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EIFVX vs. EISMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIFVX vs. EISMX - Performance Comparison

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

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EIFVX vs. EISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIFVX
Eaton Vance Focused Value Opportunities Fund
-2.45%10.89%12.44%8.48%-3.31%23.71%2.23%37.25%-6.15%20.40%
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
-6.70%-5.66%17.64%14.01%-8.77%22.02%11.31%34.37%-5.55%24.71%

Returns By Period

In the year-to-date period, EIFVX achieves a -2.45% return, which is significantly higher than EISMX's -6.70% return. Over the past 10 years, EIFVX has outperformed EISMX with an annualized return of 10.57%, while EISMX has yielded a comparatively lower 9.47% annualized return.


EIFVX

1D
-0.73%
1M
-8.92%
YTD
-2.45%
6M
2.06%
1Y
8.78%
3Y*
10.76%
5Y*
7.12%
10Y*
10.57%

EISMX

1D
0.53%
1M
-9.55%
YTD
-6.70%
6M
-7.34%
1Y
-7.69%
3Y*
5.35%
5Y*
3.91%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIFVX vs. EISMX - Expense Ratio Comparison

EIFVX has a 0.74% expense ratio, which is lower than EISMX's 0.88% expense ratio.


Return for Risk

EIFVX vs. EISMX — Risk / Return Rank

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

EIFVX
EIFVX Risk / Return Rank: 2525
Overall Rank
EIFVX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EIFVX Sortino Ratio Rank: 2525
Sortino Ratio Rank
EIFVX Omega Ratio Rank: 2525
Omega Ratio Rank
EIFVX Calmar Ratio Rank: 2525
Calmar Ratio Rank
EIFVX Martin Ratio Rank: 2525
Martin Ratio Rank

EISMX
EISMX Risk / Return Rank: 22
Overall Rank
EISMX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EISMX Sortino Ratio Rank: 22
Sortino Ratio Rank
EISMX Omega Ratio Rank: 22
Omega Ratio Rank
EISMX Calmar Ratio Rank: 11
Calmar Ratio Rank
EISMX Martin Ratio Rank: 22
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.

EIFVX vs. EISMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Focused Value Opportunities Fund (EIFVX) 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.


EIFVXEISMXDifference

Sharpe ratio

Return per unit of total volatility

0.62

-0.38

+1.00

Sortino ratio

Return per unit of downside risk

0.97

-0.44

+1.41

Omega ratio

Gain probability vs. loss probability

1.14

0.95

+0.19

Calmar ratio

Return relative to maximum drawdown

0.72

-0.56

+1.27

Martin ratio

Return relative to average drawdown

2.75

-1.28

+4.03

EIFVX vs. EISMX - Sharpe Ratio Comparison

The current EIFVX Sharpe Ratio is 0.62, which is higher than the EISMX Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of EIFVX and EISMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EIFVXEISMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

-0.38

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.23

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.50

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.52

+0.13

Correlation

The correlation between EIFVX and EISMX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EIFVX vs. EISMX - Dividend Comparison

EIFVX's dividend yield for the trailing twelve months is around 5.72%, less than EISMX's 6.89% yield.


TTM20252024202320222021202020192018201720162015
EIFVX
Eaton Vance Focused Value Opportunities Fund
5.72%5.58%6.99%2.92%4.13%9.92%3.05%7.05%17.26%3.57%2.86%4.17%
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
6.89%6.43%7.26%2.78%10.37%10.49%9.80%6.52%7.20%3.30%3.58%6.70%

Drawdowns

EIFVX vs. EISMX - Drawdown Comparison

The maximum EIFVX drawdown since its inception was -40.64%, smaller than the maximum EISMX drawdown of -45.32%. Use the drawdown chart below to compare losses from any high point for EIFVX and EISMX.


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Drawdown Indicators


EIFVXEISMXDifference

Max Drawdown

Largest peak-to-trough decline

-40.64%

-45.32%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-14.66%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-19.81%

+1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-39.95%

-0.69%

Current Drawdown

Current decline from peak

-9.93%

-17.06%

+7.13%

Average Drawdown

Average peak-to-trough decline

-3.87%

-5.77%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

6.38%

-3.35%

Volatility

EIFVX vs. EISMX - Volatility Comparison

The current volatility for Eaton Vance Focused Value Opportunities Fund (EIFVX) is 3.91%, while Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a volatility of 4.16%. This indicates that EIFVX 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


EIFVXEISMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

4.16%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

11.11%

-2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.86%

18.89%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

17.07%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

18.82%

-0.82%