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EISMX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EISMXSPY
YTD Return21.76%27.16%
1Y Return30.77%37.73%
3Y Return (Ann)0.11%10.28%
5Y Return (Ann)3.65%15.97%
10Y Return (Ann)5.94%13.38%
Sharpe Ratio2.523.25
Sortino Ratio3.504.32
Omega Ratio1.441.61
Calmar Ratio1.384.74
Martin Ratio14.3621.51
Ulcer Index2.24%1.85%
Daily Std Dev12.77%12.20%
Max Drawdown-53.04%-55.19%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between EISMX and SPY is 0.87, 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.

Performance

EISMX vs. SPY - Performance Comparison

In the year-to-date period, EISMX achieves a 21.76% return, which is significantly lower than SPY's 27.16% return. Over the past 10 years, EISMX has underperformed SPY with an annualized return of 5.94%, while SPY has yielded a comparatively higher 13.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.16%
15.14%
EISMX
SPY

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EISMX vs. SPY - Expense Ratio Comparison

EISMX has a 0.88% expense ratio, which is higher than SPY's 0.09% expense ratio.


EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
Expense ratio chart for EISMX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

EISMX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and SPDR S&P 500 ETF (SPY). 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
Sharpe ratio
The chart of Sharpe ratio for EISMX, currently valued at 2.52, compared to the broader market0.002.004.002.52
Sortino ratio
The chart of Sortino ratio for EISMX, currently valued at 3.50, compared to the broader market0.005.0010.003.50
Omega ratio
The chart of Omega ratio for EISMX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for EISMX, currently valued at 1.38, compared to the broader market0.005.0010.0015.0020.001.38
Martin ratio
The chart of Martin ratio for EISMX, currently valued at 14.36, compared to the broader market0.0020.0040.0060.0080.00100.0014.36
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 3.25, compared to the broader market0.002.004.003.25
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 4.32, compared to the broader market0.005.0010.004.32
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 4.74, compared to the broader market0.005.0010.0015.0020.004.74
Martin ratio
The chart of Martin ratio for SPY, currently valued at 21.51, compared to the broader market0.0020.0040.0060.0080.00100.0021.51

EISMX vs. SPY - Sharpe Ratio Comparison

The current EISMX Sharpe Ratio is 2.52, which is comparable to the SPY Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of EISMX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.52
3.25
EISMX
SPY

Dividends

EISMX vs. SPY - Dividend Comparison

EISMX's dividend yield for the trailing twelve months is around 0.09%, less than SPY's 1.17% yield.


TTM20232022202120202019201820172016201520142013
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%
SPY
SPDR S&P 500 ETF
1.17%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

EISMX vs. SPY - Drawdown Comparison

The maximum EISMX drawdown since its inception was -53.04%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EISMX and SPY. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
EISMX
SPY

Volatility

EISMX vs. SPY - Volatility Comparison

Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and SPDR S&P 500 ETF (SPY) have volatilities of 3.83% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.83%
3.92%
EISMX
SPY