IYZ vs. EICIX
IYZ (iShares U.S. Telecommunications ETF) and EICIX (EIC Value Fund) are both funds - IYZ is a Communications Equities fund tracking the Dow Jones U.S. Select Telecommunications Index, while EICIX is a Large Cap Value Equities fund managed by Equity Investment Corp. Over the past 10 years, IYZ returned 5.94%/yr vs 11.48%/yr for EICIX. A 0.68 correlation means they provide meaningful diversification when combined. IYZ charges 0.42%/yr vs 0.95%/yr for EICIX.
Performance
IYZ vs. EICIX - Performance Comparison
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Returns By Period
In the year-to-date period, IYZ achieves a 29.57% return, which is significantly higher than EICIX's 5.81% return. Over the past 10 years, IYZ has underperformed EICIX with an annualized return of 5.94%, while EICIX has yielded a comparatively higher 11.48% annualized return.
IYZ
- 1D
- 1.27%
- 1M
- 2.31%
- YTD
- 29.57%
- 6M
- 32.60%
- 1Y
- 58.27%
- 3Y*
- 28.37%
- 5Y*
- 7.57%
- 10Y*
- 5.94%
EICIX
- 1D
- 0.80%
- 1M
- 4.47%
- YTD
- 5.81%
- 6M
- 4.81%
- 1Y
- 13.57%
- 3Y*
- 15.33%
- 5Y*
- 10.21%
- 10Y*
- 11.48%
IYZ vs. EICIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYZ iShares U.S. Telecommunications ETF | 29.57% | 29.28% | 20.53% | 3.90% | -30.29% | 11.69% | 4.13% | 16.14% | -8.59% | -11.86% |
EICIX EIC Value Fund | 5.81% | 16.01% | 11.55% | 12.91% | 0.90% | 30.08% | 4.27% | 22.64% | -7.80% | 14.42% |
Correlation
The correlation between IYZ and EICIX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 2, 2011 | 0.68 |
Over the past year, the correlation between IYZ and EICIX has dropped to 0.44 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
IYZ vs. EICIX — Risk / Return Rank
IYZ
EICIX
IYZ vs. EICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and EIC Value Fund (EICIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IYZ | EICIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.20 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 6.54 | 1.54 | +5.00 |
| Martin ratioReturn relative to average drawdown | 25.99 | 3.81 | +22.19 |
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Drawdowns
IYZ vs. EICIX - Drawdown Comparison
The maximum IYZ drawdown since its inception was -77.11%, which is greater than EICIX's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for IYZ and EICIX.
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Drawdown Indicators
| IYZ | EICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.11% | -34.26% | -42.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.62% | -8.55% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -13.85% | -11.10% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -39.74% | -17.36% | -22.38% |
Max Drawdown (10Y)Largest decline over 10 years | -39.74% | -34.26% | -5.48% |
Current DrawdownCurrent decline from peak | -4.77% | -3.66% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -40.10% | -3.41% | -36.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.39% | -1.22% |
Volatility
IYZ vs. EICIX - Volatility Comparison
iShares U.S. Telecommunications ETF (IYZ) has a higher volatility of 8.76% compared to EIC Value Fund (EICIX) at 2.99%. This indicates that IYZ's price experiences larger fluctuations and is considered to be riskier than EICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYZ | EICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.76% | 2.99% | +5.77% |
Volatility (6M)Calculated over the trailing 6-month period | 15.61% | 8.16% | +7.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 11.55% | +7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.88% | 14.59% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 16.27% | +3.03% |
IYZ vs. EICIX - Expense Ratio Comparison
IYZ has a 0.42% expense ratio, which is lower than EICIX's 0.95% expense ratio.
Dividends
IYZ vs. EICIX - Dividend Comparison
IYZ's dividend yield for the trailing twelve months is around 1.53%, less than EICIX's 8.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 8.46% | 8.95% | 9.47% | 4.09% | 6.07% | 11.14% | 6.05% | 7.71% | 10.82% | 8.51% | 2.03% | 3.42% |
IYZ iShares U.S. Telecommunications ETF | 1.53% | 2.04% | 1.94% | 2.27% | 2.55% | 2.51% | 2.60% | 2.36% | 2.15% | 3.54% | 2.27% | 1.98% |
Frequently Asked Questions
IYZ and EICIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYZ has higher volatility (8.76%) compared to EICIX (2.99%). In terms of maximum drawdown, IYZ dropped -77.11% vs EICIX's -34.26%.
IYZ currently has the higher Sharpe Ratio (3.02 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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