EAASX vs. BFGFX
EAASX (Eaton Vance Atlanta Capital SMID-Cap Fund Class A) and BFGFX (Baron Focused Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, EAASX returned 9.92%/yr vs 20.88%/yr for BFGFX. A 0.75 correlation means they provide meaningful diversification when combined. EAASX charges 1.14%/yr vs 1.31%/yr for BFGFX.
Performance
EAASX vs. BFGFX - Performance Comparison
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Returns By Period
In the year-to-date period, EAASX achieves a 3.76% return, which is significantly lower than BFGFX's 5.11% return. Over the past 10 years, EAASX has underperformed BFGFX with an annualized return of 9.92%, while BFGFX has yielded a comparatively higher 20.88% annualized return.
EAASX
- 1D
- 2.48%
- 1M
- 7.82%
- 6M
- -1.41%
- YTD
- 3.76%
- 1Y
- -2.50%
- 3Y*
- 6.69%
- 5Y*
- 5.07%
- 10Y*
- 9.92%
BFGFX
- 1D
- 0.43%
- 1M
- -6.20%
- 6M
- 5.51%
- YTD
- 5.11%
- 1Y
- 20.54%
- 3Y*
- 18.23%
- 5Y*
- 12.92%
- 10Y*
- 20.88%
EAASX vs. BFGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAASX Eaton Vance Atlanta Capital SMID-Cap Fund Class A | 3.76% | -5.90% | 17.89% | 13.72% | -8.98% | 21.66% | 11.03% | 34.03% | -5.79% | 24.40% |
BFGFX Baron Focused Growth Fund | 5.11% | 21.94% | 29.52% | 27.40% | -28.21% | 18.67% | 122.38% | 30.05% | 3.76% | 26.36% |
Correlation
The correlation between EAASX and BFGFX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.75 |
The correlation between EAASX and BFGFX has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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Return for Risk
EAASX vs. BFGFX — Risk / Return Rank
EAASX
BFGFX
EAASX vs. BFGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Atlanta Capital SMID-Cap Fund Class A (EAASX) and Baron Focused Growth Fund (BFGFX). 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.
| EAASX | BFGFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.91 | -2.00 |
| Martin ratioReturn relative to average drawdown | -0.16 | 5.00 | -5.17 |
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Drawdowns
EAASX vs. BFGFX - Drawdown Comparison
The maximum EAASX drawdown since its inception was -39.96%, smaller than the maximum BFGFX drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for EAASX and BFGFX.
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Drawdown Indicators
| EAASX | BFGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.96% | -59.52% | +19.56% |
Max Drawdown (1Y)Largest decline over 1 year | -14.82% | -11.24% | -3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.45% | -21.00% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -35.93% | +15.98% |
Max Drawdown (10Y)Largest decline over 10 years | -39.96% | -43.62% | +3.66% |
Current DrawdownCurrent decline from peak | -8.00% | -9.19% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -12.32% | +7.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.17% | 4.29% | +3.88% |
Volatility
EAASX vs. BFGFX - Volatility Comparison
The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund Class A (EAASX) is 4.95%, while Baron Focused Growth Fund (BFGFX) has a volatility of 9.06%. This indicates that EAASX experiences smaller price fluctuations and is considered to be less risky than BFGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAASX | BFGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 9.06% | -4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 16.41% | -4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 22.38% | -6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 22.88% | -5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 24.20% | -5.36% |
EAASX vs. BFGFX - Expense Ratio Comparison
EAASX has a 1.14% expense ratio, which is lower than BFGFX's 1.31% expense ratio.
Dividends
EAASX vs. BFGFX - Dividend Comparison
EAASX's dividend yield for the trailing twelve months is around 7.46%, while BFGFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFGFX Baron Focused Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 12.28% | 15.53% | 2.85% | 1.78% | 1.07% | 2.11% | 6.02% | 5.80% |
EAASX Eaton Vance Atlanta Capital SMID-Cap Fund Class A | 7.46% | 7.75% | 8.22% | 3.08% | 12.28% | 12.19% | 11.17% | 7.09% | 8.01% | 3.64% | 3.93% | 7.29% |
Frequently Asked Questions
EAASX and BFGFX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BFGFX has higher volatility (9.06%) compared to EAASX (4.95%). In terms of maximum drawdown, EAASX dropped -39.96% vs BFGFX's -59.52%.
BFGFX currently has the higher Sharpe Ratio (0.96 vs -0.08), 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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