EICIX vs. OXLC

Last updated Apr 1, 2026

Compare and contrast key facts about EIC Value Fund (EICIX) and Oxford Lane Capital Corp. (OXLC).

EICIX is managed by Equity Investment Corp. It was launched on Apr 29, 2011.

Performance

EICIX vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EIC Value Fund (EICIX) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

EICIX vs. OXLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EICIX EIC Value Fund	1.56%	16.01%	11.55%	12.91%	0.90%	30.08%	4.27%	22.64%	-7.80%	14.42%
OXLC Oxford Lane Capital Corp.	-25.18%	-24.38%	24.58%	16.52%	-24.15%	59.91%	-15.79%	-0.98%	12.86%	13.47%

Returns By Period

In the year-to-date period, EICIX achieves a 1.56% return, which is significantly higher than OXLC's -25.18% return. Over the past 10 years, EICIX has outperformed OXLC with an annualized return of 11.16%, while OXLC has yielded a comparatively lower 4.54% annualized return.

EICIX

• 1D: 0.11%
• 1M: -6.86%
• YTD: 1.56%
• 6M: 3.82%
• 1Y: 9.67%
• 3Y*: 14.11%
• 5Y*: 10.95%
• 10Y*: 11.16%

OXLC

• 1D: 3.93%
• 1M: 22.30%
• YTD: -25.18%
• 6M: -29.75%
• 1Y: -42.43%
• 3Y*: -8.55%
• 5Y*: -3.66%
• 10Y*: 4.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EICIX vs. OXLC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EICIX

EICIX Risk / Return Rank: 34
EICIX Sharpe Ratio Rank: 29
EICIX Sortino Ratio Rank: 31
EICIX Omega Ratio Rank: 27
EICIX Calmar Ratio Rank: 44
EICIX Martin Ratio Rank: 41

OXLC

OXLC Risk / Return Rank: 8
OXLC Sharpe Ratio Rank: 2
OXLC Sortino Ratio Rank: 5
OXLC Omega Ratio Rank: 5
OXLC Calmar Ratio Rank: 17
OXLC Martin Ratio Rank: 13

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EICIX vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EIC Value Fund (EICIX) and Oxford Lane Capital Corp. (OXLC). 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.

	EICIX	OXLC	Difference
Sharpe ratio Return per unit of total volatility	0.67	-1.15	+1.82
Sortino ratio Return per unit of downside risk	1.08	-1.60	+2.67
Omega ratio Gain probability vs. loss probability	1.14	0.78	+0.36
Calmar ratio Return relative to maximum drawdown	1.11	-0.73	+1.84
Martin ratio Return relative to average drawdown	4.17	-1.42	+5.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EICIX vs. OXLC - Sharpe Ratio Comparison

The current EICIX Sharpe Ratio is 0.67, which is higher than the OXLC Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of EICIX and OXLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EICIX	OXLC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	-1.15	+1.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	-0.14	+0.90
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.11	+0.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.07	+0.60

Correlation

The correlation between EICIX and OXLC is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EICIX vs. OXLC - Dividend Comparison

EICIX's dividend yield for the trailing twelve months is around 8.81%, less than OXLC's 52.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EICIX EIC Value Fund	8.81%	8.95%	9.47%	4.09%	6.07%	11.14%	6.05%	7.71%	10.82%	8.51%	2.03%	3.42%
OXLC Oxford Lane Capital Corp.	52.15%	35.86%	20.12%	18.83%	17.75%	10.51%	22.46%	19.85%	16.70%	17.91%	22.84%	24.10%

Drawdowns

EICIX vs. OXLC - Drawdown Comparison

The maximum EICIX drawdown since its inception was -34.26%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for EICIX and OXLC.

Drawdown Indicators

	EICIX	OXLC	Difference
Max Drawdown Largest peak-to-trough decline	-34.26%	-74.58%	+40.32%
Max Drawdown (1Y) Largest decline over 1 year	-11.10%	-57.17%	+46.07%
Max Drawdown (5Y) Largest decline over 5 years	-17.36%	-57.17%	+39.81%
Max Drawdown (10Y) Largest decline over 10 years	-34.26%	-74.58%	+40.32%
Current Drawdown Current decline from peak	-7.53%	-46.41%	+38.88%
Average Drawdown Average peak-to-trough decline	-3.38%	-13.62%	+10.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	29.32%	-26.36%

Volatility

EICIX vs. OXLC - Volatility Comparison

The current volatility for EIC Value Fund (EICIX) is 3.15%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 11.99%. This indicates that EICIX experiences smaller price fluctuations and is considered to be less risky than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EICIX	OXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.15%	11.99%	-8.84%
Volatility (6M) Calculated over the trailing 6-month period	8.16%	29.26%	-21.10%
Volatility (1Y) Calculated over the trailing 1-year period	16.07%	37.01%	-20.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.55%	26.32%	-11.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	42.63%	-26.38%