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EILGX vs. QCLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EILGX vs. QCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance-Atlanta Capital Focused Growth (EILGX) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EILGX achieves a -3.98% return, which is significantly lower than QCLN's 10.48% return. Over the past 10 years, EILGX has outperformed QCLN with an annualized return of 14.00%, while QCLN has yielded a comparatively lower 13.08% annualized 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%

QCLN

1D
-0.26%
1M
-13.14%
6M
0.01%
YTD
10.48%
1Y
41.09%
3Y*
-2.29%
5Y*
-5.50%
10Y*
13.08%
ALL TIME*
5.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$12.39M$13.63M$14.46M

EILGX vs. QCLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EILGX
Eaton Vance-Atlanta Capital Focused Growth
-3.98%10.85%10.63%25.66%-20.27%30.41%27.18%38.37%8.31%27.41%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
10.48%31.81%-18.86%-10.02%-30.37%-3.21%184.00%42.65%-12.38%32.34%

Correlation

The correlation between EILGX and QCLN is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.03

Correlation (3Y)
Balances recent behavior with more history.

0.33

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2007

0.63

Over the past year, the correlation between EILGX and QCLN has dropped to 0.03 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

EILGX vs. QCLN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EILGX
EILGX Risk / Return Rank: 44
Overall Rank
EILGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EILGX Sortino Ratio Rank: 44
Sortino Ratio Rank
EILGX Omega Ratio Rank: 44
Omega Ratio Rank
EILGX Calmar Ratio Rank: 44
Calmar Ratio Rank
EILGX Martin Ratio Rank: 44
Martin Ratio Rank

QCLN
QCLN Risk / Return Rank: 3939
Overall Rank
QCLN Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 3939
Sortino Ratio Rank
QCLN Omega Ratio Rank: 3838
Omega Ratio Rank
QCLN Calmar Ratio Rank: 3636
Calmar Ratio Rank
QCLN Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EILGX vs. QCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance-Atlanta Capital Focused Growth (EILGX) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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.


EILGXQCLNDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.00

1.18

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.05

1.25

-1.29

Martin ratioReturn relative to average drawdown

-0.09

4.64

-4.73

EILGX vs. QCLN - Sharpe Ratio Comparison

The current EILGX Sharpe Ratio is -0.05, which is lower than the QCLN Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EILGX and QCLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EILGX vs. QCLN - Drawdown Comparison

The maximum EILGX drawdown since its inception was -51.01%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for EILGX and QCLN.


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Drawdown Indicators


EILGXQCLNDifference

Max Drawdown

Largest peak-to-trough decline

-51.01%

-76.18%

+25.17%

Max Drawdown (1Y)

Largest decline over 1 year

-15.18%

-32.12%

+16.94%

Max Drawdown (3Y)

Largest decline over 3 years

-15.18%

-50.96%

+35.78%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

-69.49%

+42.14%

Max Drawdown (10Y)

Largest decline over 10 years

-30.85%

-71.73%

+40.88%

Current Drawdown

Current decline from peak

-6.09%

-42.92%

+36.83%

Average Drawdown

Average peak-to-trough decline

-7.14%

-43.36%

+36.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.57%

8.62%

-1.05%

Volatility

EILGX vs. QCLN - Volatility Comparison

The current volatility for Eaton Vance-Atlanta Capital Focused Growth (EILGX) is 5.88%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 15.14%. This indicates that EILGX experiences smaller price fluctuations and is considered to be less risky than QCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EILGXQCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

15.14%

-9.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.55%

33.63%

-22.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

40.58%

-26.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

38.97%

-22.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

35.54%

-17.56%

EILGX vs. QCLN - Expense Ratio Comparison

EILGX has a 0.78% expense ratio, which is higher than QCLN's 0.59% expense ratio.


Dividends

EILGX vs. QCLN - Dividend Comparison

EILGX's dividend yield for the trailing twelve months is around 16.03%, more than QCLN's 0.17% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.17%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%

Frequently Asked Questions


EILGX and QCLN have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCLN has higher volatility (15.14%) compared to EILGX (5.88%). In terms of maximum drawdown, EILGX dropped -51.01% vs QCLN's -76.18%.

QCLN currently has the higher Sharpe Ratio (0.99 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.

Portfolio Optimizer

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