C000000076 Performance — Domestic Equity Portfolio
Data updated: 2026-08-20
C000000076 returned +10.71% year to date and +24.58% over one year to Jun 2026. Annualised returns are +12.14% over 3 years and +8.28% over 5 years. Against its US Large Value category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $141, against $158 for the category, and to $125 over one year, against $121. Volatility over the past three years was 11.68% a year. In the 12 months to Jun 2026 the fund took in a net $52.9M, and assets reached $1.26B.
C000000076 Growth of $100
What $100 invested in Domestic Equity Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | C000000076 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $125 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $141 | $158 |
| 5 years (Jul 2021 – Jun 2026) | $149 | $165 |
| Since data start (Jul 2019 – Jun 2026) | $183 | $223 |
C000000076 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +10.71% |
| 1 year | +24.58% |
| 3 years (annualised) | +12.14% |
| 5 years (annualised) | +8.28% |
C000000076 Annual Returns
Calendar-year total returns of Domestic Equity Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +10.72% |
| 2025 | +14.43% |
| 2024 | +7.06% |
| 2023 | +3.72% |
| 2022 | −2.98% |
| 2021 | +22.72% |
| 2020 | +0.72% |
| 2019 (Jul–Dec) | +8.52% |
C000000076 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.5% | +2.0% | −4.4% | +5.9% | +2.0% | +1.5% | — | — | — | — | — | — |
| 2025 | +2.2% | +0.6% | −3.1% | −4.0% | +3.7% | +2.6% | +1.1% | +3.2% | +1.7% | +1.1% | +3.2% | +1.7% |
| 2024 | −0.2% | +3.6% | +5.1% | −4.9% | +0.5% | −0.5% | +4.7% | +2.2% | +1.6% | −2.4% | +5.3% | −7.3% |
| 2023 | +3.1% | −4.0% | −2.5% | +2.5% | −4.3% | +5.5% | +2.4% | −3.0% | −5.0% | −0.7% | +5.7% | +5.0% |
| 2022 | −0.6% | −0.8% | +1.7% | −5.1% | +2.2% | −7.1% | +4.3% | −2.4% | −7.4% | +11.7% | +5.3% | −3.3% |
| 2021 | −1.5% | +3.5% | +7.2% | +2.8% | +2.5% | −2.2% | +1.1% | +1.2% | −2.1% | +4.2% | −3.1% | +7.9% |
| 2020 | −2.7% | −11.4% | −14.5% | +11.9% | +4.4% | −1.2% | +2.4% | +2.7% | −2.3% | −2.7% | +13.7% | +4.2% |
| 2019 | — | — | — | — | — | — | +1.4% | −3.0% | +3.9% | +0.1% | +2.5% | +3.4% |
C000000076 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 11.68%
- 3-year Sharpe ratio: 0.65 (vs 4.5% risk-free rate)
- Best month: +5.94% (Apr 2026)
- Worst month: −7.26% (Dec 2024)
C000000076 Fund Flows
Monthly money in and out of Domestic Equity Portfolio, from SEC Form N-PORT.
- 12-month net flow: $52.9M
- 12-month gross sales (incl. reinvestments): $198.1M
- Sales ÷ redemptions: 1.36×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $5.3M | $13.5M | −$8.2M |
| May 2026 | $7.3M | $9.4M | −$2.1M |
| Apr 2026 | $6.7M | $12.1M | −$5.4M |
| Mar 2026 | $7.5M | $11.4M | −$3.9M |
| Feb 2026 | $6.2M | $15.2M | −$9.1M |
| Jan 2026 | $6.2M | $19.0M | −$12.9M |
| Dec 2025 | $6.7M | $14.4M | −$7.7M |
| Nov 2025 | $5.7M | $12.2M | −$6.5M |
| Oct 2025 | $7.7M | $9.8M | −$2.1M |
| Sep 2025 | $124.4M | $9.4M | $114.9M |
| Aug 2025 | $5.3M | $8.5M | −$3.2M |
| Jul 2025 | $9.2M | $10.2M | −$1.0M |
C000000076 Assets Under Management
Net assets of Domestic Equity Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.26B |
| 2026-03-31 | $1.16B |
| 2025-12-31 | $1.18B |
| 2025-09-30 | $1.13B |
| 2025-06-30 | $1.07B |
| 2025-03-31 | $1.04B |
| 2024-12-31 | $1.05B |
| 2024-09-30 | $1.12B |
| 2024-06-30 | $1.04B |
| 2024-03-31 | $1.13B |
| 2023-12-31 | $1.06B |
| 2023-09-30 | $966.70M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.