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ETILX vs. TLLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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ETILX vs. TLLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETILX
Eventide Gilead Class I
-10.57%23.77%-0.03%22.76%-34.03%11.44%55.44%34.11%-2.35%33.09%
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
-4.26%20.75%15.17%20.53%-17.52%17.12%17.20%26.04%-7.05%19.20%

Returns By Period

In the year-to-date period, ETILX achieves a -10.57% return, which is significantly lower than TLLIX's -4.26% return. Over the past 10 years, ETILX has outperformed TLLIX with an annualized return of 11.45%, while TLLIX has yielded a comparatively lower 10.65% annualized 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%

TLLIX

1D
-0.25%
1M
-8.27%
YTD
-4.26%
6M
-1.50%
1Y
16.12%
3Y*
14.53%
5Y*
8.19%
10Y*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETILX vs. TLLIX - Expense Ratio Comparison

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


Return for Risk

ETILX vs. TLLIX — 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

TLLIX
TLLIX Risk / Return Rank: 6161
Overall Rank
TLLIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TLLIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
TLLIX Omega Ratio Rank: 6363
Omega Ratio Rank
TLLIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TLLIX Martin Ratio Rank: 6464
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. TLLIX - Risk-Adjusted Trends 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.


ETILXTLLIXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.08

-0.20

Sortino ratio

Return per unit of downside risk

1.34

1.58

-0.24

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.16

1.27

-0.11

Martin ratio

Return relative to average drawdown

4.66

6.02

-1.36

ETILX vs. TLLIX - Sharpe Ratio Comparison

The current ETILX Sharpe Ratio is 0.88, which is comparable to the TLLIX Sharpe Ratio of 1.08. 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.


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Sharpe Ratios by Period


ETILXTLLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.08

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.57

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.69

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.68

-0.16

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.


Dividends

ETILX vs. TLLIX - Dividend Comparison

ETILX's dividend yield for the trailing twelve months is around 13.49%, more than TLLIX's 3.26% 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%
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
3.26%3.12%2.26%2.17%2.35%2.29%1.71%2.25%2.67%0.15%2.57%0.27%

Drawdowns

ETILX vs. TLLIX - Drawdown Comparison

The maximum ETILX drawdown since its inception was -41.30%, 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.


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Drawdown Indicators


ETILXTLLIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.30%

-31.41%

-9.89%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-10.75%

-3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-41.30%

-25.38%

-15.92%

Max Drawdown (10Y)

Largest decline over 10 years

-41.30%

-31.41%

-9.89%

Current Drawdown

Current decline from peak

-16.95%

-8.79%

-8.16%

Average Drawdown

Average peak-to-trough decline

-11.60%

-4.19%

-7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.38%

+1.22%

Volatility

ETILX vs. TLLIX - Volatility Comparison

Eventide Gilead Class I (ETILX) has a higher volatility of 6.88% compared to TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) at 4.68%. 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.


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Volatility by Period


ETILXTLLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

4.68%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.39%

8.51%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

15.13%

+7.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

14.37%

+9.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.36%

15.46%

+7.90%