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EISMX vs. FTHNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EISMX and FTHNX is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

EISMX vs. FTHNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
41.38%
117.34%
EISMX
FTHNX

Key characteristics

Sharpe Ratio

EISMX:

-0.08

FTHNX:

-0.28

Sortino Ratio

EISMX:

0.01

FTHNX:

-0.25

Omega Ratio

EISMX:

1.00

FTHNX:

0.97

Calmar Ratio

EISMX:

-0.06

FTHNX:

-0.22

Martin Ratio

EISMX:

-0.18

FTHNX:

-0.57

Ulcer Index

EISMX:

8.13%

FTHNX:

11.14%

Daily Std Dev

EISMX:

17.92%

FTHNX:

22.61%

Max Drawdown

EISMX:

-53.04%

FTHNX:

-37.78%

Current Drawdown

EISMX:

-17.00%

FTHNX:

-22.15%

Returns By Period

In the year-to-date period, EISMX achieves a -7.19% return, which is significantly higher than FTHNX's -8.22% return.


EISMX

YTD

-7.19%

1M

-2.08%

6M

-12.27%

1Y

-1.77%

5Y*

4.78%

10Y*

3.88%

FTHNX

YTD

-8.22%

1M

-0.87%

6M

-14.58%

1Y

-6.23%

5Y*

13.82%

10Y*

N/A

*Annualized

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EISMX vs. FTHNX - Expense Ratio Comparison

EISMX has a 0.88% expense ratio, which is lower than FTHNX's 1.03% expense ratio.


Expense ratio chart for FTHNX: current value is 1.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTHNX: 1.03%
Expense ratio chart for EISMX: current value is 0.88%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EISMX: 0.88%

Risk-Adjusted Performance

EISMX vs. FTHNX — Risk-Adjusted Performance Rank

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

EISMX
The Risk-Adjusted Performance Rank of EISMX is 1919
Overall Rank
The Sharpe Ratio Rank of EISMX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of EISMX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of EISMX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of EISMX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of EISMX is 2020
Martin Ratio Rank

FTHNX
The Risk-Adjusted Performance Rank of FTHNX is 1111
Overall Rank
The Sharpe Ratio Rank of FTHNX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHNX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of FTHNX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FTHNX is 99
Calmar Ratio Rank
The Martin Ratio Rank of FTHNX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EISMX vs. FTHNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). 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 chart of Sharpe ratio for EISMX, currently valued at -0.08, compared to the broader market-1.000.001.002.003.00
EISMX: -0.08
FTHNX: -0.28
The chart of Sortino ratio for EISMX, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.00
EISMX: 0.01
FTHNX: -0.25
The chart of Omega ratio for EISMX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
EISMX: 1.00
FTHNX: 0.97
The chart of Calmar ratio for EISMX, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.00
EISMX: -0.06
FTHNX: -0.22
The chart of Martin ratio for EISMX, currently valued at -0.18, compared to the broader market0.0010.0020.0030.0040.0050.00
EISMX: -0.18
FTHNX: -0.57

The current EISMX Sharpe Ratio is -0.08, which is higher than the FTHNX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of EISMX and FTHNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.08
-0.28
EISMX
FTHNX

Dividends

EISMX vs. FTHNX - Dividend Comparison

EISMX's dividend yield for the trailing twelve months is around 0.17%, less than FTHNX's 0.48% yield.


TTM2024202320222021202020192018201720162015
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
0.17%0.15%0.11%0.00%0.00%0.00%0.04%0.00%0.00%0.00%0.00%
FTHNX
Fuller & Thaler Behavioral Small-Cap Equity Fund
0.48%0.44%0.76%0.45%0.15%0.11%0.11%0.21%0.09%0.36%1.65%

Drawdowns

EISMX vs. FTHNX - Drawdown Comparison

The maximum EISMX drawdown since its inception was -53.04%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for EISMX and FTHNX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.00%
-22.15%
EISMX
FTHNX

Volatility

EISMX vs. FTHNX - Volatility Comparison

The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) is 11.65%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 13.15%. This indicates that EISMX experiences smaller price fluctuations and is considered to be less risky than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.65%
13.15%
EISMX
FTHNX