EISMX vs. FTHNX
Compare and contrast key facts about Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
EISMX is managed by Eaton Vance. It was launched on Apr 30, 2002. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EISMX or FTHNX.
Performance
EISMX vs. FTHNX - Performance Comparison
Returns By Period
In the year-to-date period, EISMX achieves a 20.89% return, which is significantly lower than FTHNX's 26.39% return.
EISMX
20.89%
3.23%
12.43%
24.51%
3.02%
5.74%
FTHNX
26.39%
7.85%
15.20%
37.98%
15.22%
N/A
Key characteristics
| EISMX | FTHNX | |
|---|---|---|
| Sharpe Ratio | 1.95 | 2.22 |
| Sortino Ratio | 2.74 | 3.11 |
| Omega Ratio | 1.33 | 1.39 |
| Calmar Ratio | 1.21 | 4.66 |
| Martin Ratio | 10.89 | 13.23 |
| Ulcer Index | 2.30% | 2.87% |
| Daily Std Dev | 12.85% | 17.12% |
| Max Drawdown | -53.04% | -37.78% |
| Current Drawdown | -0.72% | -0.99% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EISMX vs. FTHNX - Expense Ratio Comparison
EISMX has a 0.88% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Correlation
The correlation between EISMX and FTHNX is 0.89, 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.
Risk-Adjusted Performance
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.
Dividends
EISMX vs. FTHNX - Dividend Comparison
EISMX's dividend yield for the trailing twelve months is around 0.09%, less than FTHNX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
EISMX Eaton Vance Atlanta Capital SMID-Cap Fund | 0.09% | 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 | 0.60% | 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.
Volatility
EISMX vs. FTHNX - Volatility Comparison
The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) is 4.50%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 6.44%. 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.