EISMX vs. IJH
Compare and contrast key facts about Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and iShares Core S&P Mid-Cap ETF (IJH).
EISMX is managed by Eaton Vance. It was launched on Apr 30, 2002. IJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EISMX or IJH.
Performance
EISMX vs. IJH - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with EISMX having a 20.89% return and IJH slightly higher at 21.71%. Over the past 10 years, EISMX has underperformed IJH with an annualized return of 5.74%, while IJH has yielded a comparatively higher 10.37% annualized return.
EISMX
20.89%
3.27%
12.43%
25.02%
3.28%
5.74%
IJH
21.71%
7.18%
13.04%
33.04%
12.69%
10.37%
Key characteristics
| EISMX | IJH | |
|---|---|---|
| Sharpe Ratio | 1.95 | 2.06 |
| Sortino Ratio | 2.74 | 2.89 |
| Omega Ratio | 1.33 | 1.36 |
| Calmar Ratio | 1.21 | 3.34 |
| Martin Ratio | 10.89 | 11.93 |
| Ulcer Index | 2.30% | 2.77% |
| Daily Std Dev | 12.85% | 16.05% |
| Max Drawdown | -53.04% | -55.07% |
| Current Drawdown | -0.72% | 0.00% |
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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.
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.
Risk-Adjusted Performance
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.
Dividends
EISMX vs. IJH - Dividend Comparison
EISMX's dividend yield for the trailing twelve months is around 0.09%, less than IJH's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
IJH iShares Core S&P Mid-Cap ETF | 1.20% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
Drawdowns
EISMX vs. IJH - Drawdown Comparison
The maximum EISMX drawdown since its inception was -53.04%, roughly equal to the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for EISMX and IJH. For additional features, visit the drawdowns tool.
Volatility
EISMX vs. IJH - Volatility Comparison
The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) is 4.50%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 5.57%. 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.