I've been using Windows and Mac for years, I've downloaded copious amounts of porn. (To the extent where I can now fill multiple disk array's with it), and I've never had a virus/malware/anything malicious on either system.
Also, OS X now implements three layers of built-in protection specifically against malware, not counting runtime protections such as execute disable, sandboxing, system library randomization, and address space layout randomization that may also guard against other kinds of exploits.
Beyond XProtect, Gatekeeper, and MRT, there’s no evidence of any benefit from other automated protection against malware. The first and best line of defense is always your own intelligence.
Never install any commercial "anti-virus" or "Internet security" products for the Mac, as they all do more harm than good, if they do any good at all.