EISMX vs. IJH
EISMX (Eaton Vance Atlanta Capital SMID-Cap Fund) and IJH (iShares Core S&P Mid-Cap ETF) are both funds - EISMX is a Mid Cap Growth Equities fund managed by Eaton Vance, while IJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index. Over the past 10 years, EISMX returned 10.34%/yr vs 11.03%/yr for IJH. Their correlation of 0.93 means they have usually moved in the same direction. EISMX charges 0.88%/yr vs 0.05%/yr for IJH.
Performance
EISMX vs. IJH - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EISMX
IJH
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.
| EISMX | IJH | Difference | |
|---|---|---|---|
| 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 |
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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
| EISMX | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.45% | -2.39% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -7.53% | +1.67% |
Ulcer IndexDepth 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
| EISMX | IJH | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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