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ESGIX vs. STAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESGIX vs. STAG

Last updated Jun 23, 2026

ESGIX (Dana Epiphany ESG Equity Fund) is Large Cap Blend Equities fund managed by Dana Investment, while STAG (STAG Industrial, Inc.) is a stock. Over the past 5 years, ESGIX returned 9.19%/yr vs 4.27%/yr for STAG. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

ESGIX vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dana Epiphany ESG Equity Fund (ESGIX) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGIX achieves a 7.40% return, which is significantly higher than STAG's 6.09% return.

ESGIX

1D
0.61%
1M
-1.36%
YTD
7.40%
6M
7.14%
1Y
22.14%
3Y*
16.09%
5Y*
9.19%
10Y*
—

STAG

1D
2.06%
1M
1.13%
YTD
6.09%
6M
5.47%
1Y
9.80%
3Y*
8.13%
5Y*
4.27%
10Y*
10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGIX vs. STAG - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ESGIX
Dana Epiphany ESG Equity Fund		7.40%16.41%17.86%14.91%-18.78%25.81%13.86%29.17%1.49%
STAG
STAG Industrial, Inc.		6.09%13.30%-10.34%26.73%-29.66%59.10%4.18%33.20%-1.84%

Correlation

The correlation between ESGIX and STAG is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2018

0.53

Over the past year, the correlation between ESGIX and STAG has dropped to 0.26 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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Dana Epiphany ESG Equity Fund

STAG Industrial, Inc.

Often compared with ESGIX:
ESGIX vs. SCHDESGIX vs. SPYGESGIX vs. DSCIXESGIX vs. POGSXESGIX vs. FNSTXESGIX vs. VSTSXESGIX vs. FEQHX
Often compared with STAG:
STAG vs. MAINSTAG vs. PLDSTAG vs. ADCSTAG vs. EPRSTAG vs. REXRSTAG vs. TGTSTAG vs. EPRT

Return for Risk

ESGIX vs. STAG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESGIX
ESGIX Risk / Return Rank: 4040
Overall Rank
ESGIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ESGIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
ESGIX Omega Ratio Rank: 3535
Omega Ratio Rank
ESGIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
ESGIX Martin Ratio Rank: 4949
Martin Ratio Rank
STAG
STAG Risk / Return Rank: 5858
Overall Rank
STAG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
STAG Sortino Ratio Rank: 5151
Sortino Ratio Rank
STAG Omega Ratio Rank: 4949
Omega Ratio Rank
STAG Calmar Ratio Rank: 6464
Calmar Ratio Rank
STAG Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESGIX vs. STAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dana Epiphany ESG Equity Fund (ESGIX) and STAG Industrial, Inc. (STAG). 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.

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.

ESGIXSTAGDifference
Sharpe ratioReturn per unit of total volatility
1.65
0.50

+1.16

Sortino ratioReturn per unit of downside risk
2.29
0.82

+1.46

Omega ratioGain probability vs. loss probability

1.29

1.10

+0.19

Calmar ratioReturn relative to maximum drawdown

2.36

1.04

+1.32

Martin ratioReturn relative to average drawdown

9.56

2.51

+7.05

ESGIX vs. STAG - Sharpe Ratio Comparison

The current ESGIX Sharpe Ratio is 1.65, which is higher than the STAG Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ESGIX and STAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ESGIX vs. STAG - Drawdown Comparison

The maximum ESGIX drawdown since its inception was -36.04%, smaller than the maximum STAG drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for ESGIX and STAG.

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Drawdown Indicators

ESGIXSTAGDifference

Max Drawdown

Largest peak-to-trough decline

-36.04%

-45.08%

+9.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-9.44%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-21.36%

-24.59%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-25.01%

-42.22%

+17.21%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.08%

—

Current Drawdown

Current decline from peak

-3.21%

-3.93%

+0.72%

Average Drawdown

Average peak-to-trough decline

-6.13%

-10.49%

+4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

3.90%

-1.59%

Volatility

ESGIX vs. STAG - Volatility Comparison

The current volatility for Dana Epiphany ESG Equity Fund (ESGIX) is 4.66%, while STAG Industrial, Inc. (STAG) has a volatility of 6.49%. This indicates that ESGIX experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESGIXSTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

6.49%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

14.28%

-3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.40%

19.90%

-6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

23.44%

-5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

26.20%

-6.03%

Dividends

ESGIX vs. STAG - Dividend Comparison

ESGIX's dividend yield for the trailing twelve months is around 6.38%, more than STAG's 3.26% yield.

PositionTTM20252024202320222021202020192018201720162015
ESGIX
Dana Epiphany ESG Equity Fund		6.38%6.78%0.33%0.76%1.09%1.81%2.08%18.54%0.00%0.00%0.00%0.00%
STAG
STAG Industrial, Inc.		3.26%4.05%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%

Frequently Asked Questions

ESGIX and STAG have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STAG has higher volatility (6.49%) compared to ESGIX (4.66%). In terms of maximum drawdown, ESGIX dropped -36.04% vs STAG's -45.08%.

ESGIX currently has the higher Sharpe Ratio (1.65 vs 0.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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