EILGX vs. ^GSPC
EILGX (Eaton Vance-Atlanta Capital Focused Growth) is Large Cap Growth Equities fund managed by Eaton Vance, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, EILGX returned 13.83%/yr vs 13.27%/yr for ^GSPC. Their correlation of 0.91 suggests significant overlap in exposure.
Performance
EILGX vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, EILGX achieves a -6.87% return, which is significantly lower than ^GSPC's 10.05% return. Both investments have delivered pretty close results over the past 10 years, with EILGX having a 13.83% annualized return and ^GSPC not far behind at 13.27%.
EILGX
- 1D
- 0.50%
- 1M
- 3.26%
- 6M
- -8.09%
- YTD
- -6.87%
- 1Y
- -2.42%
- 3Y*
- 7.52%
- 5Y*
- 4.97%
- 10Y*
- 13.83%
^GSPC
- 1D
- -0.51%
- 1M
- 0.30%
- 6M
- 8.49%
- YTD
- 10.05%
- 1Y
- 20.28%
- 3Y*
- 18.54%
- 5Y*
- 11.73%
- 10Y*
- 13.27%
EILGX vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EILGX Eaton Vance-Atlanta Capital Focused Growth | -6.87% | 10.85% | 10.63% | 25.66% | -20.27% | 30.41% | 27.18% | 38.37% | 8.31% | 27.41% |
^GSPC S&P 500 Index | 10.05% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between EILGX and ^GSPC is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 1, 2002 | 0.91 |
Over the past year, the correlation between EILGX and ^GSPC has dropped to 0.51 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
EILGX vs. ^GSPC — Risk / Return Rank
EILGX
^GSPC
EILGX vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance-Atlanta Capital Focused Growth (EILGX) and S&P 500 Index (^GSPC). 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.
| EILGX | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.29 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.24 | -2.38 |
| Martin ratioReturn relative to average drawdown | -0.28 | 9.71 | -9.99 |
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Drawdowns
EILGX vs. ^GSPC - Drawdown Comparison
The maximum EILGX drawdown since its inception was -51.01%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EILGX and ^GSPC.
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Drawdown Indicators
| EILGX | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.01% | -56.78% | +5.77% |
Max Drawdown (1Y)Largest decline over 1 year | -15.18% | -9.10% | -6.08% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -18.90% | +3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -25.43% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -30.85% | -33.92% | +3.07% |
Current DrawdownCurrent decline from peak | -8.92% | -1.00% | -7.92% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -10.70% | +3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 2.09% | +5.30% |
Volatility
EILGX vs. ^GSPC - Volatility Comparison
Eaton Vance-Atlanta Capital Focused Growth (EILGX) has a higher volatility of 5.38% compared to S&P 500 Index (^GSPC) at 3.25%. This indicates that EILGX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EILGX | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.25% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 10.00% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 12.56% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 17.00% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 18.05% | -0.12% |
Frequently Asked Questions
EILGX and ^GSPC have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EILGX has higher volatility (5.38%) compared to ^GSPC (3.25%). In terms of maximum drawdown, EILGX dropped -51.01% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.62 vs -0.16), 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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