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ETIDX vs. GLRY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETIDX vs. GLRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Dividend Opportunities Fund (ETIDX) and Inspire Faithward Mid Cap Momentum ESG ETF (GLRY). The values are adjusted to include any dividend payments, if applicable.

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ETIDX vs. GLRY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ETIDX
Eventide Dividend Opportunities Fund
2.92%5.67%16.56%19.67%-21.77%31.98%3.14%
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
3.74%16.50%16.59%19.58%-22.50%15.97%4.13%

Returns By Period

In the year-to-date period, ETIDX achieves a 2.92% return, which is significantly lower than GLRY's 3.74% return.


ETIDX

1D
-1.28%
1M
-7.34%
YTD
2.92%
6M
0.87%
1Y
10.90%
3Y*
13.95%
5Y*
7.93%
10Y*

GLRY

1D
3.80%
1M
-5.69%
YTD
3.74%
6M
-0.09%
1Y
28.93%
3Y*
16.18%
5Y*
6.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETIDX vs. GLRY - Expense Ratio Comparison

ETIDX has a 0.95% expense ratio, which is higher than GLRY's 0.85% expense ratio.


Return for Risk

ETIDX vs. GLRY — Risk / Return Rank

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

ETIDX
ETIDX Risk / Return Rank: 2929
Overall Rank
ETIDX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ETIDX Sortino Ratio Rank: 2828
Sortino Ratio Rank
ETIDX Omega Ratio Rank: 2626
Omega Ratio Rank
ETIDX Calmar Ratio Rank: 3030
Calmar Ratio Rank
ETIDX Martin Ratio Rank: 3333
Martin Ratio Rank

GLRY
GLRY Risk / Return Rank: 7878
Overall Rank
GLRY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GLRY Sortino Ratio Rank: 7676
Sortino Ratio Rank
GLRY Omega Ratio Rank: 7373
Omega Ratio Rank
GLRY Calmar Ratio Rank: 8787
Calmar Ratio Rank
GLRY Martin Ratio Rank: 8181
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.

ETIDX vs. GLRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Dividend Opportunities Fund (ETIDX) and Inspire Faithward Mid Cap Momentum ESG ETF (GLRY). 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.


ETIDXGLRYDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.34

-0.68

Sortino ratio

Return per unit of downside risk

1.01

1.91

-0.91

Omega ratio

Gain probability vs. loss probability

1.14

1.27

-0.13

Calmar ratio

Return relative to maximum drawdown

0.84

2.67

-1.83

Martin ratio

Return relative to average drawdown

3.47

8.78

-5.31

ETIDX vs. GLRY - Sharpe Ratio Comparison

The current ETIDX Sharpe Ratio is 0.66, which is lower than the GLRY Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ETIDX and GLRY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETIDXGLRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.34

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.31

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.42

+0.15

Correlation

The correlation between ETIDX and GLRY is 0.84, 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

ETIDX vs. GLRY - Dividend Comparison

ETIDX's dividend yield for the trailing twelve months is around 3.47%, more than GLRY's 0.27% yield.


TTM202520242023202220212020201920182017
ETIDX
Eventide Dividend Opportunities Fund
3.47%3.58%0.64%0.67%1.98%2.78%1.05%1.99%2.16%1.41%
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
0.27%0.34%0.52%1.07%1.04%4.00%0.00%0.00%0.00%0.00%

Drawdowns

ETIDX vs. GLRY - Drawdown Comparison

The maximum ETIDX drawdown since its inception was -34.12%, smaller than the maximum GLRY drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for ETIDX and GLRY.


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Drawdown Indicators


ETIDXGLRYDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-40.60%

+6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-10.93%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-34.63%

+5.52%

Current Drawdown

Current decline from peak

-7.60%

-7.50%

-0.10%

Average Drawdown

Average peak-to-trough decline

-7.22%

-16.51%

+9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.32%

-0.41%

Volatility

ETIDX vs. GLRY - Volatility Comparison

The current volatility for Eventide Dividend Opportunities Fund (ETIDX) is 6.12%, while Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) has a volatility of 7.83%. This indicates that ETIDX experiences smaller price fluctuations and is considered to be less risky than GLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETIDXGLRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

7.83%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

15.06%

-4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

21.75%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

20.14%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

21.48%

-3.19%