EISMX vs. MSJIX

Last updated Apr 1, 2026

Compare and contrast key facts about Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and Morgan Stanley Global Endurance Portfolio (MSJIX).

EISMX is managed by Eaton Vance. It was launched on Apr 30, 2002. MSJIX is managed by Morgan Stanley. It was launched on Dec 30, 2018.

Performance

EISMX vs. MSJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and Morgan Stanley Global Endurance Portfolio (MSJIX). The values are adjusted to include any dividend payments, if applicable.

EISMX vs. MSJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
EISMX Eaton Vance Atlanta Capital SMID-Cap Fund	-6.70%	-5.66%	17.64%	14.01%	-8.77%	22.02%	11.31%	38.79%
MSJIX Morgan Stanley Global Endurance Portfolio	-8.10%	24.62%	5.99%	72.54%	-66.23%	9.69%	110.10%	34.61%

Returns By Period

In the year-to-date period, EISMX achieves a -6.70% return, which is significantly higher than MSJIX's -8.10% return.

EISMX

• 1D: 0.53%
• 1M: -9.55%
• YTD: -6.70%
• 6M: -7.34%
• 1Y: -7.69%
• 3Y*: 5.35%
• 5Y*: 3.91%
• 10Y*: 9.47%

MSJIX

• 1D: 0.63%
• 1M: -9.11%
• YTD: -8.10%
• 6M: -4.53%
• 1Y: 17.91%
• 3Y*: 16.95%
• 5Y*: -8.71%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EISMX vs. MSJIX - Expense Ratio Comparison

EISMX has a 0.88% expense ratio, which is lower than MSJIX's 1.00% expense ratio.

MSJIX

Morgan Stanley Global Endurance Portfolio

EISMX

Eaton Vance Atlanta Capital SMID-Cap Fund

Return for Risk

EISMX vs. MSJIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EISMX

EISMX Risk / Return Rank: 2
EISMX Sharpe Ratio Rank: 2
EISMX Sortino Ratio Rank: 2
EISMX Omega Ratio Rank: 2
EISMX Calmar Ratio Rank: 1
EISMX Martin Ratio Rank: 2

MSJIX

MSJIX Risk / Return Rank: 34
MSJIX Sharpe Ratio Rank: 31
MSJIX Sortino Ratio Rank: 34
MSJIX Omega Ratio Rank: 28
MSJIX Calmar Ratio Rank: 40
MSJIX Martin Ratio Rank: 35

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EISMX vs. MSJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and Morgan Stanley Global Endurance Portfolio (MSJIX). 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.

	EISMX	MSJIX	Difference
Sharpe ratio Return per unit of total volatility	-0.38	0.71	-1.09
Sortino ratio Return per unit of downside risk	-0.44	1.16	-1.60
Omega ratio Gain probability vs. loss probability	0.95	1.15	-0.20
Calmar ratio Return relative to maximum drawdown	-0.56	1.05	-1.61
Martin ratio Return relative to average drawdown	-1.28	3.79	-5.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EISMX vs. MSJIX - Sharpe Ratio Comparison

The current EISMX Sharpe Ratio is -0.38, which is lower than the MSJIX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of EISMX and MSJIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EISMX	MSJIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.38	0.71	-1.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	-0.28	+0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.35	+0.17

Correlation

The correlation between EISMX and MSJIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EISMX vs. MSJIX - Dividend Comparison

EISMX's dividend yield for the trailing twelve months is around 6.89%, more than MSJIX's 0.58% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EISMX Eaton Vance Atlanta Capital SMID-Cap Fund	6.89%	6.43%	7.26%	2.78%	10.37%	10.49%	9.80%	6.52%	7.20%	3.30%	3.58%	6.70%
MSJIX Morgan Stanley Global Endurance Portfolio	0.58%	0.53%	0.56%	1.83%	0.00%	4.68%	3.17%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EISMX vs. MSJIX - Drawdown Comparison

The maximum EISMX drawdown since its inception was -45.32%, smaller than the maximum MSJIX drawdown of -75.26%. Use the drawdown chart below to compare losses from any high point for EISMX and MSJIX.

Drawdown Indicators

	EISMX	MSJIX	Difference
Max Drawdown Largest peak-to-trough decline	-45.32%	-75.26%	+29.94%
Max Drawdown (1Y) Largest decline over 1 year	-14.66%	-12.32%	-2.34%
Max Drawdown (5Y) Largest decline over 5 years	-19.81%	-74.10%	+54.29%
Max Drawdown (10Y) Largest decline over 10 years	-39.95%	—	—
Current Drawdown Current decline from peak	-17.06%	-46.58%	+29.52%
Average Drawdown Average peak-to-trough decline	-5.77%	-36.15%	+30.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.38%	3.65%	+2.73%

Volatility

EISMX vs. MSJIX - Volatility Comparison

The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) is 4.16%, while Morgan Stanley Global Endurance Portfolio (MSJIX) has a volatility of 6.30%. This indicates that EISMX experiences smaller price fluctuations and is considered to be less risky than MSJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EISMX	MSJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	6.30%	-2.14%
Volatility (6M) Calculated over the trailing 6-month period	11.11%	12.56%	-1.45%
Volatility (1Y) Calculated over the trailing 1-year period	18.89%	22.11%	-3.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	31.78%	-14.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.82%	32.80%	-13.98%