ESEIX vs. ADX
ESEIX (Eaton Vance Atlanta Capital Select Equity Fund) and ADX (Adams Diversified Equity Fund, Inc.) are both mutual funds - ESEIX is a Large Cap Growth Equities fund managed by Eaton Vance, while ADX is a Large Cap Blend Equities fund actively managed by Adams Funds. Over the past 10 years, ESEIX returned 10.24%/yr vs 18.30%/yr for ADX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. ESEIX charges 0.78%/yr vs 0.59%/yr for ADX.
Performance
ESEIX vs. ADX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESEIX achieves a -3.70% return, which is significantly lower than ADX's 16.11% return. Over the past 10 years, ESEIX has underperformed ADX with an annualized return of 10.24%, while ADX has yielded a comparatively higher 18.30% annualized return.
ESEIX
- 1D
- -1.78%
- 1M
- 2.86%
- 6M
- -1.68%
- YTD
- -3.70%
- 1Y
- -1.32%
- 3Y*
- 6.61%
- 5Y*
- 4.10%
- 10Y*
- 10.24%
- ALL TIME*
- 11.61%
ADX
- 1D
- 1.27%
- 1M
- 1.69%
- 6M
- 14.25%
- YTD
- 16.11%
- 1Y
- 30.61%
- 3Y*
- 26.36%
- 5Y*
- 17.06%
- 10Y*
- 18.30%
- ALL TIME*
- 8.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.83M | $7.82M | $6.92M | |
| $0.00 | $0.00 | $0.00 |
ESEIX vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESEIX Eaton Vance Atlanta Capital Select Equity Fund | -3.70% | -3.19% | 21.05% | 20.89% | -12.05% | 15.39% | 15.88% | 38.45% | -0.43% | 19.72% |
ADX Adams Diversified Equity Fund, Inc. | 16.11% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Correlation
The correlation between ESEIX and ADX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2011 | 0.77 |
Over the past year, the correlation between ESEIX and ADX has dropped to 0.34 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESEIX vs. ADX — Risk / Return Rank
ESEIX
ADX
ESEIX vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Atlanta Capital Select Equity Fund (ESEIX) and Adams Diversified Equity Fund, Inc. (ADX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESEIX | ADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.32 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.76 | -3.02 |
| Martin ratioReturn relative to average drawdown | -0.51 | 13.65 | -14.16 |
Loading charts...
Drawdowns
ESEIX vs. ADX - Drawdown Comparison
The maximum ESEIX drawdown since its inception was -34.66%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ESEIX and ADX.
Loading charts...
Drawdown Indicators
| ESEIX | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -71.60% | +36.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -10.16% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -20.45% | -18.29% | -2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -25.07% | +3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | -37.17% | +2.51% |
Current DrawdownCurrent decline from peak | -13.15% | -1.32% | -11.83% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -22.06% | +17.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.99% | 2.05% | +4.94% |
Volatility
ESEIX vs. ADX - Volatility Comparison
Eaton Vance Atlanta Capital Select Equity Fund (ESEIX) has a higher volatility of 6.37% compared to Adams Diversified Equity Fund, Inc. (ADX) at 4.93%. This indicates that ESEIX's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESEIX | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 4.93% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 11.88% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 14.86% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 17.49% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 18.07% | -0.52% |
ESEIX vs. ADX - Expense Ratio Comparison
ESEIX has a 0.78% expense ratio, which is higher than ADX's 0.59% expense ratio.
Dividends
ESEIX vs. ADX - Dividend Comparison
ESEIX's dividend yield for the trailing twelve months is around 20.19%, more than ADX's 7.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.48% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
ESEIX Eaton Vance Atlanta Capital Select Equity Fund | 20.19% | 19.45% | 8.91% | 2.57% | 6.37% | 6.26% | 3.20% | 0.92% | 4.54% | 1.56% | 0.02% | 3.26% |
Frequently Asked Questions
ESEIX and ADX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESEIX has higher volatility (6.37%) compared to ADX (4.93%). In terms of maximum drawdown, ESEIX dropped -34.66% vs ADX's -71.60%.
ADX currently has the higher Sharpe Ratio (1.89 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ESEIX and ADX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer