EISMX vs. XMMO
Compare and contrast key facts about Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) and Invesco S&P MidCap Momentum ETF (XMMO).
EISMX is managed by Eaton Vance. It was launched on Apr 30, 2002. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EISMX or XMMO.
Key characteristics
| EISMX | XMMO | |
|---|---|---|
| YTD Return | 20.76% | 44.82% |
| 1Y Return | 33.76% | 64.21% |
| 3Y Return (Ann) | 8.03% | 11.60% |
| 5Y Return (Ann) | 12.20% | 18.27% |
| 10Y Return (Ann) | 12.78% | 16.06% |
| Sharpe Ratio | 2.70 | 3.26 |
| Sortino Ratio | 3.81 | 4.39 |
| Omega Ratio | 1.47 | 1.54 |
| Calmar Ratio | 4.71 | 4.03 |
| Martin Ratio | 15.08 | 22.49 |
| Ulcer Index | 2.24% | 2.88% |
| Daily Std Dev | 12.51% | 19.84% |
| Max Drawdown | -45.32% | -55.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between EISMX and XMMO is 0.85, 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. XMMO - Performance Comparison
In the year-to-date period, EISMX achieves a 20.76% return, which is significantly lower than XMMO's 44.82% return. Over the past 10 years, EISMX has underperformed XMMO with an annualized return of 12.78%, while XMMO has yielded a comparatively higher 16.06% annualized 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. XMMO - Expense Ratio Comparison
EISMX has a 0.88% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Risk-Adjusted Performance
EISMX vs. XMMO - Risk-Adjusted Performance Comparison
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.
Dividends
EISMX vs. XMMO - Dividend Comparison
EISMX's dividend yield for the trailing twelve months is around 2.30%, more than XMMO's 0.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EISMX Eaton Vance Atlanta Capital SMID-Cap Fund | 2.30% | 2.78% | 10.37% | 10.49% | 9.80% | 6.72% | 7.20% | 3.30% | 3.58% | 6.70% | 3.02% | 0.60% |
XMMO Invesco S&P MidCap Momentum ETF | 0.30% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.31% |
Drawdowns
EISMX vs. XMMO - Drawdown Comparison
The maximum EISMX drawdown since its inception was -45.32%, smaller than 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.
Volatility
EISMX vs. XMMO - Volatility Comparison
The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) is 4.09%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 6.07%. 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.