EILGX vs. TAN
Compare and contrast key facts about Eaton Vance-Atlanta Capital Focused Growth (EILGX) and Invesco Solar ETF (TAN).
EILGX is managed by Eaton Vance. It was launched on Apr 30, 2002. TAN is a passively managed fund by Invesco that tracks the performance of the MAC Global Solar Energy Index. It was launched on Apr 15, 2008.
Performance
EILGX vs. TAN - Performance Comparison
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EILGX vs. TAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
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.
| EILGX | TAN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 2.10 | -2.15 |
Sortino ratioReturn per unit of downside risk | 0.05 | 2.68 | -2.63 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.33 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 5.21 | -5.21 |
Martin ratioReturn relative to average drawdown | 0.01 | 13.78 | -13.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EILGX | TAN | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| EILGX | TAN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.36% | -74.16% | +61.80% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -78.57% | +71.48% |
Ulcer IndexDepth 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
| EILGX | TAN | Difference | |
|---|---|---|---|
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% |