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ACSMX vs. ETEGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ACSMX vs. ETEGX

Last updated Apr 15, 2026

ACSMX (Advisors Capital Small/Mid Cap Fund) and ETEGX (Eaton Vance Small-Cap Fund) are both Small Cap Growth Equities funds. Over the past 5 years, ACSMX returned 1.13%/yr vs 2.38%/yr for ETEGX. Their correlation of 0.87 suggests significant overlap in exposure. ACSMX charges 1.95%/yr vs 1.21%/yr for ETEGX.

Performance

ACSMX vs. ETEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advisors Capital Small/Mid Cap Fund (ACSMX) and Eaton Vance Small-Cap Fund (ETEGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACSMX achieves a -4.16% return, which is significantly lower than ETEGX's 3.22% return.

ACSMX

1D
1.69%
1M
5.14%
YTD
-4.16%
6M
-3.82%
1Y
8.62%
3Y*
10.34%
5Y*
1.13%
10Y*
—

ETEGX

1D
1.25%
1M
6.08%
YTD
3.22%
6M
1.29%
1Y
6.35%
3Y*
5.27%
5Y*
2.38%
10Y*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACSMX vs. ETEGX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
ACSMX
Advisors Capital Small/Mid Cap Fund		-4.16%4.92%15.29%22.38%-28.60%6.89%
ETEGX
Eaton Vance Small-Cap Fund		3.22%-6.20%14.65%11.28%-15.52%10.40%

Correlation

The correlation between ACSMX and ETEGX is 0.84, 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

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2021

0.87

The correlation between ACSMX and ETEGX has been stable across timeframes, ranging from 0.84 to 0.88 — a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Advisors Capital Small/Mid Cap Fund

Eaton Vance Small-Cap Fund

Often compared with ACSMX:
ACSMX vs. ACUSXACSMX vs. FECGXACSMX vs. DMCRXACSMX vs. DSCIXACSMX vs. ALFAXACSMX vs. CMCIXACSMX vs. EMCAX
Often compared with ETEGX:
ETEGX vs. ^GSPCETEGX vs. FGROXETEGX vs. NBMIXETEGX vs. RYWCXETEGX vs. WISGXETEGX vs. BIASXETEGX vs. AOFIX

Return for Risk

ACSMX vs. ETEGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ACSMX
ACSMX Risk / Return Rank: 44
Overall Rank
ACSMX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ACSMX Sortino Ratio Rank: 44
Sortino Ratio Rank
ACSMX Omega Ratio Rank: 33
Omega Ratio Rank
ACSMX Calmar Ratio Rank: 44
Calmar Ratio Rank
ACSMX Martin Ratio Rank: 44
Martin Ratio Rank
ETEGX
ETEGX Risk / Return Rank: 33
Overall Rank
ETEGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ETEGX Sortino Ratio Rank: 33
Sortino Ratio Rank
ETEGX Omega Ratio Rank: 33
Omega Ratio Rank
ETEGX Calmar Ratio Rank: 44
Calmar Ratio Rank
ETEGX Martin Ratio Rank: 33
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.

ACSMX vs. ETEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advisors Capital Small/Mid Cap Fund (ACSMX) 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.

ACSMXETEGXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.45

+0.10

Sortino ratio

Return per unit of downside risk

0.93

0.80

+0.12

Omega ratio

Gain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratio

Return relative to maximum drawdown

0.50

0.42

+0.09

Martin ratio

Return relative to average drawdown

1.39

1.03

+0.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACSMX vs. ETEGX - Sharpe Ratio Comparison

The current ACSMX Sharpe Ratio is 0.55, which is comparable to the ETEGX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of ACSMX and ETEGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ACSMXETEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.45

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.13

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.44

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.28

-0.28

Drawdowns

ACSMX vs. ETEGX - Drawdown Comparison

The maximum ACSMX drawdown since its inception was -98.41%, which is greater than ETEGX's maximum drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for ACSMX and ETEGX.

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Drawdown Indicators

ACSMXETEGXDifference

Max Drawdown

Largest peak-to-trough decline

-98.41%

-67.58%

-30.83%

Max Drawdown (1Y)

Largest decline over 1 year

-16.04%

-13.05%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-98.41%

-24.30%

-74.11%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.66%

—

Current Drawdown

Current decline from peak

-98.13%

-8.86%

-89.27%

Average Drawdown

Average peak-to-trough decline

-36.52%

-22.83%

-13.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

5.31%

+0.51%

Volatility

ACSMX vs. ETEGX - Volatility Comparison

Advisors Capital Small/Mid Cap Fund (ACSMX) has a higher volatility of 6.23% compared to Eaton Vance Small-Cap Fund (ETEGX) at 5.39%. This indicates that ACSMX'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

ACSMXETEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

5.39%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

13.54%

11.56%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

16.65%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,831.52%

18.80%

+2,812.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,814.79%

19.83%

+2,794.96%

ACSMX vs. ETEGX - Expense Ratio Comparison

ACSMX has a 1.95% expense ratio, which is higher than ETEGX's 1.21% expense ratio.

Dividends

ACSMX vs. ETEGX - Dividend Comparison

ACSMX has not paid dividends to shareholders, while ETEGX's dividend yield for the trailing twelve months is around 7.97%.

TTM20252024202320222021202020192018201720162015
ACSMX
Advisors Capital Small/Mid Cap Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETEGX
Eaton Vance Small-Cap Fund		7.97%8.23%5.13%0.68%3.22%13.87%1.06%7.19%12.29%11.02%13.88%23.25%