OSCV vs. ESSC

Last updated Jun 3, 2026

OSCV (Opus Small Cap Value Plus ETF) and ESSC (Eventide Small Cap ETF) are both Small Cap Blend Equities funds. Both are actively managed. A 0.77 correlation means they provide meaningful diversification when combined. OSCV charges 0.79%/yr vs 0.49%/yr for ESSC.

Performance

OSCV vs. ESSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Opus Small Cap Value Plus ETF (OSCV) and Eventide Small Cap ETF (ESSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OSCV achieves a 9.18% return, which is significantly lower than ESSC's 15.93% return.

OSCV

• 1D: 0.45%
• 1M: -2.06%
• YTD: 9.18%
• 6M: 8.64%
• 1Y: 15.66%
• 3Y*: 10.33%
• 5Y*: 5.36%
• 10Y*: —

ESSC

• 1D: 0.52%
• 1M: 3.19%
• YTD: 15.93%
• 6M: 16.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OSCV vs. ESSC - Yearly Performance Comparison

	2026 (YTD)	2025
OSCV Opus Small Cap Value Plus ETF	9.18%	-2.74%
ESSC Eventide Small Cap ETF	15.93%	3.65%

Correlation

The correlation between OSCV and ESSC is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025	0.77

Return for Risk

OSCV vs. ESSC — Risk / Return Rank

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

OSCV

OSCV Risk / Return Rank: 35
OSCV Sharpe Ratio Rank: 33
OSCV Sortino Ratio Rank: 35
OSCV Omega Ratio Rank: 31
OSCV Calmar Ratio Rank: 40
OSCV Martin Ratio Rank: 37

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.

OSCV vs. ESSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Opus Small Cap Value Plus ETF (OSCV) and Eventide Small Cap ETF (ESSC). 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.

	OSCV	ESSC	Difference
Sharpe ratio Return per unit of total volatility	1.18	—	—
Sortino ratio Return per unit of downside risk	1.83	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	2.02	—	—
Martin ratio Return relative to average drawdown	5.97	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	OSCV	ESSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	1.67	-1.31

Drawdowns

OSCV vs. ESSC - Drawdown Comparison

The maximum OSCV drawdown since its inception was -42.40%, which is greater than ESSC's maximum drawdown of -9.51%. Use the drawdown chart below to compare losses from any high point for OSCV and ESSC.

Drawdown Indicators

	OSCV	ESSC	Difference
Max Drawdown Largest peak-to-trough decline	-42.40%	-9.51%	-32.89%
Max Drawdown (1Y) Largest decline over 1 year	-7.55%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.92%	—	—
Current Drawdown Current decline from peak	-2.71%	-0.28%	-2.43%
Average Drawdown Average peak-to-trough decline	-7.60%	-2.20%	-5.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	—	—

Volatility

Volatility by Period

	OSCV	ESSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.43%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.35%	19.03%	-5.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.25%	19.03%	-1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.91%	19.03%	+1.88%

OSCV vs. ESSC - Expense Ratio Comparison

OSCV has a 0.79% expense ratio, which is higher than ESSC's 0.49% expense ratio.

Dividends

OSCV vs. ESSC - Dividend Comparison

OSCV's dividend yield for the trailing twelve months is around 1.10%, more than ESSC's 0.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ESSC Eventide Small Cap ETF	0.16%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OSCV Opus Small Cap Value Plus ETF	1.10%	1.23%	1.29%	1.55%	1.12%	1.06%	1.11%	1.75%	0.25%

Frequently Asked Questions

Can I hold both OSCV and ESSC in my portfolio?

OSCV and ESSC have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, OSCV or ESSC?

On fees, ESSC is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, OSCV or ESSC?

ESSC is cheaper with a 0.49% expense ratio, compared with 0.79% for OSCV.

Which ETF pays a higher dividend yield, OSCV or ESSC?

OSCV has the higher dividend yield at 1.10%, compared with 0.16% for ESSC.

What is the main difference between OSCV and ESSC?

They also come from different issuers: Aptus Capital Advisors and Eventide. Their fees differ too: 0.79% for OSCV and 0.49% for ESSC.