Equity income
Equity income
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BXMT Blackstone Mortgage Trust, Inc. | Real Estate | 1.77% |
DX Dynex Capital, Inc. | Real Estate | 1.24% |
ET Energy Transfer LP | Energy | 6.46% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | Financial Services | 12.11% |
GPMT Granite Point Mortgage Trust Inc. | Real Estate | 1.55% |
IWN iShares Russell 2000 Value ETF | Small Cap Blend Equities | 0.90% |
LNC Lincoln National Corporation | Financial Services | 2.31% |
MORT VanEck Vectors Mortgage REIT Income ETF | REIT | 0.90% |
OBDC Blue Owl Capital Corporation | Financial Services | 2.08% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 46.31% |
QYLD Global X NASDAQ 100 Covered Call ETF | Derivative Income | 16.22% |
RC Ready Capital Corporation | Real Estate | 0.79% |
SLRC SLR Investment Corp. | Financial Services | 2.83% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | All Cap Equities, Dividend | 1.12% |
STLA Stellantis N.V. | Consumer Cyclical | 1.25% |
USD=X USD Cash | 2.16% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Equity income, 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 18, 2019, corresponding to the inception date of OBDC
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
Equity income | 4.51% | 1.18% | 1.47% | 14.32% | 17.34% | N/A |
Portfolio components: | ||||||
QYLD Global X NASDAQ 100 Covered Call ETF | 7.08% | -0.77% | 3.85% | 8.89% | 5.78% | 7.23% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 15.24% | 1.94% | 13.17% | 12.30% | 6.18% | 8.18% |
ET Energy Transfer LP | 22.28% | 1.12% | 18.17% | 34.44% | 11.42% | 1.79% |
SLRC SLR Investment Corp. | 10.94% | 0.06% | 9.33% | 15.20% | 4.38% | 6.58% |
LNC Lincoln National Corporation | 23.88% | 1.45% | 16.69% | 20.74% | -9.37% | -1.79% |
GPMT Granite Point Mortgage Trust Inc. | -47.35% | 5.24% | -46.90% | -42.41% | -22.94% | N/A |
OBDC Blue Owl Capital Corporation | 9.60% | -0.31% | 7.56% | 21.63% | 10.25% | N/A |
BXMT Blackstone Mortgage Trust, Inc. | -12.80% | -0.04% | -11.21% | -16.65% | -4.04% | 4.08% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 10.39% | 5.56% | 10.85% | 14.46% | 6.84% | N/A |
STLA Stellantis N.V. | -10.20% | -4.81% | -0.99% | 9.24% | 15.61% | 12.34% |
PBR Petróleo Brasileiro S.A. - Petrobras | -0.36% | 1.19% | -4.55% | 17.40% | 21.66% | 9.39% |
DX Dynex Capital, Inc. | 5.66% | 5.34% | 3.17% | 4.90% | 4.40% | 4.52% |
MORT VanEck Vectors Mortgage REIT Income ETF | 2.25% | 4.75% | 3.83% | 2.96% | -3.64% | 1.67% |
RC Ready Capital Corporation | -5.81% | 10.59% | -0.88% | -12.04% | 2.50% | 6.09% |
IWN iShares Russell 2000 Value ETF | 7.83% | 10.69% | 10.94% | 13.13% | 8.31% | 7.42% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of Equity income, 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 | 3.72% | -0.18% | -1.92% | 5.20% | -1.07% | -1.16% | 4.51% | ||||||
2023 | 9.31% | -3.35% | -3.56% | 6.31% | 4.27% | 16.92% | 5.42% | -1.59% | 1.98% | -2.20% | 6.83% | 3.61% | 51.24% |
2022 | 9.49% | 3.57% | 3.58% | -3.50% | 5.41% | -11.48% | 15.05% | 8.80% | -12.33% | 6.93% | 1.31% | -7.48% | 16.34% |
2021 | -5.28% | -5.29% | 4.72% | 3.77% | 11.49% | 10.89% | -6.22% | 4.14% | -3.01% | -0.49% | 1.89% | 8.11% | 25.14% |
2020 | -5.73% | -10.89% | -36.37% | 24.02% | 6.42% | 5.04% | 3.46% | -0.94% | -7.95% | -4.08% | 28.24% | 10.72% | -4.79% |
2019 | -3.30% | -6.21% | 3.80% | 6.71% | -3.84% | 5.00% | 1.44% |
Expense Ratio
Equity income has an expense ratio of 0.10%, which is considered low compared to other funds. 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 income is 37, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
