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EIBAX vs. EISMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIBAX vs. EISMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Total Return Bond Fund (EIBAX) and Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIBAX achieves a 0.24% return, which is significantly lower than EISMX's 3.88% return. Over the past 10 years, EIBAX has underperformed EISMX with an annualized return of 3.22%, while EISMX has yielded a comparatively higher 10.15% annualized return.


EIBAX

1D
-0.10%
1M
-0.17%
6M
0.24%
YTD
0.24%
1Y
5.20%
3Y*
5.74%
5Y*
1.03%
10Y*
3.22%

EISMX

1D
2.49%
1M
7.80%
6M
-1.31%
YTD
3.88%
1Y
-2.25%
3Y*
6.79%
5Y*
5.23%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIBAX vs. EISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIBAX
Eaton Vance Total Return Bond Fund
0.24%9.15%4.38%5.59%-12.88%3.02%5.89%10.84%-0.84%7.72%
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
3.88%-5.66%17.64%14.01%-8.77%22.02%11.31%34.37%-5.55%24.71%

Correlation

The correlation between EIBAX and EISMX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

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

0.24

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

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2009

-0.07

The correlation between EIBAX and EISMX shifts across timeframes, from -0.07 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EIBAX vs. EISMX — Risk / Return Rank

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

EIBAX
EIBAX Risk / Return Rank: 2828
Overall Rank
EIBAX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EIBAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
EIBAX Omega Ratio Rank: 3030
Omega Ratio Rank
EIBAX Calmar Ratio Rank: 2626
Calmar Ratio Rank
EIBAX Martin Ratio Rank: 2323
Martin Ratio Rank

EISMX
EISMX Risk / Return Rank: 33
Overall Rank
EISMX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EISMX Sortino Ratio Rank: 33
Sortino Ratio Rank
EISMX Omega Ratio Rank: 33
Omega Ratio Rank
EISMX Calmar Ratio Rank: 22
Calmar Ratio Rank
EISMX 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.

EIBAX vs. EISMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Total Return Bond Fund (EIBAX) and Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX). 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.


EIBAXEISMXDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.23

1.00

+0.23

Calmar ratioReturn relative to maximum drawdown

1.57

-0.07

+1.64

Martin ratioReturn relative to average drawdown

4.45

-0.14

+4.58

EIBAX vs. EISMX - Sharpe Ratio Comparison

The current EIBAX Sharpe Ratio is 1.29, which is higher than the EISMX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of EIBAX and EISMX, 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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Drawdowns

EIBAX vs. EISMX - Drawdown Comparison

The maximum EIBAX drawdown since its inception was -17.20%, smaller than the maximum EISMX drawdown of -45.32%. Use the drawdown chart below to compare losses from any high point for EIBAX and EISMX.


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Drawdown Indicators


EIBAXEISMXDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-45.32%

+28.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-14.66%

+11.40%

Max Drawdown (3Y)

Largest decline over 3 years

-5.65%

-19.39%

+13.74%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-19.81%

+2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-17.20%

-39.95%

+22.75%

Current Drawdown

Current decline from peak

-1.68%

-7.66%

+5.98%

Average Drawdown

Average peak-to-trough decline

-3.49%

-5.85%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

8.06%

-6.91%

Volatility

EIBAX vs. EISMX - Volatility Comparison

The current volatility for Eaton Vance Total Return Bond Fund (EIBAX) is 1.02%, while Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a volatility of 4.96%. This indicates that EIBAX experiences smaller price fluctuations and is considered to be less risky than EISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIBAXEISMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

4.96%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

11.84%

-8.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

15.79%

-11.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

17.18%

-11.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.69%

18.83%

-14.14%

EIBAX vs. EISMX - Expense Ratio Comparison

EIBAX has a 0.49% expense ratio, which is lower than EISMX's 0.88% expense ratio.


Dividends

EIBAX vs. EISMX - Dividend Comparison

EIBAX's dividend yield for the trailing twelve months is around 5.15%, less than EISMX's 6.19% yield.


PositionTTM20252024202320222021202020192018201720162015
EIBAX
Eaton Vance Total Return Bond Fund
5.15%5.13%5.58%4.01%4.04%3.49%3.87%3.97%4.16%3.55%3.90%5.69%
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
6.19%6.43%7.26%2.78%10.37%10.49%9.80%6.52%7.20%3.30%3.58%6.70%

Frequently Asked Questions


EIBAX and EISMX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EISMX has higher volatility (4.96%) compared to EIBAX (1.02%). In terms of maximum drawdown, EIBAX dropped -17.20% vs EISMX's -45.32%.

EIBAX currently has the higher Sharpe Ratio (1.29 vs -0.07), 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.

Portfolio Optimizer

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