EIX vs. VOLMX

Last updated Jun 4, 2026

EIX (Edison International) is a stock, while VOLMX (Volumetric Fund) is Large Cap Blend Equities fund managed by Volumetric. Over the past 10 years, EIX returned 4.03%/yr vs 5.58%/yr for VOLMX. At a 0.36 correlation, their price movements are largely independent.

Performance

EIX vs. VOLMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Edison International (EIX) and Volumetric Fund (VOLMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EIX achieves a 21.24% return, which is significantly higher than VOLMX's 9.14% return. Over the past 10 years, EIX has underperformed VOLMX with an annualized return of 4.03%, while VOLMX has yielded a comparatively higher 5.58% annualized return.

EIX

• 1D: -0.08%
• 1M: 2.70%
• YTD: 21.24%
• 6M: 27.00%
• 1Y: 34.05%
• 3Y*: 7.20%
• 5Y*: 9.70%
• 10Y*: 4.03%

VOLMX

• 1D: 2.41%
• 1M: 5.71%
• YTD: 9.14%
• 6M: 8.08%
• 1Y: 13.37%
• 3Y*: 8.46%
• 5Y*: 3.77%
• 10Y*: 5.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EIX vs. VOLMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EIX Edison International	21.24%	-20.42%	15.24%	17.37%	-2.58%	13.59%	-12.75%	37.61%	-6.65%	-9.48%
VOLMX Volumetric Fund	9.14%	1.52%	5.77%	12.57%	-14.29%	17.79%	10.05%	20.13%	-10.31%	9.08%

Correlation

The correlation between EIX and VOLMX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Sep 4, 1987	0.36

Return for Risk

EIX vs. VOLMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIX

EIX Risk / Return Rank: 77
EIX Sharpe Ratio Rank: 78
EIX Sortino Ratio Rank: 71
EIX Omega Ratio Rank: 70
EIX Calmar Ratio Rank: 82
EIX Martin Ratio Rank: 83

VOLMX

VOLMX Risk / Return Rank: 19
VOLMX Sharpe Ratio Rank: 18
VOLMX Sortino Ratio Rank: 18
VOLMX Omega Ratio Rank: 17
VOLMX Calmar Ratio Rank: 19
VOLMX Martin Ratio Rank: 24

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.

EIX vs. VOLMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) and Volumetric Fund (VOLMX). 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.

	EIX	VOLMX	Difference
Sharpe ratio: Return per unit of total volatility	1.32	1.19	+0.13
Sortino ratio: Return per unit of downside risk	1.82	1.78	+0.03
Omega ratio: Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio: Return relative to maximum drawdown	3.08	1.59	+1.49
Martin ratio: Return relative to average drawdown	7.84	5.99	+1.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIX vs. VOLMX - Sharpe Ratio Comparison

The current EIX Sharpe Ratio is 1.32, which is comparable to the VOLMX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of EIX and VOLMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EIX	VOLMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	1.19	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.27	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.38	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.31	+0.02

Drawdowns

EIX vs. VOLMX - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, which is greater than VOLMX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for EIX and VOLMX.

Drawdown Indicators

	EIX	VOLMX	Difference
Max Drawdown Largest peak-to-trough decline	-72.18%	-49.79%	-22.39%
Max Drawdown (1Y) Largest decline over 1 year	-11.11%	-8.67%	-2.44%
Max Drawdown (3Y) Largest decline over 3 years	-43.88%	-24.09%	-19.79%
Max Drawdown (5Y) Largest decline over 5 years	-43.88%	-24.09%	-19.79%
Max Drawdown (10Y) Largest decline over 10 years	-43.88%	-28.21%	-15.67%
Current Drawdown Current decline from peak	-12.82%	-2.61%	-10.21%
Average Drawdown Average peak-to-trough decline	-15.03%	-9.50%	-5.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.97%	2.30%	+2.67%

Volatility

EIX vs. VOLMX - Volatility Comparison

Edison International (EIX) has a higher volatility of 6.53% compared to Volumetric Fund (VOLMX) at 4.22%. This indicates that EIX's price experiences larger fluctuations and is considered to be riskier than VOLMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EIX	VOLMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.53%	4.22%	+2.31%
Volatility (6M) Calculated over the trailing 6-month period	17.15%	9.20%	+7.95%
Volatility (1Y) Calculated over the trailing 1-year period	25.89%	11.58%	+14.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.38%	13.95%	+11.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.04%	14.63%	+13.41%

Dividends

EIX vs. VOLMX - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.81%, more than VOLMX's 1.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EIX Edison International	4.81%	5.51%	2.93%	4.19%	4.46%	3.94%	4.10%	3.28%	4.28%	3.53%	2.75%	2.93%
VOLMX Volumetric Fund	1.74%	1.89%	0.00%	3.28%	5.47%	8.02%	1.03%	3.36%	2.39%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EIX and VOLMX in my portfolio?

EIX and VOLMX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EIX or VOLMX?

EIX has higher volatility (6.53%) compared to VOLMX (4.22%). In terms of maximum drawdown, EIX dropped -72.18% vs VOLMX's -49.79%.

Which has better risk-adjusted returns?

EIX currently has the higher Sharpe Ratio (1.32 vs 1.19), 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.