Equity income
Equity income
Asset Allocation
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 Every 3 months.
The earliest data available for this chart is Jun 11, 2024, corresponding to the inception date of SNOY
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Equity income | -4.29% | 10.19% | -2.68% | N/A | N/A | N/A |
| Portfolio components: | ||||||
QYLD Global X NASDAQ 100 Covered Call ETF | -6.43% | 10.62% | -5.30% | 5.58% | 8.28% | 7.58% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | -5.75% | 14.11% | -2.05% | 10.55% | 8.42% | 7.84% |
ET Energy Transfer LP | -9.89% | 10.99% | 3.30% | 15.15% | 28.06% | 1.39% |
SLRC SLR Investment Corp. | -0.94% | 10.08% | 3.21% | 10.61% | 11.36% | 7.64% |
LNC Lincoln National Corporation | 8.31% | 16.86% | -2.59% | 20.70% | 3.06% | -2.13% |
OBDC Blue Owl Capital Corporation | -5.58% | 11.22% | -1.05% | -4.90% | 12.43% | N/A |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | -1.61% | 8.58% | -5.85% | 8.97% | 14.38% | N/A |
DX Dynex Capital, Inc. | 4.37% | 9.29% | 7.25% | 16.84% | 10.46% | 5.61% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -4.85% | 13.81% | -3.31% | 8.05% | N/A | N/A |
NVDY YieldMax NVDA Option Income Strategy ETF | -14.85% | 17.36% | -19.91% | 16.81% | N/A | N/A |
AGNC AGNC Investment Corp. | 1.32% | 5.38% | 0.54% | 8.02% | 5.67% | 3.87% |
DBLIX DoubleLine Income Fund | 1.75% | 0.51% | 3.52% | 8.24% | 5.55% | N/A |
BXSL Blackstone Secured Lending Fund | -5.75% | 10.64% | -0.61% | 3.33% | N/A | N/A |
AMZY YieldMax AMZN Option Income Strategy ETF | -10.00% | 7.28% | -8.82% | -2.88% | N/A | N/A |
CVX Chevron Corporation | -4.34% | 0.08% | -10.71% | -12.04% | 12.41% | 6.97% |
SNOY YieldMax SNOW Option Income Strategy ETF | 9.85% | 22.66% | 29.14% | N/A | N/A | N/A |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.62% | 1.35% | -5.89% | -4.19% | 2.06% | -4.29% | |||||||
| 2024 | 1.49% | 1.34% | 1.27% | 1.50% | -0.07% | 6.93% | -1.37% | 11.41% |
Expense Ratio
Equity income has an expense ratio of 0.29%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 89, Equity income is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 0.29 | 0.56 | 1.10 | 0.30 | 1.12 |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 0.54 | 0.90 | 1.14 | 0.54 | 2.22 |
ET Energy Transfer LP | 0.56 | 0.97 | 1.13 | 0.65 | 2.13 |
SLRC SLR Investment Corp. | 0.55 | 0.88 | 1.13 | 0.60 | 2.27 |
LNC Lincoln National Corporation | 0.51 | 0.99 | 1.14 | 0.39 | 2.30 |
OBDC Blue Owl Capital Corporation | -0.23 | -0.19 | 0.97 | -0.28 | -0.74 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 0.58 | 0.93 | 1.13 | 0.59 | 1.93 |
DX Dynex Capital, Inc. | 0.87 | 1.16 | 1.16 | 0.30 | 2.92 |
USD=X USD Cash | — | — | — | — | — |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.40 | 0.70 | 1.11 | 0.41 | 1.46 |
NVDY YieldMax NVDA Option Income Strategy ETF | 0.35 | 0.76 | 1.11 | 0.49 | 1.25 |
AGNC AGNC Investment Corp. | 0.38 | 0.61 | 1.09 | 0.29 | 1.17 |
DBLIX DoubleLine Income Fund | 4.83 | 8.11 | 2.31 | 2.82 | 34.38 |
