EQ/Large Cap Value Managed Volatility Portfolio
Data updated: 2026-08-25
C000024611 — EQ/Large Cap Value Managed Volatility Portfolio. United States Large Cap Value Equity · $3.73B AUM. Holdings, fees, performance and SEC filings.
C000024611 Fund Overview
EQ/Large Cap Value Managed Volatility Portfolio is a US mutual fund managed by Eq Advisors Trust, categorised as United States Large Cap Value Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Eq Advisors Trust
- Category: United States Large Cap Value Equity
- Assets under management: $3.73B
- 1-year return: 22.1%
- SEC CIK: 0001027263
- SEC series ID: S000009059
- Share class ID: C000024611
C000024611 Investment Objective and Strategy
EQ/Large Cap Value Managed Volatility Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Eq Advisors Trust.
Investment objective
Seeks to achieve long-term growth of capital with an emphasis on risk-adjusted returns and managing volatility in the Portfolio.
Principal investment strategy
Under normal circumstances, the Portfolio invests at least 80% of its net assets, plus borrowings for investment purposes, in securities of large-cap companies (or other financial instruments that derive their value from the securities of such companies). For this Portfolio, large-cap companies mean those companies with market capitalizations within the range of at least one of the following indices at the time of purchase: Standard & Poors 500 Composite Stock Index (market capitalization range of approximately $3 billion - $868.9 billion as of December 31, 2017), Russell 1000 Index (market capitalization range of approximately $0.8 billion - $868.9 billion as of December 31, 2017), Morningstar Large Core Index (market capitalization range of approximately $21.4 billion - $868.9 billion as of December 31, 2017).
The Portfolios investments may include real estate investment trusts (REITs). The Portfolios assets normally are allocated among two or more investment managers, each of which manages its portion of the Portfolio using a different but complementary investment strategy. One portion of the Portfolio is actively managed (Active Allocated Portion) and one portion of the Portfolio seeks to track the performance of a particular index (Index Allocated Portion); and one portion of the Portfolio invests in exchange-traded funds (ETFs) (ETF Allocated Portion). Under normal circumstances, the Active Allocated Portion consists of approximately 30% of the Portfolios net assets and the Index Allocated Portion consists of approximately 60% of the Portfolios net assets and the ETF Allocated Portion consists of approximately 10% of the Portfolios net assets.
These percentages are targets established by the Adviser; actual allocations may deviate from these targets. The Active Allocated Portion utilizes a value-oriented investment style and invests primarily in equity securities of companies that, in the view of the Sub-Advisers, are currently underpriced according to certain financial measurements, which may include price-to-earnings and price-to-book ratios and dividend income potential. These Sub-Advisers may sell a security for a variety of reasons, such as because it becomes overvalued, shows deteriorating fundamentals or to invest in a company believed to offer superior investment opportunities. The Index Allocated Portion of the Portfolio seeks to track the performance (before fees and expenses) of the Russell 1000 Value Index with minimal tracking error.
This strategy is commonly referred to as an indexing strategy. Generally, the Index Allocated Portion uses a full replication technique, although in certain instances a sampling approach may be utilized for a portion of the Index Allocated Portion. The Index Allocated Portion also may invest in other instruments, such as futures and options contracts, that provide comparable exposure as the index without buying the underlying securities comprising the index. AXA Equitable Funds Management Group, LLC (FMG LLC or the Adviser) also may utilize futures and options, such as exchange-traded futures and options contracts on securities indices, to manage equity exposure. Futures and options can provide exposure to the performance of a securities index without buying the underlying securities comprising the index.
They also provide a means to manage the Portfolios equity exposure without having to buy or sell securities. When market volatility is increasing above specific thresholds set for the Portfolio, the Adviser may limit equity exposure either by reducing investments in securities, shorting or selling long futures and options positions on an index, increasing cash levels, and/or shorting an index. During such times, the Portfolios exposure to equity securities may be significantly less than that of a traditional equity portfolio. Volatility is a statistical measure of the magnitude of changes in the Portfolios returns, without regard to the direction of those changes. Higher volatility generally indicates higher risk and is often reflected by frequent and sometimes significant movements up and down in value.
