EILGX vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Eaton Vance-Atlanta Capital Focused Growth (EILGX) and S&P 500 Index (^GSPC).

EILGX is managed by Eaton Vance. It was launched on Apr 30, 2002.

Performance

EILGX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance-Atlanta Capital Focused Growth (EILGX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

EILGX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EILGX Eaton Vance-Atlanta Capital Focused Growth	-11.94%	10.85%	10.63%	25.66%	-20.27%	30.41%	27.18%	38.37%	8.31%	27.41%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, EILGX achieves a -11.94% return, which is significantly lower than ^GSPC's -4.63% return. Over the past 10 years, EILGX has outperformed ^GSPC with an annualized return of 13.40%, while ^GSPC has yielded a comparatively lower 12.16% annualized return.

EILGX

• 1D: 1.19%
• 1M: -7.91%
• YTD: -11.94%
• 6M: -9.95%
• 1Y: -2.44%
• 3Y*: 8.30%
• 5Y*: 6.64%
• 10Y*: 13.40%

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EILGX vs. ^GSPC — Risk / Return Rank

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

EILGX

EILGX Risk / Return Rank: 4
EILGX Sharpe Ratio Rank: 4
EILGX Sortino Ratio Rank: 4
EILGX Omega Ratio Rank: 4
EILGX Calmar Ratio Rank: 3
EILGX Martin Ratio Rank: 3

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

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.

	EILGX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.11	0.90	-1.00
Sortino ratio Return per unit of downside risk	-0.04	1.39	-1.42
Omega ratio Gain probability vs. loss probability	1.00	1.21	-0.22
Calmar ratio Return relative to maximum drawdown	-0.25	1.40	-1.65
Martin ratio Return relative to average drawdown	-0.85	6.61	-7.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EILGX vs. ^GSPC - Sharpe Ratio Comparison

The current EILGX Sharpe Ratio is -0.11, which is lower than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of EILGX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EILGX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	0.90	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.61	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.68	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.46	-0.02

Correlation

The correlation between EILGX and ^GSPC is 0.92, 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.

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.

Drawdown Indicators

	EILGX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-51.01%	-56.78%	+5.77%
Max Drawdown (1Y) Largest decline over 1 year	-14.90%	-12.14%	-2.76%
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 Drawdown Current decline from peak	-13.88%	-6.45%	-7.43%
Average Drawdown Average peak-to-trough decline	-7.09%	-10.75%	+3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.30%	2.57%	+1.73%

Volatility

EILGX vs. ^GSPC - Volatility Comparison

The current volatility for Eaton Vance-Atlanta Capital Focused Growth (EILGX) is 4.23%, while S&P 500 Index (^GSPC) has a volatility of 5.34%. This indicates that EILGX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EILGX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	5.34%	-1.11%
Volatility (6M) Calculated over the trailing 6-month period	8.89%	9.54%	-0.65%
Volatility (1Y) Calculated over the trailing 1-year period	16.01%	18.33%	-2.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.69%	16.91%	-0.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	18.05%	-0.18%