ETIDX vs. VMCPX
ETIDX (Eventide Dividend Opportunities Fund) and VMCPX (Vanguard Mid-Cap Index Fund Institutional Plus Shares) are both Mid Cap Blend Equities funds. Over the past 5 years, ETIDX returned 7.96%/yr vs 7.78%/yr for VMCPX. Their correlation of 0.91 means they have usually moved in the same direction. ETIDX charges 0.95%/yr vs 0.02%/yr for VMCPX.
Performance
ETIDX vs. VMCPX - Performance Comparison
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Returns By Period
In the year-to-date period, ETIDX achieves a 15.08% return, which is significantly higher than VMCPX's 12.34% return.
ETIDX
- 1D
- 0.41%
- 1M
- -2.19%
- 6M
- 9.24%
- YTD
- 15.08%
- 1Y
- 17.01%
- 3Y*
- 14.79%
- 5Y*
- 7.96%
- 10Y*
- —
- ALL TIME*
- 11.37%
VMCPX
- 1D
- -0.08%
- 1M
- 0.47%
- 6M
- 9.55%
- YTD
- 12.34%
- 1Y
- 16.48%
- 3Y*
- 14.31%
- 5Y*
- 7.78%
- 10Y*
- 11.50%
- ALL TIME*
- 11.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ETIDX vs. VMCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETIDX Eventide Dividend Opportunities Fund | 15.08% | 5.67% | 16.56% | 19.67% | -21.77% | 31.98% | 25.38% | 27.07% | -10.37% | 3.36% |
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | 12.34% | 11.70% | 14.68% | 16.55% | -18.68% | 24.54% | 18.20% | 31.06% | -9.23% | 4.73% |
Correlation
The correlation between ETIDX and VMCPX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2017 | 0.91 |
The correlation between ETIDX and VMCPX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.
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Return for Risk
ETIDX vs. VMCPX — Risk / Return Rank
ETIDX
VMCPX
ETIDX vs. VMCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eventide Dividend Opportunities Fund (ETIDX) and Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX). 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.
| ETIDX | VMCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.85 | +0.37 |
| Martin ratioReturn relative to average drawdown | 6.42 | 7.05 | -0.64 |
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Drawdowns
ETIDX vs. VMCPX - Drawdown Comparison
The maximum ETIDX drawdown since its inception was -34.12%, smaller than the maximum VMCPX drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for ETIDX and VMCPX.
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Drawdown Indicators
| ETIDX | VMCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.12% | -39.30% | +5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -8.13% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -20.51% | -18.93% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -27.54% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.30% | — |
Current DrawdownCurrent decline from peak | -5.40% | -0.52% | -4.88% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -5.17% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.13% | +0.49% |
Volatility
ETIDX vs. VMCPX - Volatility Comparison
Eventide Dividend Opportunities Fund (ETIDX) has a higher volatility of 3.85% compared to Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) at 2.09%. This indicates that ETIDX's price experiences larger fluctuations and is considered to be riskier than VMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETIDX | VMCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 2.09% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 9.49% | +3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.45% | 12.59% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 17.63% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 18.84% | -0.59% |
ETIDX vs. VMCPX - Expense Ratio Comparison
ETIDX has a 0.95% expense ratio, which is higher than VMCPX's 0.02% expense ratio.
Dividends
ETIDX vs. VMCPX - Dividend Comparison
ETIDX's dividend yield for the trailing twelve months is around 3.08%, more than VMCPX's 1.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETIDX Eventide Dividend Opportunities Fund | 3.08% | 3.58% | 0.64% | 0.67% | 1.98% | 2.78% | 1.05% | 1.99% | 2.16% | 1.41% | 0.00% | 0.00% |
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | 1.33% | 1.53% | 1.50% | 1.52% | 1.61% | 1.13% | 1.45% | 1.49% | 1.84% | 1.37% | 1.47% | 1.50% |
Frequently Asked Questions
ETIDX and VMCPX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETIDX has higher volatility (3.85%) compared to VMCPX (2.09%). In terms of maximum drawdown, ETIDX dropped -34.12% vs VMCPX's -39.30%.
VMCPX currently has the higher Sharpe Ratio (1.19 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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