PortfoliosLab logoPortfoliosLab logo
ETIMX vs. ETIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETIMX vs. ETIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Multi-Asset Income Fund (ETIMX) and Eventide Healthcare & Life Sciences Fund (ETIHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ETIMX vs. ETIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETIMX
Eventide Multi-Asset Income Fund
3.22%6.95%9.79%12.16%-15.28%16.26%18.42%19.88%-8.16%11.97%
ETIHX
Eventide Healthcare & Life Sciences Fund
-4.72%56.73%-10.13%11.01%-19.62%-16.87%37.12%58.74%-0.27%45.83%

Returns By Period

In the year-to-date period, ETIMX achieves a 3.22% return, which is significantly higher than ETIHX's -4.72% return. Over the past 10 years, ETIMX has underperformed ETIHX with an annualized return of 7.53%, while ETIHX has yielded a comparatively higher 12.95% annualized return.


ETIMX

1D
1.39%
1M
-3.43%
YTD
3.22%
6M
2.22%
1Y
9.75%
3Y*
9.91%
5Y*
5.04%
10Y*
7.53%

ETIHX

1D
6.18%
1M
-2.47%
YTD
-4.72%
6M
20.62%
1Y
66.40%
3Y*
14.82%
5Y*
1.31%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


ETIMX vs. ETIHX - Expense Ratio Comparison

ETIMX has a 0.82% expense ratio, which is lower than ETIHX's 1.30% expense ratio.


Return for Risk

ETIMX vs. ETIHX — Risk / Return Rank

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

ETIMX
ETIMX Risk / Return Rank: 5555
Overall Rank
ETIMX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ETIMX Sortino Ratio Rank: 5050
Sortino Ratio Rank
ETIMX Omega Ratio Rank: 4545
Omega Ratio Rank
ETIMX Calmar Ratio Rank: 6262
Calmar Ratio Rank
ETIMX Martin Ratio Rank: 6363
Martin Ratio Rank

ETIHX
ETIHX Risk / Return Rank: 9494
Overall Rank
ETIHX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ETIHX Sortino Ratio Rank: 9494
Sortino Ratio Rank
ETIHX Omega Ratio Rank: 8888
Omega Ratio Rank
ETIHX Calmar Ratio Rank: 9797
Calmar Ratio Rank
ETIHX Martin Ratio Rank: 9696
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.

ETIMX vs. ETIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Multi-Asset Income Fund (ETIMX) and Eventide Healthcare & Life Sciences Fund (ETIHX). 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.


ETIMXETIHXDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.33

-1.27

Sortino ratio

Return per unit of downside risk

1.49

3.06

-1.57

Omega ratio

Gain probability vs. loss probability

1.21

1.39

-0.18

Calmar ratio

Return relative to maximum drawdown

1.57

4.26

-2.69

Martin ratio

Return relative to average drawdown

6.43

14.67

-8.24

ETIMX vs. ETIHX - Sharpe Ratio Comparison

The current ETIMX Sharpe Ratio is 1.06, which is lower than the ETIHX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of ETIMX and ETIHX, 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 graphics...

Sharpe Ratios by Period


ETIMXETIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.33

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.05

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.46

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.52

+0.25

Correlation

The correlation between ETIMX and ETIHX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ETIMX vs. ETIHX - Dividend Comparison

ETIMX's dividend yield for the trailing twelve months is around 6.24%, while ETIHX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ETIMX
Eventide Multi-Asset Income Fund
6.24%6.38%1.86%1.63%2.95%5.86%2.00%2.90%4.29%4.40%2.66%0.00%
ETIHX
Eventide Healthcare & Life Sciences Fund
0.00%0.00%0.00%0.00%0.00%10.78%3.49%2.08%7.33%1.28%0.00%1.22%

Drawdowns

ETIMX vs. ETIHX - Drawdown Comparison

The maximum ETIMX drawdown since its inception was -22.79%, smaller than the maximum ETIHX drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for ETIMX and ETIHX.


Loading graphics...

Drawdown Indicators


ETIMXETIHXDifference

Max Drawdown

Largest peak-to-trough decline

-22.79%

-55.11%

+32.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.80%

-12.50%

+5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-49.49%

+28.91%

Max Drawdown (10Y)

Largest decline over 10 years

-22.79%

-55.11%

+32.32%

Current Drawdown

Current decline from peak

-3.43%

-7.09%

+3.66%

Average Drawdown

Average peak-to-trough decline

-4.22%

-18.17%

+13.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

3.79%

-2.13%

Volatility

ETIMX vs. ETIHX - Volatility Comparison

The current volatility for Eventide Multi-Asset Income Fund (ETIMX) is 3.82%, while Eventide Healthcare & Life Sciences Fund (ETIHX) has a volatility of 10.04%. This indicates that ETIMX experiences smaller price fluctuations and is considered to be less risky than ETIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ETIMXETIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

10.04%

-6.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.15%

17.34%

-11.19%

Volatility (1Y)

Calculated over the trailing 1-year period

9.69%

26.36%

-16.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.72%

27.84%

-18.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.06%

28.46%

-18.40%