- ISIN
- US92046L4529
- CUSIP
- 92046L452
- Issuer
- Dana
- Inception Date
- Feb 13, 2008
- Category
- Large Cap Blend Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
ESGIX Performance Chart
Dana Epiphany ESG Equity Fund (ESGIX) is up 8.0% since the beginning of the year. ESGIX is currently trading at $18 per share. Investors who bought $1,000 worth of ESGIX shares 5 years ago would now be looking at an investment worth $1,475.
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Returns By Period
Dana Epiphany ESG Equity Fund (ESGIX) has returned 8.00% so far this year and 16.81% over the past 12 months.
Dana Epiphany ESG Equity Fund
- 1D
- 1.12%
- 1M
- 1.23%
- 6M
- 5.86%
- YTD
- 8.00%
- 1Y
- 16.81%
- 3Y*
- 14.88%
- 5Y*
- 8.08%
- 10Y*
- —
- ALL TIME*
- 13.36%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
ESGIX Monthly Returns History
Based on dividend-adjusted daily data since Dec 20, 2018, ESGIX's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -14.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ESGIX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.02% | -0.47% | -5.38% | 10.34% | 4.04% | -3.50% | 1.45% | 8.00% | |||||
| 2025 | 2.14% | -0.89% | -7.12% | -0.62% | 7.64% | 6.48% | 2.00% | 2.50% | 2.53% | 2.04% | 0.17% | -0.79% | 16.41% |
| 2024 | 1.60% | 5.03% | 3.19% | -4.64% | 4.58% | 1.63% | 1.10% | 2.03% | 1.59% | -1.05% | 6.28% | -4.17% | 17.86% |
| 2023 | 6.86% | -1.95% | 0.28% | -1.32% | -1.26% | 6.64% | 2.88% | -4.04% | -5.67% | -2.75% | 9.45% | 6.18% | 14.91% |
| 2022 | -5.31% | -2.51% | 1.57% | -7.61% | 0.97% | -8.65% | 9.39% | -4.01% | -10.12% | 7.27% | 5.99% | -5.27% | -18.78% |
| 2021 | -0.60% | 3.99% | 5.31% | 3.89% | 0.99% | 0.86% | 2.40% | 2.20% | -4.93% | 5.43% | -1.50% | 5.72% | 25.81% |
Benchmark Metrics
Dana Epiphany ESG Equity Fund has an annualized alpha of -1.71%, beta of 1.00, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since December 20, 2018.
- This fund participated in 103.38% of S&P 500 Index downside but only 95.87% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.00 and R2 of 0.96, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.71%
- Beta
- 1.00
- R²
- 0.96
- Upside Capture
- 95.87%
- Downside Capture
- 103.38%
Expense Ratio
ESGIX has a high expense ratio of 1.12%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ESGIX ranks 29 for risk / return — above 29% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dana Epiphany ESG Equity Fund (ESGIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESGIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.00 | -0.53 |
| Martin ratioReturn relative to average drawdown | 5.34 | 8.49 | -3.15 |
Dividends
Dividend History
Dana Epiphany ESG Equity Fund provided a 6.35% dividend yield over the last twelve months, with an annual payout of $1.15 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $1.15 | $1.14 | $0.05 | $0.10 | $0.13 | $0.26 | $0.24 | $1.93 |
Dividend yield | 6.35% | 6.78% | 0.33% | 0.76% | 1.09% | 1.81% | 2.08% | 18.54% |
Monthly Dividends
The table displays the monthly dividend distributions for Dana Epiphany ESG Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.02 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $1.12 | $1.14 |
| 2024 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.05 |
| 2023 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.13 |
| 2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.23 | $0.26 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dana Epiphany ESG Equity 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 Dana Epiphany ESG Equity Fund was 36.04%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current Dana Epiphany ESG Equity Fund drawdown is 2.67%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-36.04%Mar 2020 | 1mo 2d | 5mo 6d | 6mo 8dFeb 2020 - Aug 2020 | COVID crash2020 |
-25.01%Sep 2022 | 8mo 28d | 1y 5mo | 2y 2moJan 2022 - Mar 2024 | Bear market2022 |
-21.36%Apr 2025 | 4mo 4d | 2mo 20d | 6mo 24dDec 2024 - Jun 2025 | 2025 selloff2025 |
-9.40%Mar 2026 | 1mo 18d | 15d | 2mo 3dFeb 2026 - Apr 2026 | — |
-9.28%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 | — |
Drawdown Indicators
| ESGIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.04% | -56.78% | +20.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -9.10% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -21.36% | -18.90% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -25.01% | -25.43% | +0.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.67% | -1.58% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -10.70% | +4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.14% | +0.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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