PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ETILX vs. TLLIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ETILX and TLLIX is 0.82, 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.


-0.50.00.51.00.8

Performance

ETILX vs. TLLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Gilead Class I (ETILX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). The values are adjusted to include any dividend payments, if applicable.

300.00%320.00%340.00%360.00%380.00%JulyAugustSeptemberOctoberNovemberDecember
358.61%
319.38%
ETILX
TLLIX

Key characteristics

Sharpe Ratio

ETILX:

0.16

TLLIX:

1.34

Sortino Ratio

ETILX:

0.35

TLLIX:

1.79

Omega Ratio

ETILX:

1.04

TLLIX:

1.26

Calmar Ratio

ETILX:

0.08

TLLIX:

2.13

Martin Ratio

ETILX:

0.50

TLLIX:

8.56

Ulcer Index

ETILX:

5.90%

TLLIX:

1.79%

Daily Std Dev

ETILX:

18.31%

TLLIX:

11.43%

Max Drawdown

ETILX:

-46.69%

TLLIX:

-31.41%

Current Drawdown

ETILX:

-32.58%

TLLIX:

-5.19%

Returns By Period

In the year-to-date period, ETILX achieves a 0.38% return, which is significantly lower than TLLIX's 13.21% return. Over the past 10 years, ETILX has underperformed TLLIX with an annualized return of 7.11%, while TLLIX has yielded a comparatively higher 9.04% annualized return.


ETILX

YTD

0.38%

1M

-1.08%

6M

5.75%

1Y

0.77%

5Y*

4.74%

10Y*

7.11%

TLLIX

YTD

13.21%

1M

-2.92%

6M

3.26%

1Y

13.98%

5Y*

9.15%

10Y*

9.04%

Compare stocks, funds, or ETFs

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


ETILX vs. TLLIX - Expense Ratio Comparison

ETILX has a 1.11% expense ratio, which is higher than TLLIX's 0.10% expense ratio.


ETILX
Eventide Gilead Class I
Expense ratio chart for ETILX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%
Expense ratio chart for TLLIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

ETILX vs. TLLIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Gilead Class I (ETILX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). 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.


Sharpe ratio
The chart of Sharpe ratio for ETILX, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.000.161.34
The chart of Sortino ratio for ETILX, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.000.351.79
The chart of Omega ratio for ETILX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.26
The chart of Calmar ratio for ETILX, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.0012.0014.000.082.13
The chart of Martin ratio for ETILX, currently valued at 0.50, compared to the broader market0.0020.0040.0060.000.508.56
ETILX
TLLIX

The current ETILX Sharpe Ratio is 0.16, which is lower than the TLLIX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ETILX and TLLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.16
1.34
ETILX
TLLIX

Dividends

ETILX vs. TLLIX - Dividend Comparison

Neither ETILX nor TLLIX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ETILX
Eventide Gilead Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
0.00%2.06%1.97%1.90%1.59%2.14%2.41%1.93%2.10%2.19%2.20%1.91%

Drawdowns

ETILX vs. TLLIX - Drawdown Comparison

The maximum ETILX drawdown since its inception was -46.69%, which is greater than TLLIX's maximum drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for ETILX and TLLIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.58%
-5.19%
ETILX
TLLIX

Volatility

ETILX vs. TLLIX - Volatility Comparison

Eventide Gilead Class I (ETILX) has a higher volatility of 6.15% compared to TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) at 3.92%. This indicates that ETILX's price experiences larger fluctuations and is considered to be riskier than TLLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.15%
3.92%
ETILX
TLLIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab