ROKT vs. EICIX

Last updated Jun 14, 2026

ROKT (SPDR S&P Kensho Final Frontiers ETF) and EICIX (EIC Value Fund) are both funds - ROKT is a Industrials Equities fund tracking the S&P Kensho Final Frontiers Index, while EICIX is a Large Cap Value Equities fund managed by Equity Investment Corp. Over the past 5 years, ROKT returned 23.65%/yr vs 10.21%/yr for EICIX. A 0.66 correlation means they provide meaningful diversification when combined. ROKT charges 0.45%/yr vs 0.95%/yr for EICIX.

Performance

ROKT vs. EICIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Final Frontiers ETF (ROKT) and EIC Value Fund (EICIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROKT achieves a 41.13% return, which is significantly higher than EICIX's 5.81% return.

ROKT

• 1D: -3.50%
• 1M: 2.08%
• YTD: 41.13%
• 6M: 44.16%
• 1Y: 96.95%
• 3Y*: 41.87%
• 5Y*: 23.65%
• 10Y*: —

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%

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

ROKT vs. EICIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ROKT SPDR S&P Kensho Final Frontiers ETF	41.13%	50.56%	27.89%	14.41%	-0.81%	4.63%	7.99%	40.90%	-12.90%
EICIX EIC Value Fund	5.81%	16.01%	11.55%	12.91%	0.90%	30.08%	4.27%	22.64%	-7.61%

Correlation

The correlation between ROKT and EICIX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (All Time) Calculated using the full available price history since Oct 23, 2018	0.66

Over the past year, the correlation between ROKT and EICIX has dropped to 0.41 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

Return for Risk

ROKT vs. EICIX — Risk / Return Rank

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

ROKT

ROKT Risk / Return Rank: 92
ROKT Sharpe Ratio Rank: 94
ROKT Sortino Ratio Rank: 90
ROKT Omega Ratio Rank: 88
ROKT Calmar Ratio Rank: 94
ROKT Martin Ratio Rank: 95

EICIX

EICIX Risk / Return Rank: 23
EICIX Sharpe Ratio Rank: 24
EICIX Sortino Ratio Rank: 25
EICIX Omega Ratio Rank: 22
EICIX Calmar Ratio Rank: 26
EICIX Martin Ratio Rank: 18

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.

ROKT vs. EICIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Final Frontiers ETF (ROKT) 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.

	ROKT	EICIX	Difference
Sharpe ratio: Return per unit of total volatility	3.15	1.14	+2.01
Sortino ratio: Return per unit of downside risk	3.74	1.71	+2.03
Omega ratio: Gain probability vs. loss probability	1.48	1.20	+0.28
Calmar ratio: Return relative to maximum drawdown	6.38	1.54	+4.85
Martin ratio: Return relative to average drawdown	26.23	3.81	+22.43

ROKT vs. EICIX - Sharpe Ratio Comparison

The current ROKT Sharpe Ratio is 3.15, which is higher than the EICIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of ROKT and EICIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ROKT vs. EICIX - Drawdown Comparison

The maximum ROKT drawdown since its inception was -43.16%, which is greater than EICIX's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for ROKT and EICIX.

Drawdown Indicators

	ROKT	EICIX	Difference
Max Drawdown Largest peak-to-trough decline	-43.16%	-34.26%	-8.90%
Max Drawdown (1Y) Largest decline over 1 year	-15.27%	-8.55%	-6.72%
Max Drawdown (3Y) Largest decline over 3 years	-23.46%	-11.10%	-12.36%
Max Drawdown (5Y) Largest decline over 5 years	-23.46%	-17.36%	-6.10%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.26%	—
Current Drawdown Current decline from peak	-12.20%	-3.66%	-8.54%
Average Drawdown Average peak-to-trough decline	-6.77%	-3.41%	-3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	3.39%	+0.32%

Volatility

ROKT vs. EICIX - Volatility Comparison

SPDR S&P Kensho Final Frontiers ETF (ROKT) has a higher volatility of 16.11% compared to EIC Value Fund (EICIX) at 2.99%. This indicates that ROKT'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.

Volatility by Period

	ROKT	EICIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.11%	2.99%	+13.12%
Volatility (6M) Calculated over the trailing 6-month period	27.24%	8.16%	+19.08%
Volatility (1Y) Calculated over the trailing 1-year period	30.97%	11.55%	+19.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.32%	14.59%	+8.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.42%	16.27%	+9.15%

ROKT vs. EICIX - Expense Ratio Comparison

ROKT has a 0.45% expense ratio, which is lower than EICIX's 0.95% expense ratio.

Dividends

ROKT vs. EICIX - Dividend Comparison

ROKT's dividend yield for the trailing twelve months is around 0.28%, 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%
ROKT SPDR S&P Kensho Final Frontiers ETF	0.28%	0.41%	0.57%	0.62%	0.54%	1.79%	0.48%	0.74%	0.16%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ROKT and EICIX in my portfolio?

ROKT and EICIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROKT or EICIX?

ROKT has higher volatility (16.11%) compared to EICIX (2.99%). In terms of maximum drawdown, ROKT dropped -43.16% vs EICIX's -34.26%.

Which has better risk-adjusted returns?

ROKT currently has the higher Sharpe Ratio (3.15 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.