BXSL Blackstone Secured Lending Fund | 0.16 | 0.20 | 1.03 | 0.04 | 0.16 |
AMZY YieldMax AMZN Option Income Strategy ETF | -0.11 | 0.04 | 1.01 | -0.11 | -0.29 |
CVX Chevron Corporation | -0.48 | -0.48 | 0.93 | -0.54 | -1.37 |
SNOY YieldMax SNOW Option Income Strategy ETF | — | — | — | — | — |
Not enough dataDividends
Dividend yield
Equity income provided a 23.09% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 23.09% | 19.73% | 11.84% | 9.11% | 6.53% | 7.46% | 6.47% | 7.06% | 5.52% | 6.12% | 6.69% | 5.88% |
| Portfolio components: | ||||||||||||
QYLD Global X NASDAQ 100 Covered Call ETF | 13.75% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 9.03% | 8.18% | 9.24% | 10.57% | 7.94% | 8.66% | 8.89% | 9.86% | 8.65% | 8.96% | 8.64% | 9.38% |
ET Energy Transfer LP | 9.29% | 6.51% | 8.96% | 7.33% | 7.44% | 17.28% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% |
SLRC SLR Investment Corp. | 10.50% | 10.15% | 10.93% | 11.81% | 8.90% | 9.37% | 7.95% | 8.55% | 7.92% | 7.68% | 9.74% | 8.88% |
LNC Lincoln National Corporation | 5.39% | 5.68% | 6.67% | 5.86% | 2.46% | 3.18% | 2.51% | 2.57% | 1.51% | 1.51% | 1.59% | 1.11% |
OBDC Blue Owl Capital Corporation | 12.18% | 11.38% | 10.77% | 11.17% | 8.76% | 6.16% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.53% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.43% | 4.75% | 4.63% | 4.34% | 1.13% | 0.00% |
DX Dynex Capital, Inc. | 13.85% | 11.46% | 12.46% | 12.26% | 9.34% | 9.33% | 11.87% | 12.59% | 10.27% | 12.32% | 15.12% | 12.12% |
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% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.50% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDY YieldMax NVDA Option Income Strategy ETF | 102.52% | 83.65% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGNC AGNC Investment Corp. | 16.22% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% |
DBLIX DoubleLine Income Fund | 6.66% | 6.34% | 7.42% | 5.46% | 4.76% | 4.09% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BXSL Blackstone Secured Lending Fund | 10.36% | 9.53% | 10.64% | 13.02% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZY YieldMax AMZN Option Income Strategy ETF | 49.29% | 47.91% | 9.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CVX Chevron Corporation | 4.82% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
SNOY YieldMax SNOW Option Income Strategy ETF | 55.77% | 33.32% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 18.60%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Equity income drawdown is 10.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.6% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -8.07% | Jul 17, 2024 | 14 | Aug 5, 2024 | 36 | Sep 24, 2024 | 50 |
| -3.65% | Dec 9, 2024 | 9 | Dec 19, 2024 | 12 | Jan 6, 2025 | 21 |
| -3.07% | Jan 24, 2025 | 2 | Jan 27, 2025 | 8 | Feb 6, 2025 | 10 |
| -2.85% | Oct 22, 2024 | 8 | Oct 31, 2024 | 4 | Nov 6, 2024 | 12 |
Volatility
Volatility Chart
