ETEGX vs. FGROX
Compare and contrast key facts about Eaton Vance Small-Cap Fund (ETEGX) and Emerald Growth Fund Institutional Class (FGROX).
ETEGX is managed by Eaton Vance. It was launched on Jan 2, 1997. FGROX is a passively managed fund by Emerald that tracks the performance of the Russell 2000 Growth Index. It was launched on Oct 21, 2008.
Performance
ETEGX vs. FGROX - Performance Comparison
Loading graphics...
ETEGX vs. FGROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETEGX Eaton Vance Small-Cap Fund | -2.47% | -6.20% | 14.65% | 11.28% | -15.52% | 21.45% | 12.73% | 27.57% | -6.00% | 14.87% |
FGROX Emerald Growth Fund Institutional Class | -0.63% | 31.85% | 20.04% | 19.04% | -24.42% | 3.91% | 38.92% | 28.71% | -11.85% | 28.11% |
Returns By Period
In the year-to-date period, ETEGX achieves a -2.47% return, which is significantly lower than FGROX's -0.63% return. Over the past 10 years, ETEGX has underperformed FGROX with an annualized return of 8.12%, while FGROX has yielded a comparatively higher 13.31% annualized return.
ETEGX
- 1D
- 2.04%
- 1M
- -7.78%
- YTD
- -2.47%
- 6M
- -4.68%
- 1Y
- -5.06%
- 3Y*
- 3.10%
- 5Y*
- 1.51%
- 10Y*
- 8.12%
FGROX
- 1D
- 5.54%
- 1M
- -8.90%
- YTD
- -0.63%
- 6M
- 5.05%
- 1Y
- 49.73%
- 3Y*
- 21.60%
- 5Y*
- 6.78%
- 10Y*
- 13.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ETEGX vs. FGROX - Expense Ratio Comparison
ETEGX has a 1.21% expense ratio, which is higher than FGROX's 0.78% expense ratio.
Return for Risk
ETEGX vs. FGROX — Risk / Return Rank
ETEGX
FGROX
ETEGX vs. FGROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Small-Cap Fund (ETEGX) and Emerald Growth Fund Institutional Class (FGROX). 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.
| ETEGX | FGROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.23 | 1.71 | -1.94 |
Sortino ratioReturn per unit of downside risk | -0.20 | 2.31 | -2.51 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.31 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.31 | 2.88 | -3.20 |
Martin ratioReturn relative to average drawdown | -0.75 | 11.28 | -12.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ETEGX | FGROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 1.71 | -1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.27 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.53 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.46 | -0.19 |
Correlation
The correlation between ETEGX and FGROX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ETEGX vs. FGROX - Dividend Comparison
ETEGX's dividend yield for the trailing twelve months is around 8.44%, less than FGROX's 11.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETEGX Eaton Vance Small-Cap Fund | 8.44% | 8.23% | 5.13% | 0.68% | 3.22% | 13.87% | 1.06% | 7.19% | 12.29% | 11.02% | 13.88% | 23.25% |
FGROX Emerald Growth Fund Institutional Class | 11.46% | 11.39% | 13.92% | 5.91% | 8.13% | 17.87% | 8.04% | 1.38% | 11.36% | 0.00% | 0.00% | 0.00% |
Drawdowns
ETEGX vs. FGROX - Drawdown Comparison
The maximum ETEGX drawdown since its inception was -67.58%, which is greater than FGROX's maximum drawdown of -41.48%. Use the drawdown chart below to compare losses from any high point for ETEGX and FGROX.
Loading graphics...
Drawdown Indicators
| ETEGX | FGROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -41.48% | -26.10% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -15.38% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -38.52% | +14.22% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -41.48% | +4.82% |
Current DrawdownCurrent decline from peak | -13.88% | -9.61% | -4.27% |
Average DrawdownAverage peak-to-trough decline | -22.84% | -10.33% | -12.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 3.93% | +1.54% |
Volatility
ETEGX vs. FGROX - Volatility Comparison
The current volatility for Eaton Vance Small-Cap Fund (ETEGX) is 5.34%, while Emerald Growth Fund Institutional Class (FGROX) has a volatility of 11.38%. This indicates that ETEGX experiences smaller price fluctuations and is considered to be less risky than FGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ETEGX | FGROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 11.38% | -6.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 20.13% | -8.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.73% | 29.20% | -9.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 25.38% | -6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 25.04% | -5.22% |