EILGX vs. FXAIX
EILGX (Eaton Vance-Atlanta Capital Focused Growth) and FXAIX (Fidelity 500 Index Fund) are both mutual funds - EILGX is a Large Cap Growth Equities fund managed by Eaton Vance, while FXAIX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, EILGX returned 13.96%/yr vs 15.16%/yr for FXAIX. Their correlation of 0.88 means they have usually moved in the same direction. EILGX charges 0.78%/yr vs 0.02%/yr for FXAIX.
Performance
EILGX vs. FXAIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EILGX achieves a -4.33% return, which is significantly lower than FXAIX's 10.13% return. Over the past 10 years, EILGX has underperformed FXAIX with an annualized return of 13.96%, while FXAIX has yielded a comparatively higher 15.16% annualized return.
EILGX
- 1D
- -0.36%
- 1M
- 3.17%
- 6M
- -3.32%
- YTD
- -4.33%
- 1Y
- -0.02%
- 3Y*
- 7.99%
- 5Y*
- 4.94%
- 10Y*
- 13.96%
- ALL TIME*
- 8.83%
FXAIX
- 1D
- 0.71%
- 1M
- 0.15%
- 6M
- 7.97%
- YTD
- 10.13%
- 1Y
- 21.49%
- 3Y*
- 19.42%
- 5Y*
- 12.84%
- 10Y*
- 15.16%
- ALL TIME*
- 13.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EILGX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EILGX Eaton Vance-Atlanta Capital Focused Growth | -4.33% | 10.85% | 10.63% | 25.66% | -20.27% | 30.41% | 27.18% | 38.37% | 8.31% | 27.41% |
FXAIX Fidelity 500 Index Fund | 10.13% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Correlation
The correlation between EILGX and FXAIX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 4, 2011 | 0.88 |
Over the past year, the correlation between EILGX and FXAIX has dropped to 0.44 - well below their long-term average of 0.88, 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. FXAIX — Risk / Return Rank
EILGX
FXAIX
EILGX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance-Atlanta Capital Focused Growth (EILGX) and Fidelity 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.21 | -2.27 |
| Martin ratioReturn relative to average drawdown | -0.13 | 9.48 | -9.61 |
Loading charts...
Drawdowns
EILGX vs. FXAIX - Drawdown Comparison
The maximum EILGX drawdown since its inception was -51.01%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for EILGX and FXAIX.
Loading charts...
Drawdown Indicators
| EILGX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.01% | -33.79% | -17.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.18% | -8.89% | -6.29% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -18.76% | +3.58% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -24.50% | -2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -30.85% | -33.79% | +2.94% |
Current DrawdownCurrent decline from peak | -6.43% | -1.41% | -5.02% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -3.77% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 2.07% | +5.51% |
Volatility
EILGX vs. FXAIX - Volatility Comparison
Eaton Vance-Atlanta Capital Focused Growth (EILGX) has a higher volatility of 5.68% compared to Fidelity 500 Index Fund (FXAIX) at 3.52%. This indicates that EILGX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EILGX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 3.52% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 10.11% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 12.87% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 17.02% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 18.07% | -0.09% |
EILGX vs. FXAIX - Expense Ratio Comparison
EILGX has a 0.78% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Dividends
EILGX vs. FXAIX - Dividend Comparison
EILGX's dividend yield for the trailing twelve months is around 16.09%, more than FXAIX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EILGX Eaton Vance-Atlanta Capital Focused Growth | 16.09% | 15.39% | 4.34% | 0.57% | 0.32% | 2.18% | 0.62% | 0.17% | 19.72% | 54.05% | 17.75% | 23.15% |
FXAIX Fidelity 500 Index Fund | 1.06% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Frequently Asked Questions
EILGX and FXAIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EILGX has higher volatility (5.68%) compared to FXAIX (3.52%). In terms of maximum drawdown, EILGX dropped -51.01% vs FXAIX's -33.79%.
FXAIX currently has the higher Sharpe Ratio (1.53 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.
Find the right allocation for EILGX and FXAIX
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