The current Equity income volatility is 5.47%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 17 assets, with an effective number of assets of 8.70, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | USD=X | DBLIX | CVX | BXSL | LNC | SNOY | ET | AMZY | SPYD | SLRC | DX | NVDY | OBDC | AGNC | ETV | QYLD | JEPQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.05 | 0.22 | 0.37 | 0.47 | 0.56 | 0.47 | 0.69 | 0.49 | 0.41 | 0.45 | 0.71 | 0.42 | 0.49 | 0.77 | 0.89 | 0.95 | 0.87 |
| 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 | 0.00 | 0.00 | 0.00 |
| DBLIX | 0.05 | 0.00 | 1.00 | -0.05 | 0.03 | 0.03 | -0.10 | -0.04 | -0.09 | 0.14 | 0.02 | 0.18 | -0.11 | -0.08 | 0.24 | 0.04 | 0.00 | 0.01 | 0.01 |
| CVX | 0.22 | 0.00 | -0.05 | 1.00 | 0.27 | 0.26 | 0.10 | 0.33 | 0.06 | 0.46 | 0.34 | 0.18 | 0.07 | 0.36 | 0.20 | 0.14 | 0.15 | 0.12 | 0.27 |
| BXSL | 0.37 | 0.00 | 0.03 | 0.27 | 1.00 | 0.30 | 0.27 | 0.34 | 0.24 | 0.42 | 0.58 | 0.42 | 0.14 | 0.60 | 0.35 | 0.32 | 0.32 | 0.30 | 0.41 |
| LNC | 0.47 | 0.00 | 0.03 | 0.26 | 0.30 | 1.00 | 0.35 | 0.38 | 0.32 | 0.55 | 0.37 | 0.33 | 0.21 | 0.45 | 0.36 | 0.35 | 0.38 | 0.37 | 0.44 |
| SNOY | 0.56 | 0.00 | -0.10 | 0.10 | 0.27 | 0.35 | 1.00 | 0.33 | 0.59 | 0.17 | 0.29 | 0.26 | 0.45 | 0.26 | 0.26 | 0.53 | 0.56 | 0.59 | 0.54 |
| ET | 0.47 | 0.00 | -0.04 | 0.33 | 0.34 | 0.38 | 0.33 | 1.00 | 0.33 | 0.40 | 0.35 | 0.33 | 0.38 | 0.44 | 0.36 | 0.43 | 0.39 | 0.41 | 0.64 |
| AMZY | 0.69 | 0.00 | -0.09 | 0.06 | 0.24 | 0.32 | 0.59 | 0.33 | 1.00 | 0.14 | 0.20 | 0.23 | 0.51 | 0.23 | 0.27 | 0.53 | 0.69 | 0.74 | 0.56 |
| SPYD | 0.49 | 0.00 | 0.14 | 0.46 | 0.42 | 0.55 | 0.17 | 0.40 | 0.14 | 1.00 | 0.47 | 0.54 | 0.09 | 0.49 | 0.59 | 0.36 | 0.34 | 0.30 | 0.49 |
| SLRC | 0.41 | 0.00 | 0.02 | 0.34 | 0.58 | 0.37 | 0.29 | 0.35 | 0.20 | 0.47 | 1.00 | 0.46 | 0.24 | 0.65 | 0.40 | 0.41 | 0.39 | 0.37 | 0.48 |
| DX | 0.45 | 0.00 | 0.18 | 0.18 | 0.42 | 0.33 | 0.26 | 0.33 | 0.23 | 0.54 | 0.46 | 1.00 | 0.25 | 0.40 | 0.77 | 0.40 | 0.34 | 0.37 | 0.57 |
| NVDY | 0.71 | 0.00 | -0.11 | 0.07 | 0.14 | 0.21 | 0.45 | 0.38 | 0.51 | 0.09 | 0.24 | 0.25 | 1.00 | 0.23 | 0.26 | 0.57 | 0.74 | 0.77 | 0.77 |
| OBDC | 0.42 | 0.00 | -0.08 | 0.36 | 0.60 | 0.45 | 0.26 | 0.44 | 0.23 | 0.49 | 0.65 | 0.40 | 0.23 | 1.00 | 0.40 | 0.37 | 0.34 | 0.35 | 0.48 |
| AGNC | 0.49 | 0.00 | 0.24 | 0.20 | 0.35 | 0.36 | 0.26 | 0.36 | 0.27 | 0.59 | 0.40 | 0.77 | 0.26 | 0.40 | 1.00 | 0.43 | 0.40 | 0.39 | 0.66 |
| ETV | 0.77 | 0.00 | 0.04 | 0.14 | 0.32 | 0.35 | 0.53 | 0.43 | 0.53 | 0.36 | 0.41 | 0.40 | 0.57 | 0.37 | 0.43 | 1.00 | 0.74 | 0.78 | 0.76 |
| QYLD | 0.89 | 0.00 | 0.00 | 0.15 | 0.32 | 0.38 | 0.56 | 0.39 | 0.69 | 0.34 | 0.39 | 0.34 | 0.74 | 0.34 | 0.40 | 0.74 | 1.00 | 0.94 | 0.82 |
| JEPQ | 0.95 | 0.00 | 0.01 | 0.12 | 0.30 | 0.37 | 0.59 | 0.41 | 0.74 | 0.30 | 0.37 | 0.37 | 0.77 | 0.35 | 0.39 | 0.78 | 0.94 | 1.00 | 0.83 |
| Portfolio | 0.87 | 0.00 | 0.01 | 0.27 | 0.41 | 0.44 | 0.54 | 0.64 | 0.56 | 0.49 | 0.48 | 0.57 | 0.77 | 0.48 | 0.66 | 0.76 | 0.82 | 0.83 | 1.00 |