EILGX vs. QCLN
EILGX (Eaton Vance-Atlanta Capital Focused Growth) and QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund) are both funds - EILGX is a Large Cap Growth Equities fund managed by Eaton Vance, while QCLN is a Alternative Energy Equities fund tracking the Nasdaq Clean Edge Green Energy Index. Over the past 10 years, EILGX returned 14.00%/yr vs 13.08%/yr for QCLN. Their 0.63 correlation means they have sometimes moved together and sometimes differently. EILGX charges 0.78%/yr vs 0.59%/yr for QCLN.
Performance
EILGX vs. QCLN - 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 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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EILGX
QCLN
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.
| EILGX | QCLN | Difference | |
|---|---|---|---|
| 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 |
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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
| EILGX | QCLN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.09% | -42.92% | +36.83% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -43.36% | +36.22% |
Ulcer IndexDepth 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
| EILGX | QCLN | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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