EICIX vs. IYZ
EICIX (EIC Value Fund) and IYZ (iShares U.S. Telecommunications ETF) are both funds - EICIX is a Large Cap Value Equities fund managed by Equity Investment Corp, while IYZ is a Communications Equities fund tracking the Dow Jones U.S. Select Telecommunications Index. Over the past 10 years, EICIX returned 11.63%/yr vs 5.71%/yr for IYZ. A 0.68 correlation means they provide meaningful diversification when combined. EICIX charges 0.95%/yr vs 0.42%/yr for IYZ.
Performance
EICIX vs. IYZ - Performance Comparison
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Returns By Period
In the year-to-date period, EICIX achieves a 6.59% return, which is significantly lower than IYZ's 28.55% return. Over the past 10 years, EICIX has outperformed IYZ with an annualized return of 11.63%, while IYZ has yielded a comparatively lower 5.71% annualized return.
EICIX
- 1D
- 0.74%
- 1M
- 5.24%
- YTD
- 6.59%
- 6M
- 5.53%
- 1Y
- 14.41%
- 3Y*
- 15.41%
- 5Y*
- 10.38%
- 10Y*
- 11.63%
IYZ
- 1D
- -0.79%
- 1M
- 1.50%
- YTD
- 28.55%
- 6M
- 31.94%
- 1Y
- 57.01%
- 3Y*
- 27.64%
- 5Y*
- 7.66%
- 10Y*
- 5.71%
EICIX vs. IYZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 6.59% | 16.01% | 11.55% | 12.91% | 0.90% | 30.08% | 4.27% | 22.64% | -7.80% | 14.42% |
IYZ iShares U.S. Telecommunications ETF | 28.55% | 29.28% | 20.53% | 3.90% | -30.29% | 11.69% | 4.13% | 16.14% | -8.59% | -11.86% |
Correlation
The correlation between EICIX and IYZ is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 2, 2011 | 0.68 |
Over the past year, the correlation between EICIX and IYZ has dropped to 0.44 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
EICIX vs. IYZ — Risk / Return Rank
EICIX
IYZ
EICIX vs. IYZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EIC Value Fund (EICIX) and iShares U.S. Telecommunications ETF (IYZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EICIX | IYZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.53 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 6.65 | -5.08 |
| Martin ratioReturn relative to average drawdown | 3.89 | 26.10 | -22.21 |
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Drawdowns
EICIX vs. IYZ - Drawdown Comparison
The maximum EICIX drawdown since its inception was -34.26%, smaller than the maximum IYZ drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for EICIX and IYZ.
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Drawdown Indicators
| EICIX | IYZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -77.11% | +42.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -8.62% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -11.10% | -13.85% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -17.36% | -39.74% | +22.38% |
Max Drawdown (10Y)Largest decline over 10 years | -34.26% | -39.74% | +5.48% |
Current DrawdownCurrent decline from peak | -2.95% | -5.52% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -40.09% | +36.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.19% | +1.20% |
Volatility
EICIX vs. IYZ - Volatility Comparison
The current volatility for EIC Value Fund (EICIX) is 2.75%, while iShares U.S. Telecommunications ETF (IYZ) has a volatility of 8.04%. This indicates that EICIX experiences smaller price fluctuations and is considered to be less risky than IYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EICIX | IYZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 8.04% | -5.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 15.62% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 18.64% | -7.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 18.89% | -4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 19.31% | -3.04% |
EICIX vs. IYZ - Expense Ratio Comparison
EICIX has a 0.95% expense ratio, which is higher than IYZ's 0.42% expense ratio.
Dividends
EICIX vs. IYZ - Dividend Comparison
EICIX's dividend yield for the trailing twelve months is around 8.39%, more than IYZ's 1.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 8.39% | 8.95% | 9.47% | 4.09% | 6.07% | 11.14% | 6.05% | 7.71% | 10.82% | 8.51% | 2.03% | 3.42% |
IYZ iShares U.S. Telecommunications ETF | 1.91% | 2.04% | 1.94% | 2.27% | 2.55% | 2.51% | 2.60% | 2.36% | 2.15% | 3.54% | 2.27% | 1.98% |
Frequently Asked Questions
EICIX and IYZ have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYZ has higher volatility (8.04%) compared to EICIX (2.75%). In terms of maximum drawdown, EICIX dropped -34.26% vs IYZ's -77.11%.
IYZ currently has the higher Sharpe Ratio (3.08 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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