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ESHIX vs. EISMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESHIX vs. EISMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Short Duration High Income Fund (ESHIX) and Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESHIX achieves a 1.84% return, which is significantly lower than EISMX's 5.24% return. Over the past 10 years, ESHIX has underperformed EISMX with an annualized return of 4.35%, while EISMX has yielded a comparatively higher 10.34% annualized return.


ESHIX

1D
0.11%
1M
-0.34%
6M
1.37%
YTD
1.84%
1Y
4.88%
3Y*
6.14%
5Y*
4.10%
10Y*
4.35%
ALL TIME*
4.08%

EISMX

1D
-1.07%
1M
3.30%
6M
3.91%
YTD
5.24%
1Y
2.39%
3Y*
6.91%
5Y*
5.08%
10Y*
10.34%
ALL TIME*
10.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ESHIX vs. EISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESHIX
Eaton Vance Short Duration High Income Fund
1.84%6.94%7.25%6.74%-3.08%4.92%3.04%8.83%-0.40%4.73%
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
5.24%-5.66%17.64%14.01%-8.77%22.02%11.31%34.37%-5.55%24.71%

Correlation

The correlation between ESHIX and EISMX 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.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.43

Correlation (10Y)
Provides a long-term view across more market conditions.

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2013

0.38

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Return for Risk

ESHIX vs. EISMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ESHIX
ESHIX Risk / Return Rank: 9393
Overall Rank
ESHIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ESHIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
ESHIX Omega Ratio Rank: 9696
Omega Ratio Rank
ESHIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
ESHIX Martin Ratio Rank: 9797
Martin Ratio Rank

EISMX
EISMX Risk / Return Rank: 44
Overall Rank
EISMX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EISMX Sortino Ratio Rank: 44
Sortino Ratio Rank
EISMX Omega Ratio Rank: 44
Omega Ratio Rank
EISMX Calmar Ratio Rank: 44
Calmar Ratio Rank
EISMX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESHIX vs. EISMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration High Income Fund (ESHIX) and Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX). 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.


ESHIXEISMXDifference
Sharpe ratioReturn per unit of total volatility

+2.25

Sortino ratioReturn per unit of downside risk

+4.34

Omega ratioGain probability vs. loss probability

1.61

1.00

+0.61

Calmar ratioReturn relative to maximum drawdown

3.40

-0.10

+3.50

Martin ratioReturn relative to average drawdown

18.33

-0.20

+18.53

ESHIX vs. EISMX - Sharpe Ratio Comparison

The current ESHIX Sharpe Ratio is 2.17, which is higher than the EISMX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of ESHIX and EISMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESHIX vs. EISMX - Drawdown Comparison

The maximum ESHIX drawdown since its inception was -15.73%, smaller than the maximum EISMX drawdown of -45.32%. Use the drawdown chart below to compare losses from any high point for ESHIX and EISMX.


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Drawdown Indicators


ESHIXEISMXDifference

Max Drawdown

Largest peak-to-trough decline

-15.73%

-45.32%

+29.59%

Max Drawdown (1Y)

Largest decline over 1 year

-1.56%

-12.69%

+11.13%

Max Drawdown (3Y)

Largest decline over 3 years

-2.13%

-19.39%

+17.26%

Max Drawdown (5Y)

Largest decline over 5 years

-6.49%

-19.81%

+13.32%

Max Drawdown (10Y)

Largest decline over 10 years

-15.73%

-39.95%

+24.22%

Current Drawdown

Current decline from peak

-0.45%

-6.45%

+6.00%

Average Drawdown

Average peak-to-trough decline

-0.86%

-5.86%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

6.40%

-6.11%

Volatility

ESHIX vs. EISMX - Volatility Comparison

The current volatility for Eaton Vance Short Duration High Income Fund (ESHIX) is 0.41%, while Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a volatility of 5.63%. This indicates that ESHIX experiences smaller price fluctuations and is considered to be less risky than EISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESHIXEISMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

5.63%

-5.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

12.13%

-10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

2.44%

16.19%

-13.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

17.21%

-14.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

18.87%

-15.29%

ESHIX vs. EISMX - Expense Ratio Comparison

ESHIX has a 0.66% expense ratio, which is lower than EISMX's 0.88% expense ratio.


Dividends

ESHIX vs. EISMX - Dividend Comparison

ESHIX's dividend yield for the trailing twelve months is around 5.46%, less than EISMX's 6.11% yield.


PositionTTM20252024202320222021202020192018201720162015
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
6.11%6.43%7.26%2.78%10.37%10.49%9.80%6.52%7.20%3.30%3.58%6.70%
ESHIX
Eaton Vance Short Duration High Income Fund
5.46%6.11%6.64%4.65%5.07%4.06%4.83%4.71%4.99%4.84%4.30%4.33%

Frequently Asked Questions


ESHIX and EISMX 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.

EISMX has higher volatility (5.63%) compared to ESHIX (0.41%). In terms of maximum drawdown, ESHIX dropped -15.73% vs EISMX's -45.32%.

ESHIX currently has the higher Sharpe Ratio (2.17 vs -0.08), 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.

Portfolio Optimizer

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