EAASX vs. VLEQX
EAASX (Eaton Vance Atlanta Capital SMID-Cap Fund Class A) and VLEQX (Villere Equity Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, EAASX returned 9.78%/yr vs 3.64%/yr for VLEQX. Their correlation of 0.84 suggests significant overlap in exposure. EAASX charges 1.14%/yr vs 1.22%/yr for VLEQX.
Performance
EAASX vs. VLEQX - Performance Comparison
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Returns By Period
In the year-to-date period, EAASX achieves a -2.18% return, which is significantly lower than VLEQX's 3.58% return. Over the past 10 years, EAASX has outperformed VLEQX with an annualized return of 9.78%, while VLEQX has yielded a comparatively lower 3.64% annualized return.
EAASX
- 1D
- 1.58%
- 1M
- 0.68%
- YTD
- -2.18%
- 6M
- -3.70%
- 1Y
- -5.19%
- 3Y*
- 6.99%
- 5Y*
- 3.52%
- 10Y*
- 9.78%
VLEQX
- 1D
- 0.00%
- 1M
- -1.50%
- YTD
- 3.58%
- 6M
- 2.56%
- 1Y
- 3.11%
- 3Y*
- 1.92%
- 5Y*
- -2.66%
- 10Y*
- 3.64%
EAASX vs. VLEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAASX Eaton Vance Atlanta Capital SMID-Cap Fund Class A | -2.18% | -5.90% | 17.89% | 13.72% | -8.98% | 21.66% | 11.03% | 34.03% | -5.79% | 24.40% |
VLEQX Villere Equity Fund | 3.58% | 0.26% | 1.50% | 11.37% | -24.50% | 5.80% | 14.77% | 24.50% | -6.98% | 7.34% |
Correlation
The correlation between EAASX and VLEQX is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.84 |
The correlation between EAASX and VLEQX has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
EAASX vs. VLEQX — Risk / Return Rank
EAASX
VLEQX
EAASX vs. VLEQX - 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 Villere Equity Fund (VLEQX). 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 | VLEQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.06 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 0.41 | -0.79 |
| Martin ratioReturn relative to average drawdown | -0.71 | 1.11 | -1.82 |
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Drawdowns
EAASX vs. VLEQX - Drawdown Comparison
The maximum EAASX drawdown since its inception was -39.96%, which is greater than VLEQX's maximum drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for EAASX and VLEQX.
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Drawdown Indicators
| EAASX | VLEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.96% | -35.60% | -4.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.82% | -8.09% | -6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.45% | -19.24% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -33.46% | +13.51% |
Max Drawdown (10Y)Largest decline over 10 years | -39.96% | -35.60% | -4.36% |
Current DrawdownCurrent decline from peak | -13.27% | -16.33% | +3.06% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -12.46% | +7.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.97% | 2.98% | +4.99% |
Volatility
EAASX vs. VLEQX - Volatility Comparison
Eaton Vance Atlanta Capital SMID-Cap Fund Class A (EAASX) has a higher volatility of 4.48% compared to Villere Equity Fund (VLEQX) at 1.78%. This indicates that EAASX's price experiences larger fluctuations and is considered to be riskier than VLEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAASX | VLEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 1.78% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.61% | 7.57% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 11.10% | +4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 19.14% | -1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 19.18% | -0.33% |
EAASX vs. VLEQX - Expense Ratio Comparison
EAASX has a 1.14% expense ratio, which is lower than VLEQX's 1.22% expense ratio.
Dividends
EAASX vs. VLEQX - Dividend Comparison
EAASX's dividend yield for the trailing twelve months is around 7.92%, less than VLEQX's 13.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAASX Eaton Vance Atlanta Capital SMID-Cap Fund Class A | 7.92% | 7.75% | 8.22% | 3.08% | 12.28% | 12.19% | 11.17% | 7.09% | 8.01% | 3.64% | 3.93% | 7.29% |
VLEQX Villere Equity Fund | 13.57% | 0.54% | 0.40% | 4.64% | 2.88% | 8.24% | 0.73% | 0.17% | 0.34% | 0.00% | 0.11% | 1.76% |
Frequently Asked Questions
EAASX and VLEQX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAASX has higher volatility (4.48%) compared to VLEQX (1.78%). In terms of maximum drawdown, EAASX dropped -39.96% vs VLEQX's -35.60%.
VLEQX currently has the higher Sharpe Ratio (0.30 vs -0.36), 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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