PortfoliosLab logo
Six Circles Managed Equity Portfolio U.S. Unconstr...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US83002G5045

Issuer

Blackrock

Inception Date

Apr 10, 2019

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

CMEUX has an expense ratio of 0.07%, which is considered low.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Six Circles Managed Equity Portfolio U.S. Unconstrained Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


70.00%80.00%90.00%100.00%110.00%120.00%130.00%December2025FebruaryMarchAprilMay
112.38%
95.97%
CMEUX (Six Circles Managed Equity Portfolio U.S. Unconstrained Fund)
Benchmark (^GSPC)

Returns By Period

Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) returned -4.30% year-to-date (YTD) and 8.43% over the past 12 months.


CMEUX

YTD

-4.30%

1M

3.66%

6M

-5.94%

1Y

8.43%

5Y*

14.69%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.70%-2.12%-6.15%-0.36%1.80%-4.30%
20241.79%5.81%2.88%-4.21%5.12%4.12%0.51%2.25%2.50%-1.07%5.72%-2.40%24.94%
20236.33%-2.58%4.64%1.19%1.88%6.00%3.80%-1.49%-4.41%-2.04%9.27%4.16%29.09%
2022-5.75%-3.05%3.80%-9.41%-0.00%-7.60%9.28%-4.28%-9.37%7.16%5.27%-6.25%-20.40%
2021-0.58%1.83%3.45%5.63%0.53%3.93%2.02%3.39%-4.95%6.34%-0.83%0.34%22.61%
20200.55%-6.69%-8.24%12.99%4.11%2.33%6.93%8.29%-3.64%-2.59%10.49%1.84%26.74%
20191.80%-6.09%5.75%1.29%-2.83%1.61%3.36%4.02%2.33%11.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CMEUX is 55, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CMEUX is 5555
Overall Rank
The Sharpe Ratio Rank of CMEUX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CMEUX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of CMEUX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of CMEUX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of CMEUX is 5555
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

The charts below present risk-adjusted performance metrics for Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


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.

Six Circles Managed Equity Portfolio U.S. Unconstrained Fund Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.42
  • 5-Year: 0.79
  • All Time: 0.63

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).

The chart below shows the rolling Sharpe ratio of Six Circles Managed Equity Portfolio U.S. Unconstrained Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.42
0.44
CMEUX (Six Circles Managed Equity Portfolio U.S. Unconstrained Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Six Circles Managed Equity Portfolio U.S. Unconstrained Fund provided a 1.06% dividend yield over the last twelve months, with an annual payout of $0.21 per share. The fund has been increasing its distributions for 3 consecutive years.


0.90%1.00%1.10%1.20%1.30%1.40%1.50%$0.00$0.05$0.10$0.15$0.20201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.21$0.21$0.19$0.18$0.15$0.20$0.12

Dividend yield

1.06%1.02%1.16%1.38%0.89%1.48%1.12%

Monthly Dividends

The table displays the monthly dividend distributions for Six Circles Managed Equity Portfolio U.S. Unconstrained Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2019$0.12$0.12

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%December2025FebruaryMarchAprilMay
-8.28%
-7.88%
CMEUX (Six Circles Managed Equity Portfolio U.S. Unconstrained Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Six Circles Managed Equity Portfolio U.S. Unconstrained Fund. 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 Six Circles Managed Equity Portfolio U.S. Unconstrained Fund was 28.39%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Six Circles Managed Equity Portfolio U.S. Unconstrained Fund drawdown is 8.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.39%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-26.99%Nov 19, 2021225Oct 12, 2022302Dec 26, 2023527
-19.57%Feb 20, 202534Apr 8, 2025
-9.07%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-8.11%Apr 30, 201924Jun 3, 201922Jul 3, 201946

Volatility

Volatility Chart

The current Six Circles Managed Equity Portfolio U.S. Unconstrained Fund volatility is 7.15%, 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%December2025FebruaryMarchAprilMay
7.15%
6.82%
CMEUX (Six Circles Managed Equity Portfolio U.S. Unconstrained Fund)
Benchmark (^GSPC)