EICIX vs. VT
EICIX (EIC Value Fund) and VT (Vanguard Total World Stock ETF) are both funds - EICIX is a Large Cap Value Equities fund managed by EIC, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, EICIX returned 11.84%/yr vs 12.38%/yr for VT. Their 0.79 correlation means they have sometimes moved together and sometimes differently. EICIX charges 0.95%/yr vs 0.06%/yr for VT.
Performance
EICIX vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, EICIX achieves a 13.97% return, which is significantly higher than VT's 12.40% return. Both investments have delivered pretty close results over the past 10 years, with EICIX having a 11.84% annualized return and VT not far ahead at 12.38%.
EICIX
- 1D
- -1.07%
- 1M
- 4.45%
- 6M
- 7.99%
- YTD
- 13.97%
- 1Y
- 21.06%
- 3Y*
- 15.82%
- 5Y*
- 12.58%
- 10Y*
- 11.84%
- ALL TIME*
- 10.72%
VT
- 1D
- 1.12%
- 1M
- 0.92%
- 6M
- 8.48%
- YTD
- 12.40%
- 1Y
- 24.89%
- 3Y*
- 19.46%
- 5Y*
- 10.72%
- 10Y*
- 12.38%
- ALL TIME*
- 8.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EICIX EIC Value Fund | $0.00 | $0.00 | $0.00 |
| $432.10M | $371.73M | $483.41M |
EICIX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 13.97% | 16.01% | 11.55% | 12.91% | 0.90% | 30.08% | 4.27% | 22.64% | -7.80% | 14.42% |
VT Vanguard Total World Stock ETF | 12.40% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between EICIX and VT is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 2, 2011 | 0.79 |
Over the past year, the correlation between EICIX and VT has dropped to 0.38 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
EICIX vs. VT — Risk / Return Rank
EICIX
VT
EICIX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EIC Value Fund (EICIX) and Vanguard Total World Stock ETF (VT). 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 | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.58 | -0.35 |
| Martin ratioReturn relative to average drawdown | 5.46 | 10.76 | -5.30 |
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Drawdowns
EICIX vs. VT - Drawdown Comparison
The maximum EICIX drawdown since its inception was -34.26%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for EICIX and VT.
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Drawdown Indicators
| EICIX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -50.27% | +16.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -9.67% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -11.10% | -16.51% | +5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -17.36% | -26.38% | +9.02% |
Max Drawdown (10Y)Largest decline over 10 years | -34.26% | -34.24% | -0.02% |
Current DrawdownCurrent decline from peak | -1.35% | -0.73% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -3.39% | -6.97% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.32% | +1.17% |
Volatility
EICIX vs. VT - Volatility Comparison
EIC Value Fund (EICIX) has a higher volatility of 5.79% compared to Vanguard Total World Stock ETF (VT) at 4.14%. This indicates that EICIX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EICIX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 4.14% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 11.69% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 13.96% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 16.23% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 17.19% | -0.84% |
EICIX vs. VT - Expense Ratio Comparison
EICIX has a 0.95% expense ratio, which is higher than VT's 0.06% expense ratio.
Dividends
EICIX vs. VT - Dividend Comparison
EICIX's dividend yield for the trailing twelve months is around 7.85%, more than VT's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 7.85% | 8.95% | 9.47% | 4.09% | 6.07% | 11.14% | 6.05% | 7.71% | 10.82% | 8.51% | 2.03% | 3.42% |
VT Vanguard Total World Stock ETF | 1.58% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
EICIX and VT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EICIX has higher volatility (5.79%) compared to VT (4.14%). In terms of maximum drawdown, EICIX dropped -34.26% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.80 vs 1.52), 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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