ETILX vs. VTI
Compare and contrast key facts about Eventide Gilead Class I (ETILX) and Vanguard Total Stock Market ETF (VTI).
ETILX is managed by Eventide Funds. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETILX or VTI.
Key characteristics
| ETILX | VTI | |
|---|---|---|
| YTD Return | 1.49% | 25.21% |
| 1Y Return | 15.37% | 33.95% |
| 3Y Return (Ann) | -11.53% | 8.40% |
| 5Y Return (Ann) | 5.27% | 14.97% |
| 10Y Return (Ann) | 7.70% | 12.80% |
| Sharpe Ratio | 0.82 | 2.76 |
| Sortino Ratio | 1.24 | 3.68 |
| Omega Ratio | 1.15 | 1.51 |
| Calmar Ratio | 0.35 | 4.00 |
| Martin Ratio | 2.53 | 17.66 |
| Ulcer Index | 5.81% | 1.94% |
| Daily Std Dev | 18.02% | 12.43% |
| Max Drawdown | -46.69% | -55.45% |
| Current Drawdown | -31.83% | -1.18% |
Correlation
The correlation between ETILX and VTI 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. VTI - Performance Comparison
In the year-to-date period, ETILX achieves a 1.49% return, which is significantly lower than VTI's 25.21% return. Over the past 10 years, ETILX has underperformed VTI with an annualized return of 7.70%, while VTI has yielded a comparatively higher 12.80% annualized 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. VTI - Expense Ratio Comparison
ETILX has a 1.11% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
ETILX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eventide Gilead Class I (ETILX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
ETILX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ETILX vs. VTI - Drawdown Comparison
The maximum ETILX drawdown since its inception was -46.69%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ETILX and VTI. For additional features, visit the drawdowns tool.
Volatility
ETILX vs. VTI - Volatility Comparison
Eventide Gilead Class I (ETILX) has a higher volatility of 4.84% compared to Vanguard Total Stock Market ETF (VTI) at 4.05%. This indicates that ETILX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.