EILGX vs. TAN

In the year-to-date period, EILGX achieves a 5.58% return, which is significantly higher than TAN's -2.32% return. Over the past 10 years, EILGX has outperformed TAN with an annualized return of 14.25%, while TAN has yielded a comparatively lower -1.58% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

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.

The current EILGX Sharpe Ratio is 0.71, which is higher than the TAN Sharpe Ratio of -0.87. 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.

EILGX's dividend yield for the trailing twelve months is around 4.11%, more than TAN's 0.51% yield.

The maximum EILGX drawdown since its inception was -51.00%, 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.

The current volatility for Eaton Vance-Atlanta Capital Focused Growth (EILGX) is 3.92%, while Invesco Solar ETF (TAN) has a volatility of 12.47%. 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.