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

Performance

EISMX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.43%
13.19%
EISMX
SPY

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

YTD

20.89%

1M

3.27%

6M

12.43%

1Y

25.02%

5Y (annualized)

3.28%

10Y (annualized)

5.74%

SPY

YTD

26.47%

1M

3.03%

6M

13.19%

1Y

32.65%

5Y (annualized)

15.68%

10Y (annualized)

13.14%

Key characteristics


EISMXSPY
Sharpe Ratio1.952.69
Sortino Ratio2.743.59
Omega Ratio1.331.50
Calmar Ratio1.213.88
Martin Ratio10.8917.47
Ulcer Index2.30%1.87%
Daily Std Dev12.85%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.


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%

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.

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.


Sharpe ratio
The chart of Sharpe ratio for EISMX, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.005.001.952.69
The chart of Sortino ratio for EISMX, currently valued at 2.74, compared to the broader market0.005.0010.002.743.59
The chart of Omega ratio for EISMX, currently valued at 1.33, compared to the broader market1.002.003.004.001.331.50
The chart of Calmar ratio for EISMX, currently valued at 1.21, compared to the broader market0.005.0010.0015.0020.001.213.88
The chart of Martin ratio for EISMX, currently valued at 10.89, compared to the broader market0.0020.0040.0060.0080.00100.0010.8917.47
EISMX
SPY

The current EISMX Sharpe Ratio is 1.95, which is comparable to the SPY Sharpe Ratio of 2.69. 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
1.95
2.69
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 1.18% 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
1.18%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.72%
-0.54%
EISMX
SPY

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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.50%
3.98%
EISMX
SPY