ENTIX vs. LVAFX
ENTIX (ERShares Global Entrepreneurs™) and LVAFX (LSV Global Managed Volatility Fund) are both Global Equities funds. Over the past 10 years, ENTIX returned 9.64%/yr vs 8.18%/yr for LVAFX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. ENTIX charges 1.29%/yr vs 1.00%/yr for LVAFX.
Performance
ENTIX vs. LVAFX - Performance Comparison
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Returns By Period
In the year-to-date period, ENTIX achieves a -5.15% return, which is significantly lower than LVAFX's 17.07% return. Over the past 10 years, ENTIX has outperformed LVAFX with an annualized return of 9.64%, while LVAFX has yielded a comparatively lower 8.18% annualized return.
ENTIX
- 1D
- 0.43%
- 1M
- -1.62%
- 6M
- -0.37%
- YTD
- -5.15%
- 1Y
- -2.90%
- 3Y*
- 16.38%
- 5Y*
- 3.65%
- 10Y*
- 9.64%
- ALL TIME*
- 8.78%
LVAFX
- 1D
- -0.23%
- 1M
- 5.48%
- 6M
- 12.25%
- YTD
- 17.07%
- 1Y
- 29.35%
- 3Y*
- 14.34%
- 5Y*
- 9.20%
- 10Y*
- 8.18%
- ALL TIME*
- 7.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ENTIX vs. LVAFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENTIX ERShares Global Entrepreneurs™ | -5.15% | 22.05% | 33.84% | 23.82% | -31.67% | -8.38% | 38.75% | 27.65% | -11.04% | 30.17% |
LVAFX LSV Global Managed Volatility Fund | 17.07% | 22.33% | 0.10% | 9.81% | -4.04% | 17.36% | -5.16% | 17.54% | -6.47% | 18.68% |
Correlation
The correlation between ENTIX and LVAFX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.61 |
Over the past year, the correlation between ENTIX and LVAFX has dropped to 0.36 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
ENTIX vs. LVAFX — Risk / Return Rank
ENTIX
LVAFX
ENTIX vs. LVAFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ERShares Global Entrepreneurs™ (ENTIX) and LSV Global Managed Volatility Fund (LVAFX). 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.
| ENTIX | LVAFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.73 | ||
| Sortino ratioReturn per unit of downside risk | -5.32 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.66 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 5.10 | -5.31 |
| Martin ratioReturn relative to average drawdown | -0.44 | 18.24 | -18.68 |
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Drawdowns
ENTIX vs. LVAFX - Drawdown Comparison
The maximum ENTIX drawdown since its inception was -54.84%, which is greater than LVAFX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for ENTIX and LVAFX.
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Drawdown Indicators
| ENTIX | LVAFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.84% | -33.69% | -21.15% |
Max Drawdown (1Y)Largest decline over 1 year | -25.35% | -5.76% | -19.59% |
Max Drawdown (3Y)Largest decline over 3 years | -25.35% | -17.52% | -7.83% |
Max Drawdown (5Y)Largest decline over 5 years | -44.18% | -18.34% | -25.84% |
Max Drawdown (10Y)Largest decline over 10 years | -54.84% | -33.69% | -21.15% |
Current DrawdownCurrent decline from peak | -12.65% | -0.23% | -12.42% |
Average DrawdownAverage peak-to-trough decline | -13.73% | -4.70% | -9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.10% | 1.61% | +10.49% |
Volatility
ENTIX vs. LVAFX - Volatility Comparison
ERShares Global Entrepreneurs™ (ENTIX) has a higher volatility of 4.27% compared to LSV Global Managed Volatility Fund (LVAFX) at 1.96%. This indicates that ENTIX's price experiences larger fluctuations and is considered to be riskier than LVAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENTIX | LVAFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 1.96% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 16.03% | 6.55% | +9.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 8.49% | +12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 13.23% | +8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.93% | 13.53% | +7.40% |
ENTIX vs. LVAFX - Expense Ratio Comparison
ENTIX has a 1.29% expense ratio, which is higher than LVAFX's 1.00% expense ratio.
Dividends
ENTIX vs. LVAFX - Dividend Comparison
ENTIX's dividend yield for the trailing twelve months is around 0.05%, less than LVAFX's 8.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENTIX ERShares Global Entrepreneurs™ | 0.05% | 0.04% | 0.61% | 0.07% | 0.00% | 29.89% | 10.55% | 3.00% | 2.92% | 8.18% | 0.00% | 0.37% |
LVAFX LSV Global Managed Volatility Fund | 8.69% | 10.17% | 2.71% | 15.64% | 2.90% | 2.90% | 2.14% | 7.62% | 3.59% | 7.10% | 1.66% | 1.74% |
Frequently Asked Questions
ENTIX and LVAFX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENTIX has higher volatility (4.27%) compared to LVAFX (1.96%). In terms of maximum drawdown, ENTIX dropped -54.84% vs LVAFX's -33.69%.
LVAFX currently has the higher Sharpe Ratio (3.47 vs -0.26), 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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