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Equity Sleeve
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Equity Sleeve, 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.


20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
35.71%
41.83%
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 15, 2022, corresponding to the inception date of QGRW

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-1.00%-4.87%8.34%14.11%10.27%
Equity Sleeve-5.42%-1.55%-6.73%1.42%N/AN/A
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
-2.36%-2.41%-9.71%-2.63%13.13%N/A
IHDG
WisdomTree International Hedged Dividend Growth Fund
-1.27%-1.99%-3.46%-2.63%10.29%7.84%
QGRW
WisdomTree U.S. Quality Growth Fund
-9.07%1.84%-4.23%12.21%N/AN/A
IVV
iShares Core S&P 500 ETF
-5.74%-0.88%-4.30%9.78%15.84%12.22%
COWZ
Pacer US Cash Cows 100 ETF
-8.35%-5.13%-9.36%-5.50%18.09%N/A
FNX
First Trust Mid Cap Core AlphaDEX Fund
-9.34%-3.27%-9.30%-1.61%15.03%8.01%
XSMO
Invesco S&P SmallCap Momentum ETF
-6.94%0.76%-6.13%5.64%14.71%10.09%
*Annualized

Monthly Returns

The table below presents the monthly returns of Equity Sleeve, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.09%-1.94%-5.37%-2.08%-5.42%
20241.60%6.67%3.62%-4.53%4.91%1.44%1.63%1.54%0.43%-1.68%5.77%-5.34%16.39%
20236.07%-2.20%1.22%1.38%-0.31%6.47%3.54%-1.11%-3.79%-2.81%8.33%5.92%24.13%
2022-0.70%-0.70%

Expense Ratio

Equity Sleeve has an expense ratio of 0.50%, 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.


Expense ratio chart for GQRIX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GQRIX: 0.75%
Expense ratio chart for FNX: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNX: 0.60%
Expense ratio chart for IHDG: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IHDG: 0.58%
Expense ratio chart for COWZ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COWZ: 0.49%
Expense ratio chart for XSMO: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XSMO: 0.39%
Expense ratio chart for QGRW: current value is 0.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QGRW: 0.28%
Expense ratio chart for IVV: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVV: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Equity Sleeve is 9, meaning it’s performing worse than 91% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Equity Sleeve is 99
Overall Rank
The Sharpe Ratio Rank of Equity Sleeve is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of Equity Sleeve is 88
Sortino Ratio Rank
The Omega Ratio Rank of Equity Sleeve is 88
Omega Ratio Rank
The Calmar Ratio Rank of Equity Sleeve is 99
Calmar Ratio Rank
The Martin Ratio Rank of Equity Sleeve is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.08, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.08
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 0.24, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.24
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.03, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.03
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.08, compared to the broader market0.002.004.006.00
Portfolio: 0.08
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 0.29, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 0.29
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
-0.18-0.130.98-0.17-0.48
IHDG
WisdomTree International Hedged Dividend Growth Fund
-0.14-0.090.99-0.13-0.48
QGRW
WisdomTree U.S. Quality Growth Fund
0.510.881.120.561.92
IVV
iShares Core S&P 500 ETF
0.530.871.130.552.27
COWZ
Pacer US Cash Cows 100 ETF
-0.30-0.290.96-0.26-0.91
FNX
First Trust Mid Cap Core AlphaDEX Fund
-0.080.041.01-0.07-0.23
XSMO
Invesco S&P SmallCap Momentum ETF
0.230.521.070.240.71

The current Equity Sleeve Sharpe ratio is 0.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.39 to 0.88, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Equity Sleeve with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.08
0.46
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Equity Sleeve provided a 1.30% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.30%1.31%1.30%4.14%1.39%1.07%1.05%0.65%0.79%0.77%1.01%1.20%
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
1.06%1.04%1.40%2.88%1.64%0.11%0.04%0.00%0.00%0.00%0.00%0.00%
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.95%2.42%1.70%13.79%2.77%1.95%1.99%0.22%1.28%1.91%3.04%3.86%
QGRW
WisdomTree U.S. Quality Growth Fund
0.16%0.14%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.40%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%
COWZ
Pacer US Cash Cows 100 ETF
1.97%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%
FNX
First Trust Mid Cap Core AlphaDEX Fund
1.48%1.26%1.11%1.19%0.94%1.04%1.21%1.01%0.90%1.07%1.08%0.77%
XSMO
Invesco S&P SmallCap Momentum ETF
0.90%0.63%0.96%1.19%0.30%0.82%0.69%0.66%0.27%0.30%0.35%1.31%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.47%
-10.07%
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Equity Sleeve. 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 Sleeve was 19.67%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Equity Sleeve drawdown is 11.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.67%Dec 5, 202484Apr 8, 2025
-9.13%Jul 17, 202414Aug 5, 202448Oct 11, 202462
-8.99%Aug 1, 202363Oct 27, 202319Nov 24, 202382
-7.49%Feb 3, 202328Mar 15, 202345May 18, 202373
-5.77%Apr 2, 202414Apr 19, 202418May 15, 202432

Volatility

Volatility Chart

The current Equity Sleeve volatility is 12.28%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.28%
14.23%
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
1.002.003.004.005.006.007.00
Effective Assets: 6.14

The portfolio contains 7 assets, with an effective number of assets of 6.14, 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

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

^GSPCCOWZIHDGGQRIXQGRWXSMOFNXIVVPortfolio
^GSPC1.000.690.740.810.920.760.791.000.95
COWZ0.691.000.590.500.480.810.870.690.77
IHDG0.740.591.000.640.650.630.670.740.81
GQRIX0.810.500.641.000.780.620.590.810.86
QGRW0.920.480.650.781.000.620.620.920.86
XSMO0.760.810.630.620.621.000.920.760.86
FNX0.790.870.670.590.620.921.000.790.87
IVV1.000.690.740.810.920.760.791.000.95
Portfolio0.950.770.810.860.860.860.870.951.00
The correlation results are calculated based on daily price changes starting from Dec 16, 2022