Volatility management techniques may reduce potential losses and/or mitigate financial risks to insurance companies that provide certain benefits and guarantees available under the Contracts and offer the Portfolio as an investment option in their products. The Portfolio may invest up to 25% of its assets in derivatives. It is anticipated that the Portfolios derivative instruments will consist primarily of exchange-traded futures and options contracts on securities indices, but the Portfolio also may utilize other types of derivatives. The Portfolios investments in derivatives may be deemed to involve the use of leverage because the Portfolio is not required to invest the full market value of the contract upon entering into the contract but participates in gains and losses on the full contract price.
The use of derivatives also may be deemed to involve the use of leverage because the heightened price sensitivity of some derivatives to market changes may magnify the Portfolios gain or loss. It is not generally expected, however, that the Portfolio will be leveraged by borrowing money for investment purposes. The Portfolio may maintain a significant percentage of its assets in cash and cash equivalent instruments, some of which may serve as margin or collateral for the Portfolios obligations under derivative transactions. The ETF Allocated Portion invests in ETFs (the Underlying ETFs) that meet the investment criteria of the Portfolio as a whole. The Underlying ETFs in which the ETF Allocated Portion may invest may be changed from time to time without notice or shareholder approval. The Portfolio also may lend its portfolio securities to earn additional income.
C000024611 Holdings
Top 10 holdings of EQ/Large Cap Value Managed Volatility Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Amazon.com, Inc. | 3.90% |
| Apple, Inc. | 3.78% |
| Microsoft Corp. | 3.10% |
| JPMorgan Prime Money Market Fund | 2.58% |
| State Street SPDR Portfolio S&P 500 Value ETF | 2.53% |
| Vanguard Russell 1000 Value ETF | 2.06% |
| JPMorgan Chase & Co. | 1.71% |
| Vanguard Value ETF | 1.62% |
| iShares Morningstar Value ETF | 1.56% |
| Berkshire Hathaway, Inc. | 1.41% |
C000024611 Portfolio Allocation
Asset-class allocation of EQ/Large Cap Value Managed Volatility Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 81.4% |
| Other | 9.1% |
| Cash & Equivalents | 3.2% |
| Derivatives | 0.1% |
C000024611 Performance
Total returns for C000024611 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 12.4% |
| 1 year | 22.1% |
| 3 years (annualised) | 14.8% |
| 5 years (annualised) | 8.9% |
C000024611 Risk Information
Risk metrics for C000024611, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.0%
C000024611 Costs and Fees
C000024611 costs about $87 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.87%
- Gross expense ratio: 0.87%
- Portfolio turnover: 13%
- Brokerage commissions: 0.44 bps of average net assets (SEC N-CEN)
C000024611 Cashflows
Over the 12 months to 2026-06, EQ/Large Cap Value Managed Volatility Portfolio had net outflows of $223.72M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$57.82M |
| 2026-05 | −$46.44M |
| 2026-04 | −$49.31M |
| 2026-03 | −$45.93M |
| 2026-02 | −$46.87M |
| 2026-01 | −$48.00M |
C000024611 Debt Constituents
No individual debt constituents are reported in EQ/Large Cap Value Managed Volatility Portfolio's latest SEC N-PORT filing.
C000024611 Prospectus and SEC Filings
Official EQ/Large Cap Value Managed Volatility Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2025-04-28
- Prospectus (485BPOS) — filed 2024-04-26
- Prospectus (485BPOS) — filed 2023-04-26
- Portfolio holdings (N-PORT) — filed 2026-08-25
- Portfolio holdings (N-PORT) — filed 2026-05-26
- Portfolio holdings (N-PORT) — filed 2026-02-27
- Annual census (N-CEN) — filed 2026-03-11
- Annual census (N-CEN) — filed 2025-03-10
Related Funds
Other United States Large Cap Value Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.