EILGX vs. TAN
EILGX (Eaton Vance-Atlanta Capital Focused Growth) and TAN (Invesco Solar ETF) are both funds - EILGX is a Large Cap Growth Equities fund managed by Eaton Vance, while TAN is a Alternative Energy Equities fund tracking the MAC Global Solar Energy Index. Over the past 10 years, EILGX returned 13.96%/yr vs 10.19%/yr for TAN. Their 0.52 correlation means they have sometimes moved together and sometimes differently. EILGX charges 0.78%/yr vs 0.69%/yr for TAN.
Performance
EILGX vs. TAN - Performance Comparison
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Returns By Period
In the year-to-date period, EILGX achieves a -4.33% return, which is significantly lower than TAN's 8.65% return. Over the past 10 years, EILGX has outperformed TAN with an annualized return of 13.96%, while TAN has yielded a comparatively lower 10.19% annualized return.
EILGX
- 1D
- -0.36%
- 1M
- 3.17%
- 6M
- -0.78%
- YTD
- -4.33%
- 1Y
- -1.61%
- 3Y*
- 7.99%
- 5Y*
- 4.94%
- 10Y*
- 13.96%
- ALL TIME*
- 8.83%
TAN
- 1D
- 4.16%
- 1M
- -5.24%
- 6M
- -3.99%
- YTD
- 8.65%
- 1Y
- 45.46%
- 3Y*
- -5.05%
- 5Y*
- -9.21%
- 10Y*
- 10.19%
- ALL TIME*
- -6.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $82.18M | $54.62M | $88.40M |
EILGX vs. TAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EILGX Eaton Vance-Atlanta Capital Focused Growth | -4.33% | 10.85% | 10.63% | 25.66% | -20.27% | 30.41% | 27.18% | 38.37% | 8.31% | 27.41% |
TAN Invesco Solar ETF | 8.65% | 48.31% | -37.61% | -26.79% | -5.24% | -25.10% | 233.96% | 66.53% | -25.67% | 54.38% |
Correlation
The correlation between EILGX and TAN is 0.01, 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. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2008 | 0.52 |
Over the past year, the correlation between EILGX and TAN has dropped to 0.01 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
EILGX vs. TAN — Risk / Return Rank
EILGX
TAN
EILGX vs. TAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance-Atlanta Capital Focused Growth (EILGX) and Invesco Solar ETF (TAN). 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 | TAN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.20 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.29 | -1.35 |
| Martin ratioReturn relative to average drawdown | -0.13 | 4.08 | -4.20 |
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Drawdowns
EILGX vs. TAN - Drawdown Comparison
The maximum EILGX drawdown since its inception was -51.01%, smaller than the maximum TAN drawdown of -95.29%. Use the drawdown chart below to compare losses from any high point for EILGX and TAN.
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Drawdown Indicators
| EILGX | TAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.01% | -95.29% | +44.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.18% | -35.51% | +20.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -58.70% | +43.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -73.95% | +46.60% |
Max Drawdown (10Y)Largest decline over 10 years | -30.85% | -78.53% | +47.68% |
Current DrawdownCurrent decline from peak | -6.43% | -75.49% | +69.06% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -78.45% | +71.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 11.18% | -3.60% |
Volatility
EILGX vs. TAN - Volatility Comparison
The current volatility for Eaton Vance-Atlanta Capital Focused Growth (EILGX) is 5.68%, while Invesco Solar ETF (TAN) has a volatility of 13.19%. This indicates that EILGX experiences smaller price fluctuations and is considered to be less risky than TAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EILGX | TAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 13.19% | -7.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 30.05% | -18.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 39.51% | -25.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 40.21% | -23.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 38.32% | -20.34% |
EILGX vs. TAN - Expense Ratio Comparison
EILGX has a 0.78% expense ratio, which is higher than TAN's 0.69% expense ratio.
Dividends
EILGX vs. TAN - Dividend Comparison
EILGX's dividend yield for the trailing twelve months is around 16.09%, while TAN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EILGX Eaton Vance-Atlanta Capital Focused Growth | 16.09% | 15.39% | 4.34% | 0.57% | 0.32% | 2.18% | 0.62% | 0.17% | 19.72% | 54.05% | 17.75% | 23.15% |
TAN Invesco Solar ETF | 0.00% | 0.00% | 0.50% | 0.09% | 0.00% | 0.00% | 0.09% | 0.30% | 0.69% | 1.77% | 5.04% | 1.60% |
Frequently Asked Questions
EILGX and TAN have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAN has higher volatility (13.19%) compared to EILGX (5.68%). In terms of maximum drawdown, EILGX dropped -51.01% vs TAN's -95.29%.
TAN currently has the higher Sharpe Ratio (1.16 vs -0.07), 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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