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ESEIX vs. GXXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESEIX vs. GXXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Atlanta Capital Select Equity Fund (ESEIX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). The values are adjusted to include any dividend payments, if applicable.

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ESEIX vs. GXXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESEIX
Eaton Vance Atlanta Capital Select Equity Fund
-10.87%-3.19%21.05%20.89%-12.05%15.39%15.88%38.45%-0.43%19.72%
GXXIX
abrdn U.S. Sustainable Leaders Fund
-10.06%3.82%10.11%15.19%-26.55%81.37%29.56%36.96%-6.73%20.42%

Returns By Period

In the year-to-date period, ESEIX achieves a -10.87% return, which is significantly lower than GXXIX's -10.06% return. Over the past 10 years, ESEIX has underperformed GXXIX with an annualized return of 9.60%, while GXXIX has yielded a comparatively higher 13.01% annualized return.


ESEIX

1D
1.05%
1M
-8.04%
YTD
-10.87%
6M
-10.20%
1Y
-10.87%
3Y*
7.02%
5Y*
4.28%
10Y*
9.60%

GXXIX

1D
-0.24%
1M
-7.99%
YTD
-10.06%
6M
-10.18%
1Y
0.30%
3Y*
4.65%
5Y*
8.96%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESEIX vs. GXXIX - Expense Ratio Comparison

ESEIX has a 0.78% expense ratio, which is lower than GXXIX's 0.97% expense ratio.


Return for Risk

ESEIX vs. GXXIX — Risk / Return Rank

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

ESEIX
ESEIX Risk / Return Rank: 11
Overall Rank
ESEIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ESEIX Sortino Ratio Rank: 11
Sortino Ratio Rank
ESEIX Omega Ratio Rank: 11
Omega Ratio Rank
ESEIX Calmar Ratio Rank: 00
Calmar Ratio Rank
ESEIX Martin Ratio Rank: 00
Martin Ratio Rank

GXXIX
GXXIX Risk / Return Rank: 55
Overall Rank
GXXIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GXXIX Sortino Ratio Rank: 66
Sortino Ratio Rank
GXXIX Omega Ratio Rank: 66
Omega Ratio Rank
GXXIX Calmar Ratio Rank: 55
Calmar Ratio Rank
GXXIX Martin Ratio Rank: 55
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.

ESEIX vs. GXXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Atlanta Capital Select Equity Fund (ESEIX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). 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.


ESEIXGXXIXDifference

Sharpe ratio

Return per unit of total volatility

-0.58

0.05

-0.63

Sortino ratio

Return per unit of downside risk

-0.73

0.19

-0.92

Omega ratio

Gain probability vs. loss probability

0.91

1.03

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.83

-0.08

-0.75

Martin ratio

Return relative to average drawdown

-2.44

-0.31

-2.13

ESEIX vs. GXXIX - Sharpe Ratio Comparison

The current ESEIX Sharpe Ratio is -0.58, which is lower than the GXXIX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of ESEIX and GXXIX, 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


ESEIXGXXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

0.05

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.32

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.55

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.59

+0.12

Correlation

The correlation between ESEIX and GXXIX is 0.88, 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

ESEIX vs. GXXIX - Dividend Comparison

ESEIX's dividend yield for the trailing twelve months is around 21.82%, more than GXXIX's 2.55% yield.


TTM20252024202320222021202020192018201720162015
ESEIX
Eaton Vance Atlanta Capital Select Equity Fund
21.82%19.45%8.91%2.57%6.37%6.26%3.20%0.92%4.54%1.56%0.02%3.26%
GXXIX
abrdn U.S. Sustainable Leaders Fund
2.55%2.30%0.00%0.28%0.39%59.39%14.10%9.76%12.93%10.11%12.20%5.82%

Drawdowns

ESEIX vs. GXXIX - Drawdown Comparison

The maximum ESEIX drawdown since its inception was -34.66%, roughly equal to the maximum GXXIX drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for ESEIX and GXXIX.


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Drawdown Indicators


ESEIXGXXIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.66%

-33.65%

-1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-11.78%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-33.65%

+12.44%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

-33.65%

-1.01%

Current Drawdown

Current decline from peak

-19.61%

-13.31%

-6.30%

Average Drawdown

Average peak-to-trough decline

-3.97%

-6.20%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

3.09%

+1.72%

Volatility

ESEIX vs. GXXIX - Volatility Comparison

Eaton Vance Atlanta Capital Select Equity Fund (ESEIX) and abrdn U.S. Sustainable Leaders Fund (GXXIX) have volatilities of 4.30% and 4.14%, 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


ESEIXGXXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.14%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

8.83%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

16.52%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

27.75%

-11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

23.70%

-6.29%