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ETILX vs. BUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETILX vs. BUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Gilead Class I (ETILX) and Global X Cybersecurity ETF (BUG). The values are adjusted to include any dividend payments, if applicable.

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ETILX vs. BUG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETILX
Eventide Gilead Class I
-10.57%23.77%-0.03%22.76%-34.03%11.44%55.44%8.19%
BUG
Global X Cybersecurity ETF
-17.56%-5.04%9.59%41.40%-33.63%13.24%70.83%6.55%

Returns By Period

In the year-to-date period, ETILX achieves a -10.57% return, which is significantly higher than BUG's -17.56% return.


ETILX

1D
-1.09%
1M
-10.44%
YTD
-10.57%
6M
-6.08%
1Y
20.30%
3Y*
7.71%
5Y*
0.02%
10Y*
11.45%

BUG

1D
3.33%
1M
0.00%
YTD
-17.56%
6M
-28.62%
1Y
-22.33%
3Y*
2.39%
5Y*
0.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

ETILX vs. BUG — Risk / Return Rank

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

ETILX
ETILX Risk / Return Rank: 4545
Overall Rank
ETILX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ETILX Sortino Ratio Rank: 4646
Sortino Ratio Rank
ETILX Omega Ratio Rank: 4343
Omega Ratio Rank
ETILX Calmar Ratio Rank: 4747
Calmar Ratio Rank
ETILX Martin Ratio Rank: 4646
Martin Ratio Rank

BUG
BUG Risk / Return Rank: 22
Overall Rank
BUG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BUG Sortino Ratio Rank: 22
Sortino Ratio Rank
BUG Omega Ratio Rank: 22
Omega Ratio Rank
BUG Calmar Ratio Rank: 22
Calmar Ratio Rank
BUG Martin Ratio Rank: 11
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.

ETILX vs. BUG - Risk-Adjusted Trends 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.


ETILXBUGDifference

Sharpe ratio

Return per unit of total volatility

0.88

-0.80

+1.68

Sortino ratio

Return per unit of downside risk

1.34

-1.00

+2.34

Omega ratio

Gain probability vs. loss probability

1.19

0.88

+0.31

Calmar ratio

Return relative to maximum drawdown

1.16

-0.66

+1.82

Martin ratio

Return relative to average drawdown

4.66

-1.53

+6.19

ETILX vs. BUG - Sharpe Ratio Comparison

The current ETILX Sharpe Ratio is 0.88, which is higher than the BUG Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of ETILX and BUG, 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


ETILXBUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

-0.80

+1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.01

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.29

+0.24

Correlation

The correlation between ETILX and BUG is 0.80, 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

ETILX vs. BUG - Dividend Comparison

ETILX's dividend yield for the trailing twelve months is around 13.49%, more than BUG's 0.05% yield.


TTM20252024202320222021202020192018201720162015
ETILX
Eventide Gilead Class I
13.49%12.07%1.25%0.00%5.36%6.30%0.79%3.14%5.31%0.00%0.00%1.13%
BUG
Global X Cybersecurity ETF
0.05%0.04%0.09%0.10%1.56%0.66%0.46%0.24%0.00%0.00%0.00%0.00%

Drawdowns

ETILX vs. BUG - Drawdown Comparison

The maximum ETILX drawdown since its inception was -41.30%, roughly equal to the maximum BUG drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for ETILX and BUG.


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Drawdown Indicators


ETILXBUGDifference

Max Drawdown

Largest peak-to-trough decline

-41.30%

-41.66%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-35.69%

+21.29%

Max Drawdown (5Y)

Largest decline over 5 years

-41.30%

-41.66%

+0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-41.30%

Current Drawdown

Current decline from peak

-16.95%

-32.85%

+15.90%

Average Drawdown

Average peak-to-trough decline

-11.60%

-14.21%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

15.33%

-11.73%

Volatility

ETILX vs. BUG - Volatility Comparison

The current volatility for Eventide Gilead Class I (ETILX) is 6.88%, while Global X Cybersecurity ETF (BUG) has a volatility of 8.65%. 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.


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Volatility by Period


ETILXBUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

8.65%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.39%

19.90%

-6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

28.21%

-6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

27.45%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.36%

28.70%

-5.34%