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EILGX vs. TAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EILGX vs. TAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance-Atlanta Capital Focused Growth (EILGX) and Invesco Solar ETF (TAN). The values are adjusted to include any dividend payments, if applicable.

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EILGX vs. TAN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EILGX
Eaton Vance-Atlanta Capital Focused Growth
-10.39%10.85%10.63%25.66%-20.27%30.41%27.18%38.37%8.31%27.41%
TAN
Invesco Solar ETF
14.56%48.31%-37.61%-26.79%-5.24%-25.10%233.96%66.53%-25.67%54.38%

Returns By Period

In the year-to-date period, EILGX achieves a -10.39% return, which is significantly lower than TAN's 14.56% return. Over the past 10 years, EILGX has outperformed TAN with an annualized return of 13.59%, while TAN has yielded a comparatively lower 10.44% annualized return.


EILGX

1D
1.77%
1M
-5.65%
YTD
-10.39%
6M
-9.24%
1Y
-0.55%
3Y*
8.94%
5Y*
6.71%
10Y*
13.59%

TAN

1D
1.01%
1M
-0.16%
YTD
14.56%
6M
24.82%
1Y
82.69%
3Y*
-10.00%
5Y*
-9.00%
10Y*
10.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EILGX vs. TAN - Expense Ratio Comparison

EILGX has a 0.78% expense ratio, which is higher than TAN's 0.69% expense ratio.


Return for Risk

EILGX vs. TAN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 55
Calmar Ratio Rank
EILGX Martin Ratio Rank: 55
Martin Ratio Rank

TAN
TAN Risk / Return Rank: 9191
Overall Rank
TAN Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TAN Sortino Ratio Rank: 9191
Sortino Ratio Rank
TAN Omega Ratio Rank: 8282
Omega Ratio Rank
TAN Calmar Ratio Rank: 9797
Calmar Ratio Rank
TAN Martin Ratio Rank: 9393
Martin Ratio Rank
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. 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.


EILGXTANDifference

Sharpe ratio

Return per unit of total volatility

-0.04

2.10

-2.15

Sortino ratio

Return per unit of downside risk

0.05

2.68

-2.63

Omega ratio

Gain probability vs. loss probability

1.01

1.33

-0.33

Calmar ratio

Return relative to maximum drawdown

0.00

5.21

-5.21

Martin ratio

Return relative to average drawdown

0.01

13.78

-13.77

EILGX vs. TAN - Sharpe Ratio Comparison

The current EILGX Sharpe Ratio is -0.04, which is lower than the TAN Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of EILGX and TAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EILGXTANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

2.10

-2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

-0.23

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.28

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.15

+0.59

Correlation

The correlation between EILGX and TAN is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EILGX vs. TAN - Dividend Comparison

EILGX's dividend yield for the trailing twelve months is around 17.17%, while TAN has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EILGX
Eaton Vance-Atlanta Capital Focused Growth
17.17%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%

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


EILGXTANDifference

Max Drawdown

Largest peak-to-trough decline

-51.01%

-95.29%

+44.28%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-16.25%

+1.35%

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 Drawdown

Current decline from peak

-12.36%

-74.16%

+61.80%

Average Drawdown

Average peak-to-trough decline

-7.09%

-78.57%

+71.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

6.15%

-1.78%

Volatility

EILGX vs. TAN - Volatility Comparison

The current volatility for Eaton Vance-Atlanta Capital Focused Growth (EILGX) is 4.73%, while Invesco Solar ETF (TAN) has a volatility of 10.07%. 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


EILGXTANDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

10.07%

-5.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

26.24%

-17.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

39.51%

-23.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

39.82%

-23.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

37.78%

-19.91%