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EISMX vs. IJH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, EISMX achieves a 5.24% return, which is significantly lower than IJH's 14.60% return. Over the past 10 years, EISMX has underperformed IJH with an annualized return of 10.34%, while IJH has yielded a comparatively higher 11.03% annualized return.


EISMX

1D
-1.07%
1M
3.30%
6M
3.91%
YTD
5.24%
1Y
2.39%
3Y*
6.91%
5Y*
5.08%
10Y*
10.34%
ALL TIME*
10.64%

IJH

1D
-0.11%
1M
-1.08%
6M
10.14%
YTD
14.60%
1Y
22.81%
3Y*
13.01%
5Y*
8.44%
10Y*
11.03%
ALL TIME*
9.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$461.96M$459.67M$538.23M

EISMX vs. IJH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
5.24%-5.66%17.64%14.01%-8.77%22.02%11.31%34.37%-5.55%24.71%
IJH
iShares Core S&P Mid-Cap ETF
14.60%7.42%13.92%16.40%-13.11%24.72%13.60%26.10%-11.19%16.26%

Correlation

The correlation between EISMX and IJH is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2002

0.93

Over the past year, the correlation between EISMX and IJH has dropped to 0.70 - well below their long-term average of 0.93, suggesting their price drivers have been diverging.

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Return for Risk

EISMX vs. IJH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EISMX
EISMX Risk / Return Rank: 44
Overall Rank
EISMX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EISMX Sortino Ratio Rank: 44
Sortino Ratio Rank
EISMX Omega Ratio Rank: 44
Omega Ratio Rank
EISMX Calmar Ratio Rank: 44
Calmar Ratio Rank
EISMX Martin Ratio Rank: 44
Martin Ratio Rank

IJH
IJH Risk / Return Rank: 6262
Overall Rank
IJH Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 5959
Sortino Ratio Rank
IJH Omega Ratio Rank: 5555
Omega Ratio Rank
IJH Calmar Ratio Rank: 6969
Calmar Ratio Rank
IJH Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EISMX vs. IJH - Risk-Adjusted Trends 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.

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.


EISMXIJHDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.00

1.24

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.10

2.39

-2.48

Martin ratioReturn relative to average drawdown

-0.20

8.69

-8.89

EISMX vs. IJH - Sharpe Ratio Comparison

The current EISMX Sharpe Ratio is -0.08, which is lower than the IJH Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of EISMX and IJH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EISMX vs. IJH - Drawdown Comparison

The maximum EISMX drawdown since its inception was -45.32%, smaller than the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for EISMX and IJH.


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Drawdown Indicators


EISMXIJHDifference

Max Drawdown

Largest peak-to-trough decline

-45.32%

-55.07%

+9.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-8.83%

-3.86%

Max Drawdown (3Y)

Largest decline over 3 years

-19.39%

-24.10%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.81%

-24.10%

+4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-39.95%

-42.18%

+2.23%

Current Drawdown

Current decline from peak

-6.45%

-2.39%

-4.06%

Average Drawdown

Average peak-to-trough decline

-5.86%

-7.53%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.40%

2.42%

+3.98%

Volatility

EISMX vs. IJH - Volatility Comparison

Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a higher volatility of 5.63% compared to iShares Core S&P Mid-Cap ETF (IJH) at 3.46%. This indicates that EISMX's price experiences larger fluctuations and is considered to be riskier than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EISMXIJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

3.46%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

11.63%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

15.76%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

19.67%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

21.13%

-2.26%

EISMX vs. IJH - Expense Ratio Comparison

EISMX has a 0.88% expense ratio, which is higher than IJH's 0.05% expense ratio.


Dividends

EISMX vs. IJH - Dividend Comparison

EISMX's dividend yield for the trailing twelve months is around 6.11%, more than IJH's 1.18% yield.


PositionTTM20252024202320222021202020192018201720162015
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
6.11%6.43%7.26%2.78%10.37%10.49%9.80%6.52%7.20%3.30%3.58%6.70%
IJH
iShares Core S&P Mid-Cap ETF
1.18%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%

Frequently Asked Questions


EISMX and IJH have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EISMX has higher volatility (5.63%) compared to IJH (3.46%). In terms of maximum drawdown, EISMX dropped -45.32% vs IJH's -55.07%.

IJH currently has the higher Sharpe Ratio (1.34 vs -0.08), 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.

Portfolio Optimizer

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