ESGIX vs. STAG

In the year-to-date period, ESGIX achieves a 0.58% return, which is significantly lower than STAG's 7.10% return.

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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.

The current ESGIX Sharpe Ratio is 0.42, which is higher than the STAG Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ESGIX and STAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ESGIX's dividend yield for the trailing twelve months is around 1.94%, less than STAG's 4.52% yield.

The maximum ESGIX drawdown since its inception was -42.39%, 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.

The current volatility for Dana Epiphany ESG Equity Fund (ESGIX) is 5.22%, while STAG Industrial, Inc. (STAG) has a volatility of 6.88%. 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.