EISMX vs. MSJIX
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EISMX or MSJIX.
Key characteristics
| EISMX | MSJIX | |
|---|---|---|
| YTD Return | 20.68% | 8.51% |
| 1Y Return | 26.81% | 23.37% |
| 3Y Return (Ann) | -0.19% | -18.61% |
| 5Y Return (Ann) | 3.27% | 8.94% |
| Sharpe Ratio | 2.32 | 1.27 |
| Sortino Ratio | 3.25 | 1.91 |
| Omega Ratio | 1.40 | 1.23 |
| Calmar Ratio | 1.37 | 0.46 |
| Martin Ratio | 13.22 | 4.88 |
| Ulcer Index | 2.25% | 5.82% |
| Daily Std Dev | 12.77% | 22.39% |
| Max Drawdown | -53.04% | -75.26% |
| Current Drawdown | -0.89% | -52.25% |
Correlation
The correlation between EISMX and MSJIX is 0.63, 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.
Performance
EISMX vs. MSJIX - Performance Comparison
In the year-to-date period, EISMX achieves a 20.68% return, which is significantly higher than MSJIX's 8.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EISMX vs. MSJIX - Expense Ratio Comparison
EISMX has a 0.88% expense ratio, which is lower than MSJIX's 1.00% expense ratio.
Risk-Adjusted Performance
EISMX vs. MSJIX - Risk-Adjusted Performance 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.
Dividends
EISMX vs. MSJIX - Dividend Comparison
EISMX's dividend yield for the trailing twelve months is around 0.09%, less than MSJIX's 1.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
EISMX Eaton Vance Atlanta Capital SMID-Cap Fund | 0.09% | 0.11% | 0.00% | 0.00% | 0.00% | 0.04% |
MSJIX Morgan Stanley Global Endurance Portfolio | 1.69% | 1.83% | 0.00% | 0.07% | 0.10% | 0.00% |
Drawdowns
EISMX vs. MSJIX - Drawdown Comparison
The maximum EISMX drawdown since its inception was -53.04%, 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. For additional features, visit the drawdowns tool.
Volatility
EISMX vs. MSJIX - Volatility Comparison
The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) is 3.84%, while Morgan Stanley Global Endurance Portfolio (MSJIX) has a volatility of 5.46%. 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.