ETIMX vs. SPY
Compare and contrast key facts about Eventide Multi-Asset Income Fund (ETIMX) and State Street SPDR S&P 500 ETF (SPY).
ETIMX is managed by Eventide Funds. It was launched on Jul 14, 2015. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
ETIMX vs. SPY - Performance Comparison
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ETIMX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, ETIMX achieves a 3.22% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, ETIMX has underperformed SPY with an annualized return of 7.53%, while SPY has yielded a comparatively higher 14.06% 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%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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ETIMX vs. SPY - Expense Ratio Comparison
ETIMX has a 0.82% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
ETIMX vs. SPY — Risk / Return Rank
ETIMX
SPY
ETIMX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eventide Multi-Asset Income Fund (ETIMX) and State Street SPDR S&P 500 ETF (SPY). 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.
| ETIMX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.96 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.49 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.53 | +0.04 |
Martin ratioReturn relative to average drawdown | 6.43 | 7.27 | -0.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETIMX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.96 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.70 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.79 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.56 | +0.21 |
Correlation
The correlation between ETIMX and SPY is 0.81, 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
ETIMX vs. SPY - Dividend Comparison
ETIMX's dividend yield for the trailing twelve months is around 6.24%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
ETIMX vs. SPY - Drawdown Comparison
The maximum ETIMX drawdown since its inception was -22.79%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ETIMX and SPY.
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Drawdown Indicators
| ETIMX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.79% | -55.19% | +32.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -12.05% | +5.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -24.50% | +3.92% |
Max Drawdown (10Y)Largest decline over 10 years | -22.79% | -33.72% | +10.93% |
Current DrawdownCurrent decline from peak | -3.43% | -5.53% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -9.09% | +4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 2.54% | -0.88% |
Volatility
ETIMX vs. SPY - Volatility Comparison
The current volatility for Eventide Multi-Asset Income Fund (ETIMX) is 3.82%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.35%. This indicates that ETIMX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETIMX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 5.35% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.15% | 9.50% | -3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.69% | 19.06% | -9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.72% | 17.06% | -7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.06% | 17.92% | -7.86% |