ETILX vs. BUG
Compare and contrast key facts about Eventide Gilead Class I (ETILX) and Global X Cybersecurity ETF (BUG).
ETILX is managed by Eventide Funds. BUG is a passively managed fund by Global X that tracks the performance of the Indxx Cybersecurity Index. It was launched on Oct 25, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETILX or BUG.
Key characteristics
| ETILX | BUG | |
|---|---|---|
| YTD Return | 1.49% | 13.14% |
| 1Y Return | 15.37% | 30.43% |
| 3Y Return (Ann) | -11.53% | -0.31% |
| 5Y Return (Ann) | 5.27% | 15.42% |
| Sharpe Ratio | 0.82 | 1.38 |
| Sortino Ratio | 1.24 | 1.86 |
| Omega Ratio | 1.15 | 1.24 |
| Calmar Ratio | 0.35 | 1.12 |
| Martin Ratio | 2.53 | 4.66 |
| Ulcer Index | 5.81% | 6.26% |
| Daily Std Dev | 18.02% | 21.19% |
| Max Drawdown | -46.69% | -41.66% |
| Current Drawdown | -31.83% | -2.69% |
Correlation
The correlation between ETILX and BUG is 0.83, 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.
Performance
ETILX vs. BUG - Performance Comparison
In the year-to-date period, ETILX achieves a 1.49% return, which is significantly lower than BUG's 13.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ETILX vs. BUG - Expense Ratio Comparison
ETILX has a 1.11% expense ratio, which is higher than BUG's 0.50% expense ratio.
Risk-Adjusted Performance
ETILX vs. BUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eventide Gilead Class I (ETILX) and Global X Cybersecurity ETF (BUG). 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.
Dividends
ETILX vs. BUG - Dividend Comparison
ETILX has not paid dividends to shareholders, while BUG's dividend yield for the trailing twelve months is around 0.09%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
ETILX Eventide Gilead Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BUG Global X Cybersecurity ETF | 0.09% | 0.11% | 1.56% | 0.66% | 0.46% | 0.24% |
Drawdowns
ETILX vs. BUG - Drawdown Comparison
The maximum ETILX drawdown since its inception was -46.69%, which is greater than BUG's maximum drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for ETILX and BUG. For additional features, visit the drawdowns tool.
Volatility
ETILX vs. BUG - Volatility Comparison
The current volatility for Eventide Gilead Class I (ETILX) is 4.84%, while Global X Cybersecurity ETF (BUG) has a volatility of 5.92%. This indicates that ETILX experiences smaller price fluctuations and is considered to be less risky than BUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.