EILGX vs. FOCKX

Last updated Jun 4, 2026

EILGX (Eaton Vance-Atlanta Capital Focused Growth) and FOCKX (Fidelity OTC Portfolio Class K) are both Large Cap Growth Equities funds. Over the past 10 years, EILGX returned 13.49%/yr vs 22.74%/yr for FOCKX. Their correlation of 0.84 suggests significant overlap in exposure. EILGX charges 0.78%/yr vs 0.73%/yr for FOCKX.

Performance

EILGX vs. FOCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance-Atlanta Capital Focused Growth (EILGX) and Fidelity OTC Portfolio Class K (FOCKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EILGX achieves a -10.50% return, which is significantly lower than FOCKX's 27.65% return. Over the past 10 years, EILGX has underperformed FOCKX with an annualized return of 13.49%, while FOCKX has yielded a comparatively higher 22.74% annualized return.

EILGX

• 1D: -1.77%
• 1M: -2.15%
• YTD: -10.50%
• 6M: -9.27%
• 1Y: -6.43%
• 3Y*: 8.06%
• 5Y*: 5.74%
• 10Y*: 13.49%

FOCKX

• 1D: 0.76%
• 1M: 10.65%
• YTD: 27.65%
• 6M: 28.76%
• 1Y: 62.04%
• 3Y*: 34.92%
• 5Y*: 19.63%
• 10Y*: 22.74%

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

EILGX vs. FOCKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EILGX Eaton Vance-Atlanta Capital Focused Growth	-10.50%	10.85%	10.63%	25.66%	-20.27%	30.41%	27.18%	38.37%	8.31%	27.41%
FOCKX Fidelity OTC Portfolio Class K	27.65%	22.28%	38.91%	42.92%	-32.07%	25.06%	46.83%	39.36%	-3.18%	38.78%

Correlation

The correlation between EILGX and FOCKX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since May 12, 2008	0.84

Over the past year, the correlation between EILGX and FOCKX has dropped to 0.36 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

Return for Risk

EILGX vs. FOCKX — Risk / Return Rank

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

EILGX

EILGX Risk / Return Rank: 1
EILGX Sharpe Ratio Rank: 1
EILGX Sortino Ratio Rank: 1
EILGX Omega Ratio Rank: 1
EILGX Calmar Ratio Rank: 1
EILGX Martin Ratio Rank: 1

FOCKX

FOCKX Risk / Return Rank: 93
FOCKX Sharpe Ratio Rank: 96
FOCKX Sortino Ratio Rank: 90
FOCKX Omega Ratio Rank: 87
FOCKX Calmar Ratio Rank: 94
FOCKX Martin Ratio Rank: 96

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.

EILGX vs. FOCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance-Atlanta Capital Focused Growth (EILGX) and Fidelity OTC Portfolio Class K (FOCKX). 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.

	EILGX	FOCKX	Difference
Sharpe ratio: Return per unit of total volatility	-0.49	3.56	-4.05
Sortino ratio: Return per unit of downside risk	-0.60	4.41	-5.00
Omega ratio: Gain probability vs. loss probability	0.93	1.59	-0.66
Calmar ratio: Return relative to maximum drawdown	-0.40	5.61	-6.01
Martin ratio: Return relative to average drawdown	-0.96	24.83	-25.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EILGX vs. FOCKX - Sharpe Ratio Comparison

The current EILGX Sharpe Ratio is -0.49, which is lower than the FOCKX Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of EILGX and FOCKX, 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

	EILGX	FOCKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.49	3.56	-4.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	0.87	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	1.02	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.74	-0.29

Drawdowns

EILGX vs. FOCKX - Drawdown Comparison

The maximum EILGX drawdown since its inception was -51.01%, roughly equal to the maximum FOCKX drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for EILGX and FOCKX.

Drawdown Indicators

	EILGX	FOCKX	Difference
Max Drawdown Largest peak-to-trough decline	-51.01%	-53.33%	+2.32%
Max Drawdown (1Y) Largest decline over 1 year	-14.90%	-11.28%	-3.62%
Max Drawdown (3Y) Largest decline over 3 years	-14.90%	-24.83%	+9.93%
Max Drawdown (5Y) Largest decline over 5 years	-27.35%	-36.97%	+9.62%
Max Drawdown (10Y) Largest decline over 10 years	-30.85%	-36.97%	+6.12%
Current Drawdown Current decline from peak	-12.47%	0.00%	-12.47%
Average Drawdown Average peak-to-trough decline	-7.12%	-8.38%	+1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.21%	2.54%	+3.67%

Volatility

EILGX vs. FOCKX - Volatility Comparison

The current volatility for Eaton Vance-Atlanta Capital Focused Growth (EILGX) is 3.85%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 5.39%. This indicates that EILGX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EILGX	FOCKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.85%	5.39%	-1.54%
Volatility (6M) Calculated over the trailing 6-month period	9.54%	13.94%	-4.40%
Volatility (1Y) Calculated over the trailing 1-year period	12.22%	17.79%	-5.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	22.68%	-5.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.91%	22.46%	-4.55%

EILGX vs. FOCKX - Expense Ratio Comparison

EILGX has a 0.78% expense ratio, which is higher than FOCKX's 0.73% expense ratio.

Dividends

EILGX vs. FOCKX - Dividend Comparison

EILGX's dividend yield for the trailing twelve months is around 17.20%, more than FOCKX's 5.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EILGX Eaton Vance-Atlanta Capital Focused Growth	17.20%	15.39%	4.34%	0.57%	0.32%	2.18%	0.62%	0.17%	19.72%	54.05%	17.75%	23.15%
FOCKX Fidelity OTC Portfolio Class K	5.92%	7.56%	16.42%	0.09%	3.97%	11.34%	6.18%	7.49%	7.81%	4.85%	3.25%	5.42%

Frequently Asked Questions

Can I hold both EILGX and FOCKX in my portfolio?

EILGX and FOCKX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EILGX or FOCKX?

FOCKX has higher volatility (5.39%) compared to EILGX (3.85%). In terms of maximum drawdown, EILGX dropped -51.01% vs FOCKX's -53.33%.

Which has better risk-adjusted returns?

FOCKX currently has the higher Sharpe Ratio (3.56 vs -0.49), 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.