EISMX vs. SPY
Compare and contrast key facts about Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and SPDR S&P 500 ETF (SPY).
EISMX is managed by Eaton Vance. It was launched on Apr 30, 2002. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EISMX or SPY.
Performance
EISMX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, EISMX achieves a 20.89% return, which is significantly lower than SPY's 26.47% return. Over the past 10 years, EISMX has underperformed SPY with an annualized return of 5.74%, while SPY has yielded a comparatively higher 13.14% annualized return.
EISMX
20.89%
3.27%
12.43%
25.02%
3.28%
5.74%
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
EISMX | SPY | |
---|---|---|
Sharpe Ratio | 1.95 | 2.69 |
Sortino Ratio | 2.74 | 3.59 |
Omega Ratio | 1.33 | 1.50 |
Calmar Ratio | 1.21 | 3.88 |
Martin Ratio | 10.89 | 17.47 |
Ulcer Index | 2.30% | 1.87% |
Daily Std Dev | 12.85% | 12.14% |
Max Drawdown | -53.04% | -55.19% |
Current Drawdown | -0.72% | -0.54% |
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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.
Correlation
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.
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.
Dividends
EISMX vs. SPY - Dividend Comparison
EISMX's dividend yield for the trailing twelve months is around 0.09%, less than SPY's 1.18% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPDR S&P 500 ETF | 1.18% | 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.
Volatility
EISMX vs. SPY - Volatility Comparison
Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a higher volatility of 4.50% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that EISMX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.