EICIX vs. SPY
Compare and contrast key facts about EIC Value Fund (EICIX) and State Street SPDR S&P 500 ETF (SPY).
EICIX is managed by Equity Investment Corp. It was launched on Apr 29, 2011. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
EICIX vs. SPY - Performance Comparison
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EICIX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, EICIX achieves a 1.56% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, EICIX has underperformed SPY with an annualized return of 11.16%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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EICIX vs. SPY - Expense Ratio Comparison
EICIX has a 0.95% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
EICIX vs. SPY — Risk / Return Rank
EICIX
SPY
EICIX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EIC Value Fund (EICIX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.93 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.45 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.53 | -0.41 |
Martin ratioReturn relative to average drawdown | 4.17 | 7.30 | -3.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EICIX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.93 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.69 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.78 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.56 | +0.11 |
Correlation
The correlation between EICIX and SPY is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EICIX vs. SPY - Dividend Comparison
EICIX's dividend yield for the trailing twelve months is around 8.81%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
EICIX vs. SPY - Drawdown Comparison
The maximum EICIX drawdown since its inception was -34.26%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EICIX and SPY.
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Drawdown Indicators
| EICIX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -55.19% | +20.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -12.05% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -17.36% | -24.50% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -34.26% | -33.72% | -0.54% |
Current DrawdownCurrent decline from peak | -7.53% | -6.24% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -3.38% | -9.09% | +5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.52% | +0.44% |
Volatility
EICIX vs. SPY - Volatility Comparison
The current volatility for EIC Value Fund (EICIX) is 3.15%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that EICIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EICIX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 5.31% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 9.47% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 19.05% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 17.06% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.25% | 17.92% | -1.67% |