NestYield Visionary ETF (EGGQ) Performance
EGGQ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −1.4% since Dec 31, 2025
- 1 year
- −4.1% total return
- Since first price
- +22.5% since 2024
EGGQ trailing returns vs SPY, QQQ, AGG
| Period | EGGQ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −21.1% | −21.6% | −1.0% | −5.0% | +0.9% |
| 3 months | −19.2% | −21.1% | +3.2% | +1.9% | −0.4% |
| 6 months | −10.8% | −14.7% | +7.8% | +8.4% | −1.5% |
| YTD | −1.4% | −7.8% | +12.3% | +15.1% | −1.0% |
| 1 year | −4.1% | −11.8% | +14.4% | +15.9% | −1.1% |
| Since inceptionDec 30, 2024 | +22.5% | +7.8% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: EGGQ vs SPY
From Dec 30, 2024: EGGQ grew to $12,250, SPY to $13,174.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
EGGQ returns by calendar year
1 of 1 full years positive. Best 2025 (+25.9%), worst 2025 (+25.9%). 2026 is year to date.
EGGQ annual returns table
| Year | EGGQ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −1.4% | −33.9% | +12.3% | +15.1% | −1.0% |
| 2025 | +25.9% | −22.7% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
EGGQ largest drawdowns
Now 33.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jun 22, 2026 | −33.9% | Oct 23, 2026 | not yet | 4 months | 4 months so far |
| Feb 14, 2025 | −22.7% | Apr 8, 2025 | May 13, 2025 | 53 days | 3 months |
| Oct 29, 2025 | −19.8% | Mar 30, 2026 | Apr 22, 2026 | 5 months | 6 months |
| Jun 2, 2026 | −11.6% | Jun 10, 2026 | Jun 15, 2026 | 8 days | 13 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
EGGQ risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +29.4% |
| Volatility (annualized) | 35.0% |
| Sharpe ratio | 0.80 |
| Sortino ratio | 1.40 |
| Best month | +26.2% |
| Worst month | −22.3% |
| Best 12 months | +56.5% |
| Worst 12 months | +16.4% |
| Positive months | 62% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
EGGQ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 11 | −8.2% | +25.3% | +56.5% | 91% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
EGGQ performance overview
NestYield Visionary ETF (EGGQ) returned −4.1% over the past year, with distributions reinvested. Since its first recorded price on Dec 30, 2024 it has returned +22.5%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −33.9%, from Jun 22, 2026 to Oct 23, 2026; the fund has not yet regained that high. Volatility has been 35.0% a year.
Related: EGGQ chart, EGGQ holdings, EGGQ dividends, EGGQ valuation. See the EGGQ overview for the latest quote and fund facts.
EGGQ performance FAQ
What is the EGGQ return over the past year?
EGGQ returned −4.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 11.8%.
How much would $10,000 invested in EGGQ be worth?
$10,000 invested in EGGQ at its first recorded close on December 30, 2024 would be worth about $12,250 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of EGGQ?
The largest peak-to-trough decline was −33.9% between June 22, 2026 and October 23, 2026. It has not yet recovered to that high; it is 33.9% below its peak.
How volatile is EGGQ?
Over the past history EGGQ had an annualized volatility of 35.0% and a Sharpe ratio of 0.80 (excess return over 1–3 month T-bills per unit of risk).