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HSPGX vs. ETEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSPGX vs. ETEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerald Growth Fund (HSPGX) and Eaton Vance Small-Cap Fund (ETEGX). The values are adjusted to include any dividend payments, if applicable.

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HSPGX vs. ETEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSPGX
Emerald Growth Fund
-5.91%31.62%28.04%18.66%-24.65%3.59%38.49%28.33%-12.16%27.72%
ETEGX
Eaton Vance Small-Cap Fund
-4.42%-6.20%14.65%11.28%-15.52%21.45%12.73%27.57%-6.00%14.87%

Returns By Period

In the year-to-date period, HSPGX achieves a -5.91% return, which is significantly lower than ETEGX's -4.42% return. Over the past 10 years, HSPGX has outperformed ETEGX with an annualized return of 13.12%, while ETEGX has yielded a comparatively lower 7.90% annualized return.


HSPGX

1D
-3.18%
1M
-12.33%
YTD
-5.91%
6M
-0.33%
1Y
41.44%
3Y*
21.83%
5Y*
7.28%
10Y*
13.12%

ETEGX

1D
-0.23%
1M
-9.24%
YTD
-4.42%
6M
-6.71%
1Y
-6.33%
3Y*
2.41%
5Y*
1.35%
10Y*
7.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSPGX vs. ETEGX - Expense Ratio Comparison

HSPGX has a 1.03% expense ratio, which is lower than ETEGX's 1.21% expense ratio.


Return for Risk

HSPGX vs. ETEGX — Risk / Return Rank

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

HSPGX
HSPGX Risk / Return Rank: 7979
Overall Rank
HSPGX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HSPGX Sortino Ratio Rank: 7878
Sortino Ratio Rank
HSPGX Omega Ratio Rank: 7070
Omega Ratio Rank
HSPGX Calmar Ratio Rank: 8686
Calmar Ratio Rank
HSPGX Martin Ratio Rank: 8585
Martin Ratio Rank

ETEGX
ETEGX Risk / Return Rank: 22
Overall Rank
ETEGX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ETEGX Sortino Ratio Rank: 22
Sortino Ratio Rank
ETEGX Omega Ratio Rank: 22
Omega Ratio Rank
ETEGX Calmar Ratio Rank: 11
Calmar Ratio Rank
ETEGX Martin Ratio Rank: 22
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.

HSPGX vs. ETEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerald Growth Fund (HSPGX) and Eaton Vance Small-Cap Fund (ETEGX). 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.


HSPGXETEGXDifference

Sharpe ratio

Return per unit of total volatility

1.40

-0.31

+1.71

Sortino ratio

Return per unit of downside risk

1.95

-0.33

+2.28

Omega ratio

Gain probability vs. loss probability

1.26

0.96

+0.30

Calmar ratio

Return relative to maximum drawdown

2.21

-0.58

+2.79

Martin ratio

Return relative to average drawdown

8.85

-1.39

+10.24

HSPGX vs. ETEGX - Sharpe Ratio Comparison

The current HSPGX Sharpe Ratio is 1.40, which is higher than the ETEGX Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of HSPGX and ETEGX, 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


HSPGXETEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

-0.31

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.07

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.40

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.27

+0.13

Correlation

The correlation between HSPGX and ETEGX is 0.87, 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

HSPGX vs. ETEGX - Dividend Comparison

HSPGX's dividend yield for the trailing twelve months is around 13.54%, more than ETEGX's 8.61% yield.


TTM20252024202320222021202020192018201720162015
HSPGX
Emerald Growth Fund
13.54%12.74%21.85%6.43%8.77%19.11%8.48%1.45%11.86%0.00%0.00%0.00%
ETEGX
Eaton Vance Small-Cap Fund
8.61%8.23%5.13%0.68%3.22%13.87%1.06%7.19%12.29%11.02%13.88%23.25%

Drawdowns

HSPGX vs. ETEGX - Drawdown Comparison

The maximum HSPGX drawdown since its inception was -60.28%, smaller than the maximum ETEGX drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for HSPGX and ETEGX.


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Drawdown Indicators


HSPGXETEGXDifference

Max Drawdown

Largest peak-to-trough decline

-60.28%

-67.58%

+7.30%

Max Drawdown (1Y)

Largest decline over 1 year

-15.38%

-13.05%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-38.65%

-24.30%

-14.35%

Max Drawdown (10Y)

Largest decline over 10 years

-41.48%

-36.66%

-4.82%

Current Drawdown

Current decline from peak

-14.41%

-15.60%

+1.19%

Average Drawdown

Average peak-to-trough decline

-19.10%

-22.84%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

5.43%

-1.36%

Volatility

HSPGX vs. ETEGX - Volatility Comparison

Emerald Growth Fund (HSPGX) has a higher volatility of 9.85% compared to Eaton Vance Small-Cap Fund (ETEGX) at 4.80%. This indicates that HSPGX's price experiences larger fluctuations and is considered to be riskier than ETEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSPGXETEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.85%

4.80%

+5.05%

Volatility (6M)

Calculated over the trailing 6-month period

19.39%

10.97%

+8.42%

Volatility (1Y)

Calculated over the trailing 1-year period

28.73%

19.66%

+9.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.15%

18.73%

+6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.92%

19.81%

+5.11%