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RMBMX vs. EEOFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMBMX vs. EEOFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RMB SMID Cap Fund (RMBMX) and Essex Environmental Opportunities Fund (EEOFX). The values are adjusted to include any dividend payments, if applicable.

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RMBMX vs. EEOFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMBMX
RMB SMID Cap Fund
-0.38%2.46%10.04%20.32%-20.36%28.05%24.43%31.74%-5.04%7.75%
EEOFX
Essex Environmental Opportunities Fund
2.04%23.55%1.32%-1.53%-27.88%10.83%62.80%25.43%-15.79%3.20%

Returns By Period

In the year-to-date period, RMBMX achieves a -0.38% return, which is significantly lower than EEOFX's 2.04% return.


RMBMX

1D
0.76%
1M
-4.34%
YTD
-0.38%
6M
-2.79%
1Y
4.69%
3Y*
8.72%
5Y*
4.53%
10Y*
10.46%

EEOFX

1D
1.67%
1M
-2.25%
YTD
2.04%
6M
0.49%
1Y
34.62%
3Y*
5.94%
5Y*
-1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMBMX vs. EEOFX - Expense Ratio Comparison

RMBMX has a 0.84% expense ratio, which is lower than EEOFX's 2.11% expense ratio.


Return for Risk

RMBMX vs. EEOFX — Risk / Return Rank

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

RMBMX
RMBMX Risk / Return Rank: 99
Overall Rank
RMBMX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
RMBMX Sortino Ratio Rank: 99
Sortino Ratio Rank
RMBMX Omega Ratio Rank: 88
Omega Ratio Rank
RMBMX Calmar Ratio Rank: 1010
Calmar Ratio Rank
RMBMX Martin Ratio Rank: 1212
Martin Ratio Rank

EEOFX
EEOFX Risk / Return Rank: 7474
Overall Rank
EEOFX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EEOFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
EEOFX Omega Ratio Rank: 6161
Omega Ratio Rank
EEOFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
EEOFX Martin Ratio Rank: 6767
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.

RMBMX vs. EEOFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RMB SMID Cap Fund (RMBMX) and Essex Environmental Opportunities Fund (EEOFX). 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.


RMBMXEEOFXDifference

Sharpe ratio

Return per unit of total volatility

0.29

1.56

-1.27

Sortino ratio

Return per unit of downside risk

0.58

2.18

-1.60

Omega ratio

Gain probability vs. loss probability

1.08

1.27

-0.20

Calmar ratio

Return relative to maximum drawdown

0.48

2.42

-1.95

Martin ratio

Return relative to average drawdown

1.79

7.86

-6.07

RMBMX vs. EEOFX - Sharpe Ratio Comparison

The current RMBMX Sharpe Ratio is 0.29, which is lower than the EEOFX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of RMBMX and EEOFX, 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


RMBMXEEOFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

1.56

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.05

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.28

+0.11

Correlation

The correlation between RMBMX and EEOFX 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

RMBMX vs. EEOFX - Dividend Comparison

RMBMX's dividend yield for the trailing twelve months is around 19.81%, more than EEOFX's 0.06% yield.


TTM20252024202320222021202020192018201720162015
RMBMX
RMB SMID Cap Fund
19.81%19.73%9.50%10.12%8.40%5.53%5.34%14.27%15.63%14.74%18.84%6.38%
EEOFX
Essex Environmental Opportunities Fund
0.06%0.06%0.00%0.00%0.01%6.63%1.62%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RMBMX vs. EEOFX - Drawdown Comparison

The maximum RMBMX drawdown since its inception was -52.47%, roughly equal to the maximum EEOFX drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for RMBMX and EEOFX.


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Drawdown Indicators


RMBMXEEOFXDifference

Max Drawdown

Largest peak-to-trough decline

-52.47%

-50.17%

-2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-13.49%

+3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.03%

-50.17%

+21.14%

Max Drawdown (10Y)

Largest decline over 10 years

-39.63%

Current Drawdown

Current decline from peak

-8.06%

-21.29%

+13.23%

Average Drawdown

Average peak-to-trough decline

-7.97%

-19.83%

+11.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

4.16%

-0.55%

Volatility

RMBMX vs. EEOFX - Volatility Comparison

The current volatility for RMB SMID Cap Fund (RMBMX) is 6.37%, while Essex Environmental Opportunities Fund (EEOFX) has a volatility of 7.63%. This indicates that RMBMX experiences smaller price fluctuations and is considered to be less risky than EEOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMBMXEEOFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

7.63%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

16.70%

-4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.99%

23.25%

-2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.72%

24.89%

-4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.78%

24.72%

-3.94%