SGPIX vs. ETEGX
SGPIX (ProFunds Small Cap Growth Fund) and ETEGX (Eaton Vance Small-Cap Fund) are both Small Cap Growth Equities funds. Over the past 10 years, SGPIX returned 9.20%/yr vs 9.03%/yr for ETEGX. Their correlation of 0.93 suggests significant overlap in exposure. SGPIX charges 1.60%/yr vs 1.21%/yr for ETEGX.
Performance
SGPIX vs. ETEGX - Performance Comparison
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Returns By Period
In the year-to-date period, SGPIX achieves a 20.78% return, which is significantly higher than ETEGX's 5.54% return. Both investments have delivered pretty close results over the past 10 years, with SGPIX having a 9.20% annualized return and ETEGX not far behind at 9.03%.
SGPIX
- 1D
- 0.31%
- 1M
- 5.79%
- YTD
- 20.78%
- 6M
- 17.31%
- 1Y
- 30.05%
- 3Y*
- 14.93%
- 5Y*
- 3.50%
- 10Y*
- 9.20%
ETEGX
- 1D
- -0.28%
- 1M
- 4.06%
- YTD
- 5.54%
- 6M
- 3.22%
- 1Y
- 2.32%
- 3Y*
- 6.37%
- 5Y*
- 2.69%
- 10Y*
- 9.03%
SGPIX vs. ETEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGPIX ProFunds Small Cap Growth Fund | 20.78% | 3.52% | 7.53% | 15.35% | -22.72% | 13.29% | 17.43% | 18.95% | -5.76% | 12.73% |
ETEGX Eaton Vance Small-Cap Fund | 5.54% | -6.20% | 14.65% | 11.28% | -15.52% | 21.45% | 12.73% | 27.57% | -6.00% | 14.87% |
Correlation
The correlation between SGPIX and ETEGX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002 | 0.93 |
The correlation between SGPIX and ETEGX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
SGPIX vs. ETEGX — Risk / Return Rank
SGPIX
ETEGX
SGPIX vs. ETEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Small Cap Growth Fund (SGPIX) 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.
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.
| SGPIX | ETEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.05 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 0.30 | +3.17 |
| Martin ratioReturn relative to average drawdown | 12.05 | 0.67 | +11.38 |
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Drawdowns
SGPIX vs. ETEGX - Drawdown Comparison
The maximum SGPIX drawdown since its inception was -58.70%, smaller than the maximum ETEGX drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for SGPIX and ETEGX.
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Drawdown Indicators
| SGPIX | ETEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.70% | -67.58% | +8.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -13.05% | +3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -27.72% | -19.98% | -7.74% |
Max Drawdown (5Y)Largest decline over 5 years | -34.64% | -24.30% | -10.34% |
Max Drawdown (10Y)Largest decline over 10 years | -43.14% | -36.66% | -6.48% |
Current DrawdownCurrent decline from peak | 0.00% | -6.81% | +6.81% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -22.74% | +11.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 5.89% | -3.25% |
Volatility
SGPIX vs. ETEGX - Volatility Comparison
ProFunds Small Cap Growth Fund (SGPIX) has a higher volatility of 5.27% compared to Eaton Vance Small-Cap Fund (ETEGX) at 4.54%. This indicates that SGPIX'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
| SGPIX | ETEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 4.54% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 11.40% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.93% | 16.28% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.66% | 18.79% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 19.87% | +2.51% |
SGPIX vs. ETEGX - Expense Ratio Comparison
SGPIX has a 1.60% expense ratio, which is higher than ETEGX's 1.21% expense ratio.
Dividends
SGPIX vs. ETEGX - Dividend Comparison
SGPIX's dividend yield for the trailing twelve months is around 0.15%, less than ETEGX's 7.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETEGX Eaton Vance Small-Cap Fund | 7.80% | 8.23% | 5.13% | 0.68% | 3.22% | 13.87% | 1.06% | 7.19% | 12.29% | 11.02% | 13.88% | 23.25% |
SGPIX ProFunds Small Cap Growth Fund | 0.15% | 0.18% | 1.58% | 0.80% | 3.80% | 2.06% | 0.00% | 0.00% | 4.29% | 0.00% | 0.00% | 2.58% |
Frequently Asked Questions
SGPIX and ETEGX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGPIX has higher volatility (5.27%) compared to ETEGX (4.54%). In terms of maximum drawdown, SGPIX dropped -58.70% vs ETEGX's -67.58%.
SGPIX currently has the higher Sharpe Ratio (1.78 vs 0.24), 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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