ESGIX vs. WBREOX

Last updated Jun 4, 2026

ESGIX (Dana Epiphany ESG Equity Fund) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, ESGIX returned 27.18% vs 28.98% for WBREOX. A 0.76 correlation means they provide meaningful diversification when combined. ESGIX charges 1.12%/yr vs 0.02%/yr for WBREOX.

Performance

ESGIX vs. WBREOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dana Epiphany ESG Equity Fund (ESGIX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGIX achieves a 10.96% return, which is significantly lower than WBREOX's 11.70% return.

ESGIX

• 1D: 0.05%
• 1M: 5.01%
• YTD: 10.96%
• 6M: 10.33%
• 1Y: 27.18%
• 3Y*: 18.39%
• 5Y*: 9.42%
• 10Y*: —

WBREOX

• 1D: 0.13%
• 1M: 5.80%
• YTD: 11.70%
• 6M: 11.74%
• 1Y: 28.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGIX vs. WBREOX - Yearly Performance Comparison

	2026 (YTD)	2025
ESGIX Dana Epiphany ESG Equity Fund	10.96%	14.92%
WBREOX CIT: BlackRock Equity Index Fund Class 1	11.70%	16.64%

Correlation

The correlation between ESGIX and WBREOX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025	0.76

The correlation between ESGIX and WBREOX has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

Return for Risk

ESGIX vs. WBREOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGIX

ESGIX Risk / Return Rank: 56
ESGIX Sharpe Ratio Rank: 55
ESGIX Sortino Ratio Rank: 50
ESGIX Omega Ratio Rank: 49
ESGIX Calmar Ratio Rank: 61
ESGIX Martin Ratio Rank: 64

WBREOX

WBREOX Risk / Return Rank: 84
WBREOX Sharpe Ratio Rank: 86
WBREOX Sortino Ratio Rank: 83
WBREOX Omega Ratio Rank: 78
WBREOX Calmar Ratio Rank: 83
WBREOX Martin Ratio Rank: 88

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. WBREOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dana Epiphany ESG Equity Fund (ESGIX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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.

	ESGIX	WBREOX	Difference
Sharpe ratio: Return per unit of total volatility	2.18	2.80	-0.62
Sortino ratio: Return per unit of downside risk	3.00	3.94	-0.94
Omega ratio: Gain probability vs. loss probability	1.38	1.51	-0.12
Calmar ratio: Return relative to maximum drawdown	2.99	3.85	-0.85
Martin ratio: Return relative to average drawdown	12.61	17.42	-4.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGIX vs. WBREOX - Sharpe Ratio Comparison

The current ESGIX Sharpe Ratio is 2.18, which is comparable to the WBREOX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of ESGIX and WBREOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESGIX	WBREOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	2.80	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	1.26	-0.56

Drawdowns

ESGIX vs. WBREOX - Drawdown Comparison

The maximum ESGIX drawdown since its inception was -36.04%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for ESGIX and WBREOX.

Drawdown Indicators

	ESGIX	WBREOX	Difference
Max Drawdown Largest peak-to-trough decline	-36.04%	-19.07%	-16.97%
Max Drawdown (1Y) Largest decline over 1 year	-9.40%	-8.89%	-0.51%
Max Drawdown (3Y) Largest decline over 3 years	-21.36%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.01%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.16%	-2.60%	-3.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	1.89%	+0.34%

Volatility

ESGIX vs. WBREOX - Volatility Comparison

Dana Epiphany ESG Equity Fund (ESGIX) has a higher volatility of 3.04% compared to CIT: BlackRock Equity Index Fund Class 1 (WBREOX) at 2.83%. This indicates that ESGIX's price experiences larger fluctuations and is considered to be riskier than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGIX	WBREOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	2.83%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	9.40%	+0.12%
Volatility (1Y) Calculated over the trailing 1-year period	12.93%	12.22%	+0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.56%	18.64%	-1.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.18%	18.64%	+1.54%

ESGIX vs. WBREOX - Expense Ratio Comparison

ESGIX has a 1.12% expense ratio, which is higher than WBREOX's 0.02% expense ratio.

Dividends

ESGIX vs. WBREOX - Dividend Comparison

ESGIX's dividend yield for the trailing twelve months is around 6.12%, while WBREOX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
ESGIX Dana Epiphany ESG Equity Fund	6.12%	6.78%	0.33%	0.76%	1.09%	1.81%	2.08%	18.54%
WBREOX CIT: BlackRock Equity Index Fund Class 1	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESGIX and WBREOX in my portfolio?

ESGIX and WBREOX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGIX or WBREOX?

ESGIX has higher volatility (3.04%) compared to WBREOX (2.83%). In terms of maximum drawdown, ESGIX dropped -36.04% vs WBREOX's -19.07%.

Which has better risk-adjusted returns?

WBREOX currently has the higher Sharpe Ratio (2.80 vs 2.18), 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.