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ESLG vs. SPYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESLG vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Large Cap Growth ETF (ESLG) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 12.94% return, which is significantly lower than SPYG's 13.73% return.


ESLG

1D
-0.42%
1M
7.79%
YTD
12.94%
6M
12.12%
1Y
3Y*
5Y*
10Y*

SPYG

1D
-0.02%
1M
6.54%
YTD
13.73%
6M
13.08%
1Y
33.66%
3Y*
28.20%
5Y*
16.07%
10Y*
18.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESLG vs. SPYG - Yearly Performance Comparison


Correlation

The correlation between ESLG and SPYG is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.88

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Return for Risk

ESLG vs. SPYG — Risk / Return Rank

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

ESLG

SPYG
SPYG Risk / Return Rank: 6060
Overall Rank
SPYG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6161
Omega Ratio Rank
SPYG Calmar Ratio Rank: 5151
Calmar Ratio Rank
SPYG Martin Ratio Rank: 5858
Martin Ratio Rank
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.

ESLG vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Large Cap Growth ETF (ESLG) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


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

ESLG vs. SPYG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESLGSPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.35

+0.85

Drawdowns

ESLG vs. SPYG - Drawdown Comparison

The maximum ESLG drawdown since its inception was -12.36%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for ESLG and SPYG.


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Drawdown Indicators


ESLGSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-12.36%

-67.63%

+55.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

Current Drawdown

Current decline from peak

-1.07%

-1.15%

+0.08%

Average Drawdown

Average peak-to-trough decline

-3.39%

-24.32%

+20.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

Volatility

ESLG vs. SPYG - Volatility Comparison


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Volatility by Period


ESLGSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

16.06%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.78%

21.16%

-5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

20.64%

-4.86%

ESLG vs. SPYG - Expense Ratio Comparison

ESLG has a 0.39% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Dividends

ESLG vs. SPYG - Dividend Comparison

ESLG's dividend yield for the trailing twelve months is around 0.15%, less than SPYG's 0.47% yield.


PositionTTM20252024202320222021202020192018201720162015
ESLG
Eventide Large Cap Growth ETF
0.15%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.47%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Frequently Asked Questions


ESLG and SPYG have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYG is cheaper with a 0.04% expense ratio, compared with 0.39% for ESLG.

SPYG has the higher dividend yield at 0.47%, compared with 0.15% for ESLG.

ESLG is categorized as Large Cap Growth Equities, while SPYG is S&P 500. They also come from different issuers: Eventide and State Street. Their fees differ too: 0.39% for ESLG and 0.04% for SPYG.

Portfolio Optimizer

Find the right allocation for ESLG and SPYG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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