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EIFGX vs. E
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIFGX vs. E - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Focused Growth Opportunities Fund (EIFGX) and Eni S.p.A. (E). The values are adjusted to include any dividend payments, if applicable.

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EIFGX vs. E - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIFGX
Eaton Vance Focused Growth Opportunities Fund
-8.66%14.48%42.07%42.23%-32.01%16.33%44.64%35.77%0.68%25.44%
E
Eni S.p.A.
46.33%48.40%-13.95%26.73%10.92%43.12%-28.73%4.29%-0.98%7.27%

Returns By Period

In the year-to-date period, EIFGX achieves a -8.66% return, which is significantly lower than E's 46.33% return. Over the past 10 years, EIFGX has outperformed E with an annualized return of 16.00%, while E has yielded a comparatively lower 13.09% annualized return.


EIFGX

1D
3.72%
1M
-5.35%
YTD
-8.66%
6M
-7.59%
1Y
13.73%
3Y*
22.98%
5Y*
9.91%
10Y*
16.00%

E

1D
-3.06%
1M
17.23%
YTD
46.33%
6M
60.88%
1Y
87.18%
3Y*
33.52%
5Y*
25.32%
10Y*
13.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EIFGX vs. E — Risk / Return Rank

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

EIFGX
EIFGX Risk / Return Rank: 2828
Overall Rank
EIFGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EIFGX Sortino Ratio Rank: 2727
Sortino Ratio Rank
EIFGX Omega Ratio Rank: 2626
Omega Ratio Rank
EIFGX Calmar Ratio Rank: 3232
Calmar Ratio Rank
EIFGX Martin Ratio Rank: 3030
Martin Ratio Rank

E
E Risk / Return Rank: 9696
Overall Rank
E Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
E Sortino Ratio Rank: 9797
Sortino Ratio Rank
E Omega Ratio Rank: 9797
Omega Ratio Rank
E Calmar Ratio Rank: 9292
Calmar Ratio Rank
E Martin Ratio Rank: 9797
Martin Ratio Rank
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.

EIFGX vs. E - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Focused Growth Opportunities Fund (EIFGX) and Eni S.p.A. (E). 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.


EIFGXEDifference

Sharpe ratio

Return per unit of total volatility

0.67

3.57

-2.90

Sortino ratio

Return per unit of downside risk

1.12

4.01

-2.89

Omega ratio

Gain probability vs. loss probability

1.16

1.60

-0.44

Calmar ratio

Return relative to maximum drawdown

1.01

4.61

-3.60

Martin ratio

Return relative to average drawdown

3.60

22.02

-18.42

EIFGX vs. E - Sharpe Ratio Comparison

The current EIFGX Sharpe Ratio is 0.67, which is lower than the E Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of EIFGX and E, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EIFGXEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

3.57

-2.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

1.03

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.47

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.32

+0.46

Correlation

The correlation between EIFGX and E is 0.37, 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

EIFGX vs. E - Dividend Comparison

EIFGX's dividend yield for the trailing twelve months is around 27.73%, more than E's 4.24% yield.


TTM20252024202320222021202020192018201720162015
EIFGX
Eaton Vance Focused Growth Opportunities Fund
27.73%25.32%10.78%2.74%32.69%16.44%8.74%9.36%10.11%0.29%0.00%1.25%
E
Eni S.p.A.
4.24%5.88%7.69%5.74%6.38%5.79%5.91%6.11%5.15%3.96%3.98%5.14%

Drawdowns

EIFGX vs. E - Drawdown Comparison

The maximum EIFGX drawdown since its inception was -36.93%, smaller than the maximum E drawdown of -70.53%. Use the drawdown chart below to compare losses from any high point for EIFGX and E.


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Drawdown Indicators


EIFGXEDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-70.53%

+33.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-19.11%

+4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-36.93%

-33.71%

-3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-36.93%

-61.59%

+24.66%

Current Drawdown

Current decline from peak

-11.42%

-3.06%

-8.36%

Average Drawdown

Average peak-to-trough decline

-5.95%

-23.19%

+17.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

4.04%

+0.05%

Volatility

EIFGX vs. E - Volatility Comparison

The current volatility for Eaton Vance Focused Growth Opportunities Fund (EIFGX) is 6.60%, while Eni S.p.A. (E) has a volatility of 8.16%. This indicates that EIFGX experiences smaller price fluctuations and is considered to be less risky than E based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIFGXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

8.16%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

15.94%

-3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

21.91%

24.53%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

24.65%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.71%

28.22%

-6.51%