2.63	-0.44
Omega ratioGain probability vs. loss probability	1.28	1.35	-0.07
Calmar ratioReturn relative to maximum drawdown	1.83	2.59	-0.76
Martin ratioReturn relative to average drawdown	9.25	11.84	-2.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund	80	1.54	2.20	1.28	1.83	9.34
INDY iShares India 50 ETF	1	-1.14	-1.64	0.82	-0.85	-1.91
QQQ Invesco QQQ ETF	69	2.15	2.77	1.38	3.00	11.43

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

USincome+FgnDiversified Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.56
5-Year: 0.55
10-Year: 0.67
All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of USincome+FgnDiversified compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

USincome+FgnDiversified provided a 6.33% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	6.33%	6.32%	5.48%	6.20%	7.44%	5.98%	5.78%	6.03%	6.69%	5.86%	6.14%	5.95%
Portfolio components:
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund	8.11%	8.30%	8.18%	9.24%	10.57%	7.94%	8.66%	8.89%	9.86%	8.65%	8.96%	8.69%
INDY iShares India 50 ETF	9.60%	8.11%	0.24%	0.38%	3.75%	7.12%	0.08%	0.58%	0.55%	0.27%	0.48%	0.57%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the USincome+FgnDiversified. 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 USincome+FgnDiversified was 38.33%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current USincome+FgnDiversified drawdown is 2.32%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-38.33%Mar 2020	1mo 2d	3mo 29d	5mo 1dFeb 2020 - Jul 2020
Bear market2022	-24.44%Dec 2022	11mo 28d	1y 2mo	2y 1moJan 2022 - Mar 2024
Rate-hike selloffLate 2018	-20.05%Dec 2018	3mo 26d	3mo 22d	7mo 18dAug 2018 - Apr 2019
2025 selloff2025	-18.75%Apr 2025	1mo 17d	2mo 24d	4mo 11dFeb 2025 - Jun 2025
2011 correction2011	-17.84%Aug 2011	1mo 1d	5mo 20d	6mo 21dJul 2011 - Jan 2012

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 2.02, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.11	1.09	1.09	1.10	1.11

The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

USincome+FgnDiversified correlation to the S&P 500 Index

USincome+FgnDiversified has a 0.86 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Nov 20, 2009	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.90, while INDY has the lowest at 0.57.

INDY

0.57

ETV

0.70

QQQ

0.90

Portfolio Correlations

Correlation vs. USincome+FgnDiversified. ETV has the highest portfolio correlation at 0.94, while INDY has the lowest at 0.59.

INDY

0.59

QQQ

0.84

ETV

0.94

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	INDY	ETV	QQQ
INDY	1.00	0.43	0.50
ETV	0.43	1.00	0.66
QQQ	0.50	0.66	1.00

The correlation results are calculated based on daily price changes starting from Nov 20, 2009

Diversification Analysis

Find what USincome+FgnDiversified is missing

See which holdings overlap, where USincome+FgnDiversified is concentrated, and which low-correlation assets could fill the gaps.

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