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ETIDX vs. TLLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETIDX vs. TLLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Dividend Opportunities Fund (ETIDX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). The values are adjusted to include any dividend payments, if applicable.

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ETIDX vs. TLLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETIDX
Eventide Dividend Opportunities Fund
2.92%5.67%16.56%19.67%-21.77%31.98%25.38%27.07%-10.37%3.36%
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
-4.26%20.75%15.17%20.53%-17.52%17.12%17.20%26.04%-7.05%2.30%

Returns By Period

In the year-to-date period, ETIDX achieves a 2.92% return, which is significantly higher than TLLIX's -4.26% return.


ETIDX

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

TLLIX

1D
-0.25%
1M
-8.27%
YTD
-4.26%
6M
-1.50%
1Y
16.12%
3Y*
14.53%
5Y*
8.19%
10Y*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETIDX vs. TLLIX - Expense Ratio Comparison

ETIDX has a 0.95% expense ratio, which is higher than TLLIX's 0.10% expense ratio.


Return for Risk

ETIDX vs. TLLIX — 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

TLLIX
TLLIX Risk / Return Rank: 6161
Overall Rank
TLLIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TLLIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
TLLIX Omega Ratio Rank: 6363
Omega Ratio Rank
TLLIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TLLIX Martin Ratio Rank: 6464
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. TLLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Dividend Opportunities Fund (ETIDX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). 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.


ETIDXTLLIXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.08

-0.42

Sortino ratio

Return per unit of downside risk

1.01

1.58

-0.58

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

0.84

1.27

-0.43

Martin ratio

Return relative to average drawdown

3.47

6.02

-2.55

ETIDX vs. TLLIX - Sharpe Ratio Comparison

The current ETIDX Sharpe Ratio is 0.66, which is lower than the TLLIX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ETIDX and TLLIX, 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


ETIDXTLLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.08

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.57

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.68

-0.11

Correlation

The correlation between ETIDX and TLLIX is 0.87, 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. TLLIX - Dividend Comparison

ETIDX's dividend yield for the trailing twelve months is around 3.47%, more than TLLIX's 3.26% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
3.26%3.12%2.26%2.17%2.35%2.29%1.71%2.25%2.67%0.15%2.57%0.27%

Drawdowns

ETIDX vs. TLLIX - Drawdown Comparison

The maximum ETIDX drawdown since its inception was -34.12%, which is greater than TLLIX's maximum drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for ETIDX and TLLIX.


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Drawdown Indicators


ETIDXTLLIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-31.41%

-2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-10.75%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-25.38%

-3.73%

Max Drawdown (10Y)

Largest decline over 10 years

-31.41%

Current Drawdown

Current decline from peak

-7.60%

-8.79%

+1.19%

Average Drawdown

Average peak-to-trough decline

-7.22%

-4.19%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.38%

+0.53%

Volatility

ETIDX vs. TLLIX - Volatility Comparison

Eventide Dividend Opportunities Fund (ETIDX) has a higher volatility of 6.12% compared to TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) at 4.68%. This indicates that ETIDX's price experiences larger fluctuations and is considered to be riskier than TLLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETIDXTLLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

4.68%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

8.51%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

15.13%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

14.37%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

15.46%

+2.83%