EISMX vs. FMIMX

In the year-to-date period, EISMX achieves a 20.89% return, which is significantly higher than FMIMX's 17.37% return. Over the past 10 years, EISMX has outperformed FMIMX with an annualized return of 5.74%, while FMIMX has yielded a comparatively lower 4.18% annualized return.

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EISMX has a 0.88% expense ratio, which is lower than FMIMX's 1.01% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and FMI Common Stock Fund (FMIMX). 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.

The current EISMX Sharpe Ratio is 1.95, which is higher than the FMIMX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of EISMX and FMIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EISMX's dividend yield for the trailing twelve months is around 0.09%, less than FMIMX's 0.23% yield.

The maximum EISMX drawdown since its inception was -53.04%, smaller than the maximum FMIMX drawdown of -59.12%. Use the drawdown chart below to compare losses from any high point for EISMX and FMIMX. For additional features, visit the drawdowns tool.

The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) is 4.50%, while FMI Common Stock Fund (FMIMX) has a volatility of 6.17%. This indicates that EISMX experiences smaller price fluctuations and is considered to be less risky than FMIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.