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

Correlation

The correlation between EISMX and IJH is 0.93, 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.


-0.50.00.51.00.9

Performance

EISMX vs. IJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and iShares Core S&P Mid-Cap ETF (IJH). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-6.69%
0.53%
EISMX
IJH

Key characteristics

Sharpe Ratio

EISMX:

0.02

IJH:

0.57

Sortino Ratio

EISMX:

0.13

IJH:

0.90

Omega Ratio

EISMX:

1.01

IJH:

1.11

Calmar Ratio

EISMX:

0.02

IJH:

0.95

Martin Ratio

EISMX:

0.06

IJH:

2.33

Ulcer Index

EISMX:

5.06%

IJH:

3.83%

Daily Std Dev

EISMX:

13.50%

IJH:

15.72%

Max Drawdown

EISMX:

-53.04%

IJH:

-55.06%

Current Drawdown

EISMX:

-13.69%

IJH:

-9.39%

Returns By Period

In the year-to-date period, EISMX achieves a -3.49% return, which is significantly lower than IJH's -1.70% return. Over the past 10 years, EISMX has underperformed IJH with an annualized return of 4.17%, while IJH has yielded a comparatively higher 8.95% annualized return.


EISMX

YTD

-3.49%

1M

-6.74%

6M

-6.69%

1Y

0.29%

5Y*

3.80%

10Y*

4.17%

IJH

YTD

-1.70%

1M

-5.46%

6M

0.53%

1Y

8.44%

5Y*

12.77%

10Y*

8.95%

*Annualized

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EISMX vs. IJH - Expense Ratio Comparison

EISMX has a 0.88% expense ratio, which is higher than IJH's 0.06% expense ratio.


Expense ratio chart for EISMX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for IJH: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

EISMX vs. IJH — 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 1010
Overall Rank
The Sharpe Ratio Rank of EISMX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of EISMX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of EISMX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of EISMX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of EISMX is 1010
Martin Ratio Rank

IJH
The Risk-Adjusted Performance Rank of IJH is 2929
Overall Rank
The Sharpe Ratio Rank of IJH is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of IJH is 2424
Sortino Ratio Rank
The Omega Ratio Rank of IJH is 2323
Omega Ratio Rank
The Calmar Ratio Rank of IJH is 4444
Calmar Ratio Rank
The Martin Ratio Rank of IJH is 2929
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. IJH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and iShares Core S&P Mid-Cap ETF (IJH). 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 0.02, compared to the broader market-1.000.001.002.003.004.000.020.57
The chart of Sortino ratio for EISMX, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.000.130.90
The chart of Omega ratio for EISMX, currently valued at 1.01, compared to the broader market1.002.003.004.001.011.11
The chart of Calmar ratio for EISMX, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.020.95
The chart of Martin ratio for EISMX, currently valued at 0.06, compared to the broader market0.0020.0040.0060.0080.000.062.33
EISMX
IJH

The current EISMX Sharpe Ratio is 0.02, which is lower than the IJH Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of EISMX and IJH, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.02
0.57
EISMX
IJH

Dividends

EISMX vs. IJH - Dividend Comparison

EISMX's dividend yield for the trailing twelve months is around 0.16%, less than IJH's 1.35% yield.


TTM20242023202220212020201920182017201620152014
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
0.16%0.15%0.11%0.00%0.00%0.00%0.04%0.00%0.00%0.00%0.00%0.00%
IJH
iShares Core S&P Mid-Cap ETF
1.35%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%1.34%

Drawdowns

EISMX vs. IJH - Drawdown Comparison

The maximum EISMX drawdown since its inception was -53.04%, roughly equal to the maximum IJH drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for EISMX and IJH. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.69%
-9.39%
EISMX
IJH

Volatility

EISMX vs. IJH - Volatility Comparison

The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) is 3.47%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 4.11%. This indicates that EISMX experiences smaller price fluctuations and is considered to be less risky than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.47%
4.11%
EISMX
IJH