QYLD Global X NASDAQ 100 Covered Call ETF | 1.09 | 1.45 | 1.23 | 0.92 | 4.85 |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 1.11 | 1.68 | 1.22 | 0.58 | 3.48 |
ET Energy Transfer LP | 2.49 | 3.47 | 1.44 | 6.11 | 17.98 |
SLRC SLR Investment Corp. | 1.09 | 1.58 | 1.19 | 1.11 | 5.22 |
LNC Lincoln National Corporation | 0.68 | 1.19 | 1.14 | 0.34 | 2.71 |
GPMT Granite Point Mortgage Trust Inc. | -0.95 | -1.37 | 0.83 | -0.52 | -1.50 |
OBDC Blue Owl Capital Corporation | 1.70 | 2.48 | 1.31 | 2.88 | 8.04 |
BXMT Blackstone Mortgage Trust, Inc. | -0.43 | -0.39 | 0.95 | -0.38 | -1.19 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 1.08 | 1.65 | 1.20 | 0.72 | 3.89 |
STLA Stellantis N.V. | 0.24 | 0.53 | 1.07 | 0.24 | 0.56 |
PBR Petróleo Brasileiro S.A. - Petrobras | 0.88 | 1.34 | 1.18 | 1.39 | 3.18 |
DX Dynex Capital, Inc. | 0.30 | 0.58 | 1.07 | 0.19 | 0.98 |
MORT VanEck Vectors Mortgage REIT Income ETF | 0.31 | 0.58 | 1.07 | 0.15 | 0.97 |
RC Ready Capital Corporation | -0.30 | -0.23 | 0.97 | -0.27 | -0.59 |
IWN iShares Russell 2000 Value ETF | 0.68 | 1.15 | 1.13 | 0.52 | 2.31 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Equity income granted a 13.32% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Equity income | 13.32% | 13.79% | 33.66% | 13.40% | 6.29% | 5.15% | 5.23% | 3.52% | 3.75% | 3.91% | 6.83% | 2.99% |
Portfolio components: | ||||||||||||
QYLD Global X NASDAQ 100 Covered Call ETF | 11.85% | 11.78% | 13.26% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% | 0.00% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 8.58% | 9.24% | 10.57% | 7.94% | 8.66% | 8.89% | 9.86% | 8.65% | 8.96% | 8.69% | 9.46% | 9.49% |
ET Energy Transfer LP | 7.76% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
SLRC SLR Investment Corp. | 9.49% | 10.91% | 11.81% | 8.90% | 9.37% | 7.95% | 8.55% | 7.92% | 7.68% | 9.74% | 8.88% | 8.87% |
LNC Lincoln National Corporation | 5.64% | 6.67% | 5.86% | 2.46% | 3.18% | 2.51% | 2.57% | 1.51% | 1.51% | 1.59% | 1.11% | 0.93% |
GPMT Granite Point Mortgage Trust Inc. | 20.13% | 13.47% | 17.72% | 8.54% | 6.46% | 9.14% | 8.88% | 3.85% | 0.00% | 0.00% | 0.00% | 0.00% |
OBDC Blue Owl Capital Corporation | 11.05% | 10.61% | 10.88% | 8.52% | 12.32% | 3.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BXMT Blackstone Mortgage Trust, Inc. | 14.29% | 11.66% | 11.71% | 8.10% | 9.01% | 6.66% | 7.78% | 7.71% | 8.25% | 8.52% | 6.79% | 2.65% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.33% | 4.66% | 5.01% | 3.68% | 4.95% | 4.43% | 4.75% | 4.63% | 4.34% | 1.13% | 0.00% | 0.00% |
STLA Stellantis N.V. | 8.42% | 6.34% | 7.90% | 14.55% | 0.00% | 14.02% | 0.00% | 0.00% | 0.09% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 17.56% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
DX Dynex Capital, Inc. | 12.70% | 12.46% | 12.26% | 8.89% | 9.33% | 11.87% | 12.59% | 10.27% | 12.32% | 15.12% | 12.12% | 14.00% |
MORT VanEck Vectors Mortgage REIT Income ETF | 10.71% | 12.18% | 13.09% | 8.21% | 8.11% | 7.36% | 8.19% | 7.82% | 8.21% | 9.91% | 10.01% | 15.30% |
RC Ready Capital Corporation | 14.00% | 14.24% | 14.90% | 10.62% | 10.44% | 10.38% | 11.35% | 9.77% | 13.75% | 10.61% | 9.28% | 13.18% |
IWN iShares Russell 2000 Value ETF | 1.85% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% | 1.88% | 1.77% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Equity income. 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 income was 56.23%, occurring on Mar 23, 2020. Recovery took 309 trading sessions.
