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ESLG vs. SPIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESLG vs. SPIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Large Cap Growth ETF (ESLG) and F/m Emerald Special Situations ETF (SPIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESLG achieves a 12.92% return, which is significantly lower than SPIT's 25.12% return.


ESLG

1D
-0.65%
1M
0.97%
6M
11.36%
YTD
12.92%
1Y
3Y*
5Y*
10Y*

SPIT

1D
-1.56%
1M
-1.75%
6M
14.70%
YTD
25.12%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESLG vs. SPIT - Yearly Performance Comparison


2026 (YTD)2025
ESLG
Eventide Large Cap Growth ETF
12.92%-1.17%
SPIT
F/m Emerald Special Situations ETF
25.12%5.31%

Correlation

The correlation between ESLG and SPIT is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 6, 2025

0.78

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Return for Risk

ESLG vs. SPIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Large Cap Growth ETF (ESLG) and F/m Emerald Special Situations ETF (SPIT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ESLG vs. SPIT - Sharpe Ratio Comparison


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Drawdowns

ESLG vs. SPIT - Drawdown Comparison

The maximum ESLG drawdown since its inception was -12.36%, roughly equal to the maximum SPIT drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for ESLG and SPIT.


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Drawdown Indicators


ESLGSPITDifference

Max Drawdown

Largest peak-to-trough decline

-12.36%

-12.49%

+0.13%

Current Drawdown

Current decline from peak

-2.17%

-7.05%

+4.88%

Average Drawdown

Average peak-to-trough decline

-3.18%

-2.56%

-0.62%

Volatility

ESLG vs. SPIT - Volatility Comparison


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Volatility by Period


ESLGSPITDifference

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

26.27%

-9.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

26.27%

-9.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

26.27%

-9.57%

ESLG vs. SPIT - Expense Ratio Comparison

ESLG has a 0.39% expense ratio, which is lower than SPIT's 0.89% expense ratio.


Dividends

ESLG vs. SPIT - Dividend Comparison

ESLG's dividend yield for the trailing twelve months is around 0.28%, less than SPIT's 5.74% yield.


PositionTTM2025
ESLG
Eventide Large Cap Growth ETF
0.28%0.04%
SPIT
F/m Emerald Special Situations ETF
5.74%7.18%

Frequently Asked Questions


ESLG and SPIT have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESLG is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESLG is cheaper with a 0.39% expense ratio, compared with 0.89% for SPIT.

SPIT has the higher dividend yield at 5.74%, compared with 0.28% for ESLG.

They also come from different issuers: Eventide and F/m Investments. Their fees differ too: 0.39% for ESLG and 0.89% for SPIT.

Portfolio Optimizer

Find the right allocation for ESLG and SPIT

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