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ETIEX vs. BOGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETIEX vs. BOGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Exponential Technologies Fund (ETIEX) and Black Oak Emerging Technology Fund (BOGSX). The values are adjusted to include any dividend payments, if applicable.

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ETIEX vs. BOGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ETIEX
Eventide Exponential Technologies Fund
-15.66%8.94%2.52%31.96%-44.98%15.57%58.17%
BOGSX
Black Oak Emerging Technology Fund
-1.72%19.06%9.25%17.79%-27.30%26.89%41.66%

Returns By Period

In the year-to-date period, ETIEX achieves a -15.66% return, which is significantly lower than BOGSX's -1.72% return.


ETIEX

1D
-2.45%
1M
-11.68%
YTD
-15.66%
6M
-14.67%
1Y
5.57%
3Y*
3.72%
5Y*
-5.72%
10Y*

BOGSX

1D
-1.48%
1M
-6.64%
YTD
-1.72%
6M
-0.71%
1Y
24.96%
3Y*
10.34%
5Y*
5.28%
10Y*
13.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETIEX vs. BOGSX - Expense Ratio Comparison

ETIEX has a 1.43% expense ratio, which is higher than BOGSX's 1.03% expense ratio.


Return for Risk

ETIEX vs. BOGSX — Risk / Return Rank

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

ETIEX
ETIEX Risk / Return Rank: 88
Overall Rank
ETIEX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ETIEX Sortino Ratio Rank: 1010
Sortino Ratio Rank
ETIEX Omega Ratio Rank: 99
Omega Ratio Rank
ETIEX Calmar Ratio Rank: 77
Calmar Ratio Rank
ETIEX Martin Ratio Rank: 88
Martin Ratio Rank

BOGSX
BOGSX Risk / Return Rank: 5757
Overall Rank
BOGSX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BOGSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BOGSX Omega Ratio Rank: 4848
Omega Ratio Rank
BOGSX Calmar Ratio Rank: 7272
Calmar Ratio Rank
BOGSX Martin Ratio Rank: 6161
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.

ETIEX vs. BOGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Exponential Technologies Fund (ETIEX) and Black Oak Emerging Technology Fund (BOGSX). 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.


ETIEXBOGSXDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.95

-0.79

Sortino ratio

Return per unit of downside risk

0.42

1.47

-1.05

Omega ratio

Gain probability vs. loss probability

1.06

1.20

-0.14

Calmar ratio

Return relative to maximum drawdown

0.08

1.65

-1.57

Martin ratio

Return relative to average drawdown

0.26

5.85

-5.58

ETIEX vs. BOGSX - Sharpe Ratio Comparison

The current ETIEX Sharpe Ratio is 0.15, which is lower than the BOGSX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ETIEX and BOGSX, 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


ETIEXBOGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.95

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.21

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.06

+0.06

Correlation

The correlation between ETIEX and BOGSX 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

ETIEX vs. BOGSX - Dividend Comparison

ETIEX has not paid dividends to shareholders, while BOGSX's dividend yield for the trailing twelve months is around 5.86%.


TTM20252024202320222021202020192018201720162015
ETIEX
Eventide Exponential Technologies Fund
0.00%0.00%0.00%0.00%0.00%1.26%0.11%0.00%0.00%0.00%0.00%0.00%
BOGSX
Black Oak Emerging Technology Fund
5.86%5.76%7.96%3.79%1.87%11.31%6.30%5.47%11.71%7.71%4.00%3.09%

Drawdowns

ETIEX vs. BOGSX - Drawdown Comparison

The maximum ETIEX drawdown since its inception was -53.83%, smaller than the maximum BOGSX drawdown of -92.80%. Use the drawdown chart below to compare losses from any high point for ETIEX and BOGSX.


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Drawdown Indicators


ETIEXBOGSXDifference

Max Drawdown

Largest peak-to-trough decline

-53.83%

-92.80%

+38.97%

Max Drawdown (1Y)

Largest decline over 1 year

-19.88%

-12.77%

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-53.83%

-33.93%

-19.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

Current Drawdown

Current decline from peak

-40.08%

-10.20%

-29.88%

Average Drawdown

Average peak-to-trough decline

-30.22%

-59.36%

+29.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

3.60%

+2.32%

Volatility

ETIEX vs. BOGSX - Volatility Comparison

Eventide Exponential Technologies Fund (ETIEX) has a higher volatility of 9.16% compared to Black Oak Emerging Technology Fund (BOGSX) at 7.10%. This indicates that ETIEX's price experiences larger fluctuations and is considered to be riskier than BOGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETIEXBOGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

7.10%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

19.26%

16.64%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

29.04%

25.96%

+3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.05%

25.14%

+7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.64%

24.44%

+9.20%