The current Equity income drawdown is 5.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-56.23% | Jan 3, 2020 | 57 | Mar 23, 2020 | 309 | May 28, 2021 | 366 |
-19.96% | Aug 30, 2022 | 79 | Dec 16, 2022 | 122 | Jun 6, 2023 | 201 |
-16.36% | Apr 21, 2022 | 46 | Jun 23, 2022 | 32 | Aug 8, 2022 | 78 |
-11.86% | Jul 24, 2019 | 24 | Aug 26, 2019 | 47 | Oct 30, 2019 | 71 |
-9.65% | May 10, 2024 | 27 | Jun 17, 2024 | — | — | — |
Volatility
Volatility Chart
The current Equity income volatility is 2.75%, 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
USD=X | PBR | ET | QYLD | OBDC | SLRC | ETV | STLA | DX | GPMT | RC | LNC | BXMT | SPYD | MORT | IWN | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
PBR | 0.00 | 1.00 | 0.43 | 0.24 | 0.26 | 0.24 | 0.27 | 0.36 | 0.24 | 0.27 | 0.28 | 0.36 | 0.29 | 0.43 | 0.33 | 0.41 |
ET | 0.00 | 0.43 | 1.00 | 0.31 | 0.31 | 0.36 | 0.36 | 0.38 | 0.34 | 0.36 | 0.37 | 0.48 | 0.40 | 0.55 | 0.44 | 0.53 |
QYLD | 0.00 | 0.24 | 0.31 | 1.00 | 0.40 | 0.38 | 0.62 | 0.45 | 0.37 | 0.32 | 0.34 | 0.43 | 0.41 | 0.46 | 0.45 | 0.57 |
OBDC | 0.00 | 0.26 | 0.31 | 0.40 | 1.00 | 0.50 | 0.42 | 0.39 | 0.42 | 0.42 | 0.43 | 0.44 | 0.48 | 0.49 | 0.52 | 0.52 |
SLRC | 0.00 | 0.24 | 0.36 | 0.38 | 0.50 | 1.00 | 0.38 | 0.39 | 0.45 | 0.44 | 0.47 | 0.46 | 0.48 | 0.52 | 0.53 | 0.54 |
ETV | 0.00 | 0.27 | 0.36 | 0.62 | 0.42 | 0.38 | 1.00 | 0.45 | 0.42 | 0.37 | 0.42 | 0.47 | 0.46 | 0.51 | 0.51 | 0.58 |
STLA | 0.00 | 0.36 | 0.38 | 0.45 | 0.39 | 0.39 | 0.45 | 1.00 | 0.41 | 0.43 | 0.46 | 0.56 | 0.48 | 0.59 | 0.54 | 0.62 |
DX | 0.00 | 0.24 | 0.34 | 0.37 | 0.42 | 0.45 | 0.42 | 0.41 | 1.00 | 0.60 | 0.63 | 0.50 | 0.64 | 0.58 | 0.81 | 0.61 |
GPMT | 0.00 | 0.27 | 0.36 | 0.32 | 0.42 | 0.44 | 0.37 | 0.43 | 0.60 | 1.00 | 0.67 | 0.55 | 0.67 | 0.60 | 0.76 | 0.65 |
RC | 0.00 | 0.28 | 0.37 | 0.34 | 0.43 | 0.47 | 0.42 | 0.46 | 0.63 | 0.67 | 1.00 | 0.56 | 0.72 | 0.63 | 0.81 | 0.68 |
LNC | 0.00 | 0.36 | 0.48 | 0.43 | 0.44 | 0.46 | 0.47 | 0.56 | 0.50 | 0.55 | 0.56 | 1.00 | 0.59 | 0.79 | 0.67 | 0.77 |
BXMT | 0.00 | 0.29 | 0.40 | 0.41 | 0.48 | 0.48 | 0.46 | 0.48 | 0.64 | 0.67 | 0.72 | 0.59 | 1.00 | 0.69 | 0.83 | 0.72 |
SPYD | 0.00 | 0.43 | 0.55 | 0.46 | 0.49 | 0.52 | 0.51 | 0.59 | 0.58 | 0.60 | 0.63 | 0.79 | 0.69 | 1.00 | 0.74 | 0.88 |
MORT | 0.00 | 0.33 | 0.44 | 0.45 | 0.52 | 0.53 | 0.51 | 0.54 | 0.81 | 0.76 | 0.81 | 0.67 | 0.83 | 0.74 | 1.00 | 0.79 |
IWN | 0.00 | 0.41 | 0.53 | 0.57 | 0.52 | 0.54 | 0.58 | 0.62 | 0.61 | 0.65 | 0.68 | 0.77 | 0.72 | 0.88 | 0.79 | 1.00 |