PortfoliosLab logo
ETILX vs. ETIEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ETILX and ETIEX is 0.73, 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. ETIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Gilead Class I (ETILX) and Eventide Exponential Technologies Fund (ETIEX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ETILX:

0.18

ETIEX:

0.14

Sortino Ratio

ETILX:

0.35

ETIEX:

0.38

Omega Ratio

ETILX:

1.04

ETIEX:

1.05

Calmar Ratio

ETILX:

0.08

ETIEX:

0.07

Martin Ratio

ETILX:

0.39

ETIEX:

0.34

Ulcer Index

ETILX:

7.69%

ETIEX:

10.00%

Daily Std Dev

ETILX:

24.36%

ETIEX:

30.82%

Max Drawdown

ETILX:

-41.30%

ETIEX:

-53.83%

Current Drawdown

ETILX:

-24.50%

ETIEX:

-37.16%

Returns By Period

In the year-to-date period, ETILX achieves a 0.62% return, which is significantly higher than ETIEX's -3.65% return.


ETILX

YTD

0.62%

1M

8.03%

6M

-4.00%

1Y

3.73%

3Y*

6.91%

5Y*

5.79%

10Y*

8.08%

ETIEX

YTD

-3.65%

1M

8.93%

6M

-4.72%

1Y

3.03%

3Y*

6.71%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Eventide Gilead Class I

ETILX vs. ETIEX - Expense Ratio Comparison

ETILX has a 1.11% expense ratio, which is lower than ETIEX's 1.43% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ETILX vs. ETIEX — Risk-Adjusted Performance Rank

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

ETILX
The Risk-Adjusted Performance Rank of ETILX is 2323
Overall Rank
The Sharpe Ratio Rank of ETILX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ETILX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ETILX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ETILX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ETILX is 2323
Martin Ratio Rank

ETIEX
The Risk-Adjusted Performance Rank of ETIEX is 2222
Overall Rank
The Sharpe Ratio Rank of ETIEX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ETIEX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ETIEX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ETIEX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ETIEX is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETILX vs. ETIEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Gilead Class I (ETILX) and Eventide Exponential Technologies Fund (ETIEX). 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 ETILX Sharpe Ratio is 0.18, which is comparable to the ETIEX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of ETILX and ETIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ETILX vs. ETIEX - Dividend Comparison

ETILX's dividend yield for the trailing twelve months is around 1.24%, while ETIEX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ETILX
Eventide Gilead Class I
1.24%1.25%0.00%5.36%6.30%0.79%3.14%5.31%0.00%0.00%1.13%0.14%
ETIEX
Eventide Exponential Technologies Fund
0.00%0.00%0.00%0.00%1.26%0.11%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ETILX vs. ETIEX - Drawdown Comparison

The maximum ETILX drawdown since its inception was -41.30%, smaller than the maximum ETIEX drawdown of -53.83%. Use the drawdown chart below to compare losses from any high point for ETILX and ETIEX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ETILX vs. ETIEX - Volatility Comparison

Eventide Gilead Class I (ETILX) and Eventide Exponential Technologies Fund (ETIEX) have volatilities of 5.50% and 5.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...