EISMX vs. XMMO

The year-to-date returns for both stocks are quite close, with EISMX having a -7.19% return and XMMO slightly lower at -7.46%. Over the past 10 years, EISMX has underperformed XMMO with an annualized return of 3.88%, while XMMO has yielded a comparatively higher 14.28% annualized return.

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EISMX has a 0.88% expense ratio, which is higher than XMMO's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and Invesco S&P MidCap Momentum ETF (XMMO). 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.

The current EISMX Sharpe Ratio is -0.08, which is lower than the XMMO Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of EISMX and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EISMX's dividend yield for the trailing twelve months is around 0.17%, less than XMMO's 0.54% yield.

The maximum EISMX drawdown since its inception was -53.04%, roughly equal to the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for EISMX and XMMO. For additional features, visit the drawdowns tool.

The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) is 11.65%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 14.77%. This indicates that EISMX experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.