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 13.88%/yr vs 13.91%/yr for ^GSPC. Their correlation of 0.92 suggests significant overlap in exposure.
Performance
EILGX vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EILGX achieves a -11.31% return, which is significantly lower than ^GSPC's 7.48% return. Both investments have delivered pretty close results over the past 10 years, with EILGX having a 13.88% annualized return and ^GSPC not far ahead at 13.91%.
EILGX
- 1D
- 1.72%
- 1M
- -0.65%
- YTD
- -11.31%
- 6M
- -11.97%
- 1Y
- -6.74%
- 3Y*
- 7.06%
- 5Y*
- 4.68%
- 10Y*
- 13.88%
^GSPC
- 1D
- -0.01%
- 1M
- -2.15%
- YTD
- 7.48%
- 6M
- 6.14%
- 1Y
- 20.77%
- 3Y*
- 19.34%
- 5Y*
- 11.44%
- 10Y*
- 13.91%
EILGX vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EILGX Eaton Vance-Atlanta Capital Focused Growth | -11.31% | 10.85% | 10.63% | 25.66% | -20.27% | 30.41% | 27.18% | 38.37% | 8.31% | 27.41% |
^GSPC S&P 500 Index | 7.48% | 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 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 1, 2002 | 0.92 |
Over the past year, the correlation between EILGX and ^GSPC has dropped to 0.57 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.30 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 2.29 | -2.75 |
| Martin ratioReturn relative to average drawdown | -0.99 | 10.09 | -11.08 |
Loading charts...
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.
Loading charts...
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 | -13.26% | -3.32% | -9.94% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -10.71% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.94% | 2.06% | +4.88% |
Volatility
EILGX vs. ^GSPC - Volatility Comparison
Eaton Vance-Atlanta Capital Focused Growth (EILGX) has a higher volatility of 5.14% compared to S&P 500 Index (^GSPC) at 4.82%. 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.
Loading charts...
Volatility by Period
| EILGX | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 4.82% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 9.88% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 12.50% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 17.00% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 18.07% | -0.16% |
Frequently Asked Questions
EILGX and ^GSPC have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EILGX has higher volatility (5.14%) compared to ^GSPC (4.82%). In terms of maximum drawdown, EILGX dropped -51.01% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.67 vs -0.55), 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.
Find the right allocation for EILGX and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer