ESEIX vs. FOKFX
ESEIX (Eaton Vance Atlanta Capital Select Equity Fund) and FOKFX (Fidelity OTC K6 Portfolio) are both Large Cap Growth Equities funds. Over the past 5 years, ESEIX returned 4.10%/yr vs 14.43%/yr for FOKFX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. ESEIX charges 0.78%/yr vs 0.50%/yr for FOKFX.
Performance
ESEIX vs. FOKFX - Performance Comparison
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Returns By Period
In the year-to-date period, ESEIX achieves a -3.70% return, which is significantly lower than FOKFX's 17.71% 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%
FOKFX
- 1D
- 2.72%
- 1M
- -3.54%
- 6M
- 15.23%
- YTD
- 17.71%
- 1Y
- 33.55%
- 3Y*
- 26.35%
- 5Y*
- 14.43%
- 10Y*
- —
- ALL TIME*
- 21.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ESEIX vs. FOKFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESEIX Eaton Vance Atlanta Capital Select Equity Fund | -3.70% | -3.19% | 21.05% | 20.89% | -12.05% | 15.39% | 15.88% | 11.46% |
FOKFX Fidelity OTC K6 Portfolio | 17.71% | 20.30% | 34.58% | 43.48% | -32.32% | 25.95% | 47.52% | 17.08% |
Correlation
The correlation between ESEIX and FOKFX is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2019 | 0.66 |
Over the past year, the correlation between ESEIX and FOKFX has dropped to 0.18 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
ESEIX vs. FOKFX — Risk / Return Rank
ESEIX
FOKFX
ESEIX vs. FOKFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Atlanta Capital Select Equity Fund (ESEIX) and Fidelity OTC K6 Portfolio (FOKFX). 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 | FOKFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.26 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.53 | -2.79 |
| Martin ratioReturn relative to average drawdown | -0.51 | 8.60 | -9.11 |
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Drawdowns
ESEIX vs. FOKFX - Drawdown Comparison
The maximum ESEIX drawdown since its inception was -34.66%, smaller than the maximum FOKFX drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for ESEIX and FOKFX.
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Drawdown Indicators
| ESEIX | FOKFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -37.26% | +2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -12.53% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -20.45% | -24.81% | +4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -37.26% | +16.05% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -13.15% | -8.04% | -5.11% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -9.09% | +4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.99% | 3.67% | +3.32% |
Volatility
ESEIX vs. FOKFX - Volatility Comparison
Eaton Vance Atlanta Capital Select Equity Fund (ESEIX) and Fidelity OTC K6 Portfolio (FOKFX) have volatilities of 6.37% and 6.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESEIX | FOKFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 6.26% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 17.69% | -5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 21.42% | -5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 23.47% | -6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 24.72% | -7.17% |
ESEIX vs. FOKFX - Expense Ratio Comparison
ESEIX has a 0.78% expense ratio, which is higher than FOKFX's 0.50% expense ratio.
Dividends
ESEIX vs. FOKFX - Dividend Comparison
ESEIX's dividend yield for the trailing twelve months is around 20.19%, more than FOKFX's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FOKFX Fidelity OTC K6 Portfolio | 3.57% | 4.20% | 4.58% | 0.24% | 0.08% | 3.81% | 0.39% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESEIX and FOKFX have a correlation of 0.18, 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 FOKFX (6.26%). In terms of maximum drawdown, ESEIX dropped -34.66% vs FOKFX's -37.26%.
FOKFX currently has the higher Sharpe Ratio (1.48 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.
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