EILGX vs. FOKFX
EILGX (Eaton Vance-Atlanta Capital Focused Growth) and FOKFX (Fidelity OTC K6 Portfolio) are both Large Cap Growth Equities funds. Over the past 5 years, EILGX returned 5.02%/yr vs 14.43%/yr for FOKFX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. EILGX charges 0.78%/yr vs 0.50%/yr for FOKFX.
Performance
EILGX vs. FOKFX - Performance Comparison
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Returns By Period
In the year-to-date period, EILGX achieves a -3.98% return, which is significantly lower than FOKFX's 17.71% return.
EILGX
- 1D
- -0.72%
- 1M
- 3.55%
- 6M
- -2.23%
- YTD
- -3.98%
- 1Y
- 0.34%
- 3Y*
- 8.09%
- 5Y*
- 5.02%
- 10Y*
- 14.00%
- ALL TIME*
- 8.85%
FOKFX
- 1D
- 2.72%
- 1M
- -3.54%
- 6M
- 15.23%
- YTD
- 17.71%
- 1Y
- 33.55%
- 3Y*
- 26.35%
- 5Y*
- 14.43%
- 10Y*
- —
- ALL TIME*
- 21.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EILGX vs. FOKFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EILGX Eaton Vance-Atlanta Capital Focused Growth | -3.98% | 10.85% | 10.63% | 25.66% | -20.27% | 30.41% | 27.18% | 10.67% |
FOKFX Fidelity OTC K6 Portfolio | 17.71% | 20.30% | 34.58% | 43.48% | -32.32% | 25.95% | 47.52% | 17.08% |
Correlation
The correlation between EILGX and FOKFX is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2019 | 0.74 |
Over the past year, the correlation between EILGX and FOKFX has dropped to 0.18 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
EILGX vs. FOKFX — Risk / Return Rank
EILGX
FOKFX
EILGX vs. FOKFX - 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 K6 Portfolio (FOKFX). 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.
| EILGX | FOKFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.26 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.53 | -2.57 |
| Martin ratioReturn relative to average drawdown | -0.09 | 8.60 | -8.70 |
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Drawdowns
EILGX vs. FOKFX - Drawdown Comparison
The maximum EILGX drawdown since its inception was -51.01%, which is greater than FOKFX's maximum drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for EILGX and FOKFX.
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Drawdown Indicators
| EILGX | FOKFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.01% | -37.26% | -13.75% |
Max Drawdown (1Y)Largest decline over 1 year | -15.18% | -12.53% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -24.81% | +9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -37.26% | +9.91% |
Max Drawdown (10Y)Largest decline over 10 years | -30.85% | — | — |
Current DrawdownCurrent decline from peak | -6.09% | -8.04% | +1.95% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -9.09% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.57% | 3.67% | +3.90% |
Volatility
EILGX vs. FOKFX - Volatility Comparison
The current volatility for Eaton Vance-Atlanta Capital Focused Growth (EILGX) is 5.88%, while Fidelity OTC K6 Portfolio (FOKFX) has a volatility of 6.26%. This indicates that EILGX experiences smaller price fluctuations and is considered to be less risky than FOKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EILGX | FOKFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 6.26% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.55% | 17.69% | -6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 21.42% | -7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 23.47% | -6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 24.72% | -6.74% |
EILGX vs. FOKFX - Expense Ratio Comparison
EILGX has a 0.78% expense ratio, which is higher than FOKFX's 0.50% expense ratio.
Dividends
EILGX vs. FOKFX - Dividend Comparison
EILGX's dividend yield for the trailing twelve months is around 16.03%, more than FOKFX's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EILGX Eaton Vance-Atlanta Capital Focused Growth | 16.03% | 15.39% | 4.34% | 0.57% | 0.32% | 2.18% | 0.62% | 0.17% | 19.72% | 54.05% | 17.75% | 23.15% |
FOKFX Fidelity OTC K6 Portfolio | 3.57% | 4.20% | 4.58% | 0.24% | 0.08% | 3.81% | 0.39% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EILGX and FOKFX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOKFX has higher volatility (6.26%) compared to EILGX (5.88%). In terms of maximum drawdown, EILGX dropped -51.01% vs FOKFX's -37.26%.
FOKFX currently has the higher Sharpe Ratio (1.48 vs -0.05), 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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