ESEIX vs. FUMIX
ESEIX (Eaton Vance Atlanta Capital Select Equity Fund) and FUMIX (Fidelity SAI U.S. Momentum Index Fund) are both Large Cap Growth Equities funds. Over the past 5 years, ESEIX returned 4.10%/yr vs 14.32%/yr for FUMIX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. ESEIX charges 0.78%/yr vs 0.11%/yr for FUMIX.
Performance
ESEIX vs. FUMIX - 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 FUMIX's 20.70% 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%
FUMIX
- 1D
- 4.41%
- 1M
- -3.93%
- 6M
- 18.40%
- YTD
- 20.70%
- 1Y
- 26.41%
- 3Y*
- 27.49%
- 5Y*
- 14.32%
- 10Y*
- —
- ALL TIME*
- 16.80%
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. FUMIX - 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% | 15.61% |
FUMIX Fidelity SAI U.S. Momentum Index Fund | 20.70% | 17.01% | 33.39% | 14.67% | -15.79% | 22.56% | 29.92% | 24.16% | -1.41% | 22.71% |
Correlation
The correlation between ESEIX and FUMIX is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Feb 9, 2017 | 0.70 |
Over the past year, the correlation between ESEIX and FUMIX has dropped to 0.16 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
ESEIX vs. FUMIX — Risk / Return Rank
ESEIX
FUMIX
ESEIX vs. FUMIX - 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 SAI U.S. Momentum Index Fund (FUMIX). 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 | FUMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.22 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.92 | -2.19 |
| Martin ratioReturn relative to average drawdown | -0.51 | 7.85 | -8.36 |
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Drawdowns
ESEIX vs. FUMIX - Drawdown Comparison
The maximum ESEIX drawdown since its inception was -34.66%, roughly equal to the maximum FUMIX drawdown of -33.36%. Use the drawdown chart below to compare losses from any high point for ESEIX and FUMIX.
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Drawdown Indicators
| ESEIX | FUMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -33.36% | -1.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -12.87% | -0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -20.45% | -19.90% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -27.66% | +6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -13.15% | -9.03% | -4.12% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -6.28% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.99% | 3.14% | +3.85% |
Volatility
ESEIX vs. FUMIX - Volatility Comparison
The current volatility for Eaton Vance Atlanta Capital Select Equity Fund (ESEIX) is 6.37%, while Fidelity SAI U.S. Momentum Index Fund (FUMIX) has a volatility of 8.78%. This indicates that ESEIX experiences smaller price fluctuations and is considered to be less risky than FUMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESEIX | FUMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 8.78% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 18.87% | -6.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 21.08% | -5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 21.82% | -4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 21.99% | -4.44% |
ESEIX vs. FUMIX - Expense Ratio Comparison
ESEIX has a 0.78% expense ratio, which is higher than FUMIX's 0.11% expense ratio.
Dividends
ESEIX vs. FUMIX - Dividend Comparison
ESEIX's dividend yield for the trailing twelve months is around 20.19%, more than FUMIX's 2.30% 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% |
FUMIX Fidelity SAI U.S. Momentum Index Fund | 2.30% | 2.77% | 5.89% | 18.09% | 2.10% | 20.67% | 8.68% | 2.09% | 3.84% | 0.88% | 0.00% | 0.00% |
Frequently Asked Questions
ESEIX and FUMIX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUMIX has higher volatility (8.78%) compared to ESEIX (6.37%). In terms of maximum drawdown, ESEIX dropped -34.66% vs FUMIX's -33.36%.
FUMIX currently has the higher Sharpe Ratio (1.18 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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