Eq/Inc
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Eq/Inc, 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 May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| Eq/Inc | 15.12% | 1.70% | 11.24% | 25.74% | N/A | N/A |
| Portfolio components: | ||||||
NFLT Virtus Newfleet Multi-Sector Bond ETF | 6.69% | -0.35% | 6.85% | 14.73% | 3.25% | N/A |
LVHI Legg Mason International Low Volatility High Dividend ETF | 17.03% | 2.10% | 9.22% | 27.58% | 9.43% | N/A |
JEPI JPMorgan Equity Premium Income ETF | 14.92% | 1.94% | 11.11% | 22.57% | N/A | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 19.29% | 2.61% | 13.58% | 31.91% | N/A | N/A |
HDV iShares Core High Dividend ETF | 20.19% | 2.18% | 11.97% | 27.74% | 9.15% | 8.84% |
SCHD Schwab US Dividend Equity ETF | 16.66% | 3.22% | 14.10% | 29.49% | 13.48% | 12.17% |
DGRO iShares Core Dividend Growth ETF | 20.74% | 2.85% | 15.07% | 34.66% | 12.94% | 12.61% |
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 12.23% | 0.78% | 11.45% | 25.08% | 4.30% | 5.06% |
SPHY SPDR Portfolio High Yield Bond ETF | 8.29% | 0.00% | 7.64% | 18.07% | 4.80% | 4.51% |
Monthly Returns
The table below presents the monthly returns of Eq/Inc, 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 | 1.32% | 2.01% | 2.69% | -2.52% | 2.73% | 0.27% | 2.63% | 2.39% | 1.58% | 15.12% | |||
| 2023 | 3.96% | -2.03% | 1.51% | 1.28% | -1.75% | 3.30% | 2.36% | -0.79% | -2.59% | -2.27% | 5.83% | 3.39% | 12.41% |
| 2022 | -0.78% | -6.02% | 4.91% | -3.04% | -6.42% | 5.90% | 5.21% | -2.75% | -3.84% |
Expense Ratio
Eq/Inc has an expense ratio of 0.26%, 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 risk-adjusted rank of Eq/Inc is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
NFLT Virtus Newfleet Multi-Sector Bond ETF | 3.27 | 5.04 | 1.63 | 4.61 | 25.76 |
LVHI Legg Mason International Low Volatility High Dividend ETF | 2.62 | 3.42 | 1.48 | 3.90 | 19.84 |
JEPI JPMorgan Equity Premium Income ETF | 2.77 | 3.84 | 1.54 | 3.07 | 20.57 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 2.36 | 3.05 | 1.47 | 2.77 | 11.86 |
HDV iShares Core High Dividend ETF | 2.53 | 3.68 | 1.46 | 2.66 | 19.30 |
SCHD Schwab US Dividend Equity ETF | 2.34 | 3.35 | 1.41 | 2.20 | 13.15 |
DGRO iShares Core Dividend Growth ETF | 3.25 | 4.50 | 1.60 | 3.08 | 22.77 |
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 2.73 | 4.04 | 1.51 | 1.94 | 15.33 |
SPHY SPDR Portfolio High Yield Bond ETF | 3.68 | 6.06 | 1.78 | 4.86 | 33.40 |
Dividends
Dividend yield
Eq/Inc granted a 5.72% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Eq/Inc | 5.72% | 6.39% | 6.17% | 3.57% | 3.75% | 3.38% | 3.92% | 2.94% | 2.78% | 2.26% | 1.86% | 1.84% |
| Portfolio components: | ||||||||||||
NFLT Virtus Newfleet Multi-Sector Bond ETF | 5.38% | 6.02% | 4.16% | 3.41% | 3.62% | 4.26% | 4.81% | 6.23% | 5.30% | 0.67% | 0.00% | 0.00% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.25% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 1.97% | 1.16% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.05% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.44% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HDV iShares Core High Dividend ETF | 3.33% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% | 3.20% | 3.17% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
DGRO iShares Core Dividend Growth ETF | 2.16% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 6.77% | 7.88% | 6.74% | 4.66% | 5.19% | 5.34% | 6.56% | 5.93% | 5.81% | 5.99% | 5.91% | 6.51% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.72% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% | 4.41% |
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 Eq/Inc. 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 Eq/Inc was 11.25%, occurring on Sep 30, 2022. Recovery took 84 trading sessions.
The current Eq/Inc drawdown is 0.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.25% | Aug 17, 2022 | 32 | Sep 30, 2022 | 84 | Feb 1, 2023 | 116 |
| -8.63% | May 5, 2022 | 31 | Jun 17, 2022 | 40 | Aug 16, 2022 | 71 |
| -6.81% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -4.99% | Feb 3, 2023 | 26 | Mar 13, 2023 | 61 | Jun 8, 2023 | 87 |
| -3.42% | Mar 28, 2024 | 15 | Apr 18, 2024 | 17 | May 13, 2024 | 32 |
Volatility
Volatility Chart
The current Eq/Inc volatility is 1.39%, 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
| NFLT | JEPQ | LVHI | PFXF | SPHY | HDV | JEPI | SCHD | DGRO | |
|---|---|---|---|---|---|---|---|---|---|
| NFLT | 1.00 | 0.26 | 0.27 | 0.49 | 0.54 | 0.28 | 0.30 | 0.30 | 0.33 |
| JEPQ | 0.26 | 1.00 | 0.52 | 0.54 | 0.62 | 0.47 | 0.71 | 0.61 | 0.71 |
| LVHI | 0.27 | 0.52 | 1.00 | 0.58 | 0.55 | 0.67 | 0.67 | 0.72 | 0.72 |
| PFXF | 0.49 | 0.54 | 0.58 | 1.00 | 0.68 | 0.59 | 0.62 | 0.65 | 0.68 |
| SPHY | 0.54 | 0.62 | 0.55 | 0.68 | 1.00 | 0.54 | 0.61 | 0.63 | 0.68 |
| HDV | 0.28 | 0.47 | 0.67 | 0.59 | 0.54 | 1.00 | 0.78 | 0.91 | 0.88 |
| JEPI | 0.30 | 0.71 | 0.67 | 0.62 | 0.61 | 0.78 | 1.00 | 0.85 | 0.90 |
| SCHD | 0.30 | 0.61 | 0.72 | 0.65 | 0.63 | 0.91 | 0.85 | 1.00 | 0.95 |
| DGRO | 0.33 | 0.71 | 0.72 | 0.68 | 0.68 | 0.88 | 0.90 | 0.95 | 1.00 |