Equity income

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.

Based on dividend-adjusted daily data since May 5, 2022, Equity income's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, your investment would double in approximately 15.6 years.

Historically, 50% of months were positive and 50% were negative. The best month was Jan 2023 with a return of +12.5%, while the worst month was Sep 2022 at -15.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Equity income closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Apr 4, 2025 at -6.3%.

Equity income has an annualized alpha of -6.54%, beta of 0.90, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since May 05, 2022.

• This portfolio participated in 115.98% of S&P 500 Index downside but only 80.14% of its upside — more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -6.54% versus S&P 500 Index — delivering less than market exposure alone would predict.
• With beta of 0.90 and R² of 0.66, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Equity income has an expense ratio of 0.10%, 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.

Equity income ranks 5 for risk / return — in the bottom 5% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

Equity income Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: -0.01
• All Time: 0.14

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 0.99 to 1.69, 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 Equity income compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Equity income provided a 11.28% dividend yield over the last twelve months.

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.

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 21.88%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Equity income drawdown is 7.55%.

The chart below shows the rolling one-month volatility.