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EIFGX vs. SWLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIFGX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Focused Growth Opportunities Fund (EIFGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

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EIFGX vs. SWLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIFGX
Eaton Vance Focused Growth Opportunities Fund
-11.94%14.48%42.07%42.23%-32.01%16.33%44.64%35.77%0.68%-0.63%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
-13.06%18.55%33.30%42.67%-29.17%27.55%38.43%36.30%-1.59%-0.60%

Returns By Period

In the year-to-date period, EIFGX achieves a -11.94% return, which is significantly higher than SWLGX's -13.06% return.


EIFGX

1D
-0.26%
1M
-8.45%
YTD
-11.94%
6M
-10.43%
1Y
10.51%
3Y*
21.50%
5Y*
9.50%
10Y*
15.58%

SWLGX

1D
-0.46%
1M
-8.63%
YTD
-13.06%
6M
-12.07%
1Y
14.45%
3Y*
19.67%
5Y*
11.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIFGX vs. SWLGX - Expense Ratio Comparison

EIFGX has a 0.76% expense ratio, which is higher than SWLGX's 0.04% expense ratio.


Return for Risk

EIFGX vs. SWLGX — Risk / Return Rank

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

EIFGX
EIFGX Risk / Return Rank: 2020
Overall Rank
EIFGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EIFGX Sortino Ratio Rank: 2121
Sortino Ratio Rank
EIFGX Omega Ratio Rank: 2121
Omega Ratio Rank
EIFGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
EIFGX Martin Ratio Rank: 1919
Martin Ratio Rank

SWLGX
SWLGX Risk / Return Rank: 2828
Overall Rank
SWLGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 3131
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 2323
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. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Focused Growth Opportunities Fund (EIFGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.


EIFGXSWLGXDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.66

-0.16

Sortino ratio

Return per unit of downside risk

0.86

1.10

-0.24

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.54

0.72

-0.18

Martin ratio

Return relative to average drawdown

1.95

2.51

-0.56

EIFGX vs. SWLGX - Sharpe Ratio Comparison

The current EIFGX Sharpe Ratio is 0.49, which is comparable to the SWLGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of EIFGX and SWLGX, 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


EIFGXSWLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.66

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.56

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.68

+0.09

Correlation

The correlation between EIFGX and SWLGX is 0.97, 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

EIFGX vs. SWLGX - Dividend Comparison

EIFGX's dividend yield for the trailing twelve months is around 28.76%, more than SWLGX's 0.52% yield.


TTM20252024202320222021202020192018201720162015
EIFGX
Eaton Vance Focused Growth Opportunities Fund
28.76%25.32%10.78%2.74%32.69%16.44%8.74%9.36%10.11%0.29%0.00%1.25%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.52%0.46%0.52%0.67%0.93%1.76%0.67%0.96%1.03%0.00%0.00%0.00%

Drawdowns

EIFGX vs. SWLGX - Drawdown Comparison

The maximum EIFGX drawdown since its inception was -36.93%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for EIFGX and SWLGX.


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Drawdown Indicators


EIFGXSWLGXDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-32.69%

-4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-16.16%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-36.93%

-32.69%

-4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.93%

Current Drawdown

Current decline from peak

-14.60%

-16.16%

+1.56%

Average Drawdown

Average peak-to-trough decline

-5.95%

-7.13%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

4.62%

-0.60%

Volatility

EIFGX vs. SWLGX - Volatility Comparison

Eaton Vance Focused Growth Opportunities Fund (EIFGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX) have volatilities of 5.22% and 5.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIFGXSWLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

5.38%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

11.82%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

22.31%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.00%

21.47%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.68%

22.78%

-1.10%