Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Equity Income plus favs, 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.
Loading graphics...
The earliest data available for this chart is Sep 22, 2010, corresponding to the inception date of VONG
Returns By Period
As of Apr 4, 2026, the Equity Income plus favs returned -3.58% Year-To-Date and 10.72% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Equity Income plus favs | -0.11% | -2.27% | -3.58% | -1.68% | 13.26% | 12.54% | 6.96% | 10.72% |
| Portfolio components: | ||||||||
PIMIX PIMCO Income Fund Institutional Class | 0.19% | -1.01% | -0.62% | 1.72% | 6.96% | 7.39% | 3.50% | 4.75% |
OAKMX Oakmark Fund Investor Class | 0.17% | -1.63% | -2.64% | 1.75% | 23.21% | 15.89% | 10.94% | 13.57% |
NAD Nuveen Quality Municipal Income Fund | -1.28% | -3.64% | -1.79% | 3.31% | 9.65% | 6.98% | 0.37% | 3.00% |
VONG Vanguard Russell 1000 Growth ETF | -0.01% | -3.67% | -8.98% | -8.25% | 32.59% | 21.43% | 12.55% | 16.78% |
SIRI Sirius XM Holdings Inc. | 1.62% | 6.92% | 20.50% | 4.82% | 28.25% | -12.45% | -14.69% | -2.79% |
LAD Lithia Motors, Inc. | 0.40% | -3.02% | -24.07% | -21.23% | -10.04% | 4.71% | -8.17% | 12.88% |
BRK-B Berkshire Hathaway Inc. | -0.24% | -4.33% | -5.03% | -4.29% | -3.28% | 15.44% | 13.08% | 12.79% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 23, 2010, Equity Income plus favs's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +10.7%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Equity Income plus favs closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +6.8%, while the worst single day was Mar 16, 2020 at -8.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.75% | 0.92% | -4.19% | 0.48% | -3.58% | ||||||||
| 2025 | 2.88% | 1.44% | -2.85% | -0.93% | 2.03% | 2.60% | -0.98% | 4.07% | 1.27% | -0.13% | 1.74% | 0.34% | 11.87% |
| 2024 | 0.97% | 2.57% | 2.06% | -5.60% | 2.87% | 1.94% | 4.54% | 2.90% | -0.66% | -0.17% | 5.52% | -4.11% | 12.94% |
| 2023 | 6.33% | -3.75% | 0.86% | 1.31% | -0.21% | 6.94% | 3.17% | -1.53% | -3.62% | -3.22% | 8.56% | 5.21% | 20.77% |
| 2022 | -2.59% | -0.25% | 0.93% | -7.20% | 1.16% | -8.13% | 7.65% | -4.10% | -8.12% | 4.27% | 7.36% | -4.33% | -14.10% |
| 2021 | -0.27% | 3.14% | 3.33% | 4.01% | 1.69% | 0.97% | 1.64% | 1.02% | -3.22% | 3.56% | -1.90% | 3.85% | 18.99% |
Benchmark Metrics
Equity Income plus favs has an annualized alpha of 3.38%, beta of 0.68, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since September 23, 2010.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.01%) than losses (73.46%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.38% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.68 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.38%
- Beta
- 0.68
- R²
- 0.88
- Upside Capture
- 80.01%
- Downside Capture
- 73.46%
Expense Ratio
Equity Income plus favs 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.
Return for Risk
Risk / Return Rank
Equity Income plus favs ranks 10 for risk / return — in the bottom 10% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.88 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.74 | 1.37 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.39 | -0.69 |
Martin ratioReturn relative to average drawdown | 2.87 | 6.43 | -3.56 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
PIMIX PIMCO Income Fund Institutional Class | 71 | 1.60 | 2.29 | 1.30 | 1.86 | 7.13 |
OAKMX Oakmark Fund Investor Class | 15 | 0.48 | 0.80 | 1.12 | 0.74 | 2.91 |
NAD Nuveen Quality Municipal Income Fund | 62 | 0.73 | 1.05 | 1.16 | 1.00 | 4.31 |
VONG Vanguard Russell 1000 Growth ETF | 38 | 0.80 | 1.30 | 1.18 | 1.15 | 3.86 |
SIRI Sirius XM Holdings Inc. | 51 | 0.32 | 0.72 | 1.09 | 0.80 | 1.54 |
LAD Lithia Motors, Inc. | 20 | -0.48 | -0.51 | 0.94 | -0.46 | -1.13 |
BRK-B Berkshire Hathaway Inc. | 15 | -0.62 | -0.73 | 0.90 | -0.70 | -1.19 |
Loading graphics...
