EICIX vs. VT

Last updated Jun 3, 2026

EICIX (EIC Value Fund) and VT (Vanguard Total World Stock ETF) are both funds - EICIX is a Large Cap Value Equities fund managed by Equity Investment Corp, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, EICIX returned 11.07%/yr vs 12.84%/yr for VT. Their correlation of 0.80 suggests significant overlap in exposure. EICIX charges 0.95%/yr vs 0.06%/yr for VT.

Performance

EICIX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EIC Value Fund (EICIX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EICIX achieves a 3.02% return, which is significantly lower than VT's 13.23% return. Over the past 10 years, EICIX has underperformed VT with an annualized return of 11.07%, while VT has yielded a comparatively higher 12.84% annualized return.

EICIX

• 1D: -0.38%
• 1M: -1.02%
• YTD: 3.02%
• 6M: 4.43%
• 1Y: 11.61%
• 3Y*: 14.78%
• 5Y*: 9.66%
• 10Y*: 11.07%

VT

• 1D: 0.47%
• 1M: 5.22%
• YTD: 13.23%
• 6M: 14.61%
• 1Y: 30.72%
• 3Y*: 21.29%
• 5Y*: 11.39%
• 10Y*: 12.84%

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

EICIX vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EICIX EIC Value Fund	3.02%	16.01%	11.55%	12.91%	0.90%	30.08%	4.27%	22.64%	-7.80%	14.42%
VT Vanguard Total World Stock ETF	13.23%	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 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.75
Correlation (All Time) Calculated using the full available price history since May 3, 2011	0.80

Over the past year, the correlation between EICIX and VT has dropped to 0.55 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

Return for Risk

EICIX vs. VT — Risk / Return Rank

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

EICIX

EICIX Risk / Return Rank: 14
EICIX Sharpe Ratio Rank: 14
EICIX Sortino Ratio Rank: 15
EICIX Omega Ratio Rank: 13
EICIX Calmar Ratio Rank: 16
EICIX Martin Ratio Rank: 13

VT

VT Risk / Return Rank: 72
VT Sharpe Ratio Rank: 74
VT Sortino Ratio Rank: 73
VT Omega Ratio Rank: 73
VT Calmar Ratio Rank: 65
VT Martin Ratio Rank: 75

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. 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.

	EICIX	VT	Difference
Sharpe ratio Return per unit of total volatility	1.07	2.44	-1.36
Sortino ratio Return per unit of downside risk	1.61	3.36	-1.75
Omega ratio Gain probability vs. loss probability	1.19	1.44	-0.25
Calmar ratio Return relative to maximum drawdown	1.49	3.27	-1.77
Martin ratio Return relative to average drawdown	3.89	14.59	-10.69
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. VT - Sharpe Ratio Comparison

The current EICIX Sharpe Ratio is 1.07, which is lower than the VT Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of EICIX and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EICIX	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	2.44	-1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.71	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.75	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.44	+0.23

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.

Drawdown Indicators

	EICIX	VT	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-6.21%	0.00%	-6.21%
Average Drawdown Average peak-to-trough decline	-3.40%	-7.02%	+3.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.27%	2.17%	+1.10%

Volatility

EICIX vs. VT - Volatility Comparison

The current volatility for EIC Value Fund (EICIX) is 3.31%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.75%. This indicates that EICIX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EICIX	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	3.75%	-0.44%
Volatility (6M) Calculated over the trailing 6-month period	8.05%	10.13%	-2.08%
Volatility (1Y) Calculated over the trailing 1-year period	11.49%	12.67%	-1.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.56%	16.04%	-1.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.27%	17.23%	-0.96%

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 8.69%, more than VT's 1.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EICIX EIC Value Fund	8.69%	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

Can I hold both EICIX and VT in my portfolio?

EICIX and VT have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EICIX or VT?

VT has higher volatility (3.75%) compared to EICIX (3.31%). In terms of maximum drawdown, EICIX dropped -34.26% vs VT's -50.27%.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (2.44 vs 1.07), 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.