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EISMX vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EISMX vs. XMMO - Performance Comparison

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

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EISMX vs. XMMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
-4.80%-5.66%17.64%14.01%-8.77%22.02%11.31%34.37%-5.55%24.71%
XMMO
Invesco S&P MidCap Momentum ETF
6.86%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Returns By Period

In the year-to-date period, EISMX achieves a -4.80% return, which is significantly lower than XMMO's 6.86% return. Over the past 10 years, EISMX has underperformed XMMO with an annualized return of 9.69%, while XMMO has yielded a comparatively higher 18.41% annualized return.


EISMX

1D
2.04%
1M
-8.00%
YTD
-4.80%
6M
-5.24%
1Y
-6.26%
3Y*
6.06%
5Y*
4.03%
10Y*
9.69%

XMMO

1D
1.85%
1M
-2.62%
YTD
6.86%
6M
9.51%
1Y
29.37%
3Y*
25.85%
5Y*
12.62%
10Y*
18.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

EISMX vs. XMMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EISMX
EISMX Risk / Return Rank: 22
Overall Rank
EISMX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EISMX Sortino Ratio Rank: 22
Sortino Ratio Rank
EISMX Omega Ratio Rank: 22
Omega Ratio Rank
EISMX Calmar Ratio Rank: 22
Calmar Ratio Rank
EISMX Martin Ratio Rank: 33
Martin Ratio Rank

XMMO
XMMO Risk / Return Rank: 7777
Overall Rank
XMMO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7474
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7070
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8282
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EISMX vs. XMMO - Risk-Adjusted Trends 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.


EISMXXMMODifference

Sharpe ratio

Return per unit of total volatility

-0.31

1.34

-1.65

Sortino ratio

Return per unit of downside risk

-0.33

1.91

-2.24

Omega ratio

Gain probability vs. loss probability

0.96

1.27

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.36

2.41

-2.77

Martin ratio

Return relative to average drawdown

-0.82

11.42

-12.24

EISMX vs. XMMO - Sharpe Ratio Comparison

The current EISMX Sharpe Ratio is -0.31, which is lower than the XMMO Sharpe Ratio of 1.34. 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.


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Sharpe Ratios by Period


EISMXXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

1.34

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.60

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.83

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.55

-0.02

Correlation

The correlation between EISMX and XMMO is 0.84, 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.


Dividends

EISMX vs. XMMO - Dividend Comparison

EISMX's dividend yield for the trailing twelve months is around 6.75%, more than XMMO's 0.70% yield.


TTM20252024202320222021202020192018201720162015
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
6.75%6.43%7.26%2.78%10.37%10.49%9.80%6.52%7.20%3.30%3.58%6.70%
XMMO
Invesco S&P MidCap Momentum ETF
0.70%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

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.


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Drawdown Indicators


EISMXXMMODifference

Max Drawdown

Largest peak-to-trough decline

-45.32%

-55.37%

+10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-12.81%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.81%

-27.91%

+8.10%

Max Drawdown (10Y)

Largest decline over 10 years

-39.95%

-36.74%

-3.21%

Current Drawdown

Current decline from peak

-15.38%

-2.62%

-12.76%

Average Drawdown

Average peak-to-trough decline

-5.77%

-9.52%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

2.70%

+3.73%

Volatility

EISMX vs. XMMO - Volatility Comparison

The current volatility for Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) is 4.80%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.04%. 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.


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Volatility by Period


EISMXXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

9.04%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

14.39%

-3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

22.03%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

21.27%

-4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

22.11%

-3.28%