Dividends
Dividend yield
Equity Income plus favs provided a 2.88% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.88% | 2.96% | 2.89% | 2.29% | 2.57% | 2.05% | 1.90% | 3.60% | 3.78% | 2.97% | 2.87% | 3.05% |
| Portfolio components: | ||||||||||||
PIMIX PIMCO Income Fund Institutional Class | 5.53% | 6.01% | 6.27% | 6.21% | 4.98% | 4.02% | 4.88% | 5.83% | 5.66% | 5.37% | 5.52% | 7.88% |
OAKMX Oakmark Fund Investor Class | 0.94% | 0.92% | 1.12% | 1.02% | 0.92% | 1.94% | 0.17% | 8.33% | 8.13% | 4.06% | 2.58% | 1.43% |
NAD Nuveen Quality Municipal Income Fund | 7.51% | 7.37% | 6.63% | 4.13% | 5.58% | 4.43% | 4.41% | 4.40% | 5.37% | 5.42% | 6.05% | 5.96% |
VONG Vanguard Russell 1000 Growth ETF | 0.50% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
SIRI Sirius XM Holdings Inc. | 4.54% | 5.40% | 4.68% | 1.81% | 5.82% | 1.04% | 0.86% | 0.69% | 0.79% | 0.76% | 0.22% | 0.00% |
LAD Lithia Motors, Inc. | 0.87% | 0.66% | 0.58% | 0.58% | 0.79% | 0.46% | 0.42% | 0.81% | 1.49% | 0.93% | 0.98% | 0.71% |
BRK-B Berkshire Hathaway Inc. | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Equity Income plus favs. 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 plus favs was 28.68%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.
The current Equity Income plus favs drawdown is 4.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 89 | Jul 29, 2020 | 112 |
| -20.34% | Jan 5, 2022 | 186 | Sep 30, 2022 | 200 | Jul 20, 2023 | 386 |
| -12.74% | Sep 21, 2018 | 65 | Dec 24, 2018 | 68 | Apr 3, 2019 | 133 |
| -12.42% | Jul 8, 2011 | 22 | Aug 8, 2011 | 102 | Jan 3, 2012 | 124 |
| -11.62% | Jul 21, 2023 | 70 | Oct 27, 2023 | 32 | Dec 13, 2023 | 102 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 5.99, 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
| Benchmark | NAD | PIMIX | SIRI | LAD | BRK-B | VONG | OAKMX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.14 | 0.23 | 0.50 | 0.52 | 0.69 | 0.94 | 0.88 | 0.90 |
| NAD | 0.14 | 1.00 | 0.31 | 0.11 | 0.07 | 0.06 | 0.15 | 0.10 | 0.27 |
| PIMIX | 0.23 | 0.31 | 1.00 | 0.14 | 0.13 | 0.14 | 0.22 | 0.22 | 0.30 |
| SIRI | 0.50 | 0.11 | 0.14 | 1.00 | 0.34 | 0.38 | 0.45 | 0.50 | 0.61 |
| LAD | 0.52 | 0.07 | 0.13 | 0.34 | 1.00 | 0.41 | 0.46 | 0.57 | 0.65 |
| BRK-B | 0.69 | 0.06 | 0.14 | 0.38 | 0.41 | 1.00 | 0.55 | 0.74 | 0.78 |
| VONG | 0.94 | 0.15 | 0.22 | 0.45 | 0.46 | 0.55 | 1.00 | 0.76 | 0.82 |
| OAKMX | 0.88 | 0.10 | 0.22 | 0.50 | 0.57 | 0.74 | 0.76 | 1.00 | 0.90 |
| Portfolio | 0.90 | 0.27 | 0.30 | 0.61 | 0.65 | 0.78 | 0.82 | 0.90 | 1.00 |