Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -0.13% | -2.44% | -0.97% | +3.37% | +1.63% | +4.24% | +9.37% | +1.86% | +5.24% | +1.08% |
| Market-price total return | -0.13% | -0.62% | +0.88% | +7.15% | +7.39% | +12.13% | +17.39% | +9.43% | +13.18% | +9.36% |
| NAV return | +0.28% | -0.24% | +1.52% | +6.94% | +7.25% | +10.99% | +13.06% | +4.36% | +5.56% | +1.25% |
| NAV total return | +0.28% | +1.45% | +3.23% | +10.45% | +12.68% | +18.51% | +20.79% | +11.70% | +13.11% | +8.90% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.12% | 0.13% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.15% | 0.14% | as above |
| Volatility, 5 years | 0.17% | 0.16% | as above |
| Maximum drawdown, 3 years | -19.96% | -17.38% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.85 | 1.24 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.21 | 1.88 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.82 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.86 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for First Trust Enhanced Equity Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.