ETIEX vs. ETIDX

In the year-to-date period, ETIEX achieves a -6.26% return, which is significantly lower than ETIDX's -1.45% return.

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ETIEX has a 1.43% expense ratio, which is higher than ETIDX's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Eventide Exponential Technologies Fund (ETIEX) and Eventide Dividend Opportunities Fund (ETIDX). 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.

The current ETIEX Sharpe Ratio is 0.11, which is lower than the ETIDX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ETIEX and ETIDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ETIEX has not paid dividends to shareholders, while ETIDX's dividend yield for the trailing twelve months is around 0.68%.

The maximum ETIEX drawdown since its inception was -54.41%, which is greater than ETIDX's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for ETIEX and ETIDX. For additional features, visit the drawdowns tool.

Eventide Exponential Technologies Fund (ETIEX) has a higher volatility of 7.95% compared to Eventide Dividend Opportunities Fund (ETIDX) at 6.16%. This indicates that ETIEX's price experiences larger fluctuations and is considered to be riskier than ETIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.