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ETORX vs. EISMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETORX vs. EISMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Oregon Municipal Income Fund (ETORX) 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, ETORX achieves a 2.69% return, which is significantly higher than EISMX's -0.11% return. Over the past 10 years, ETORX has underperformed EISMX with an annualized return of 2.10%, while EISMX has yielded a comparatively higher 9.95% annualized return.


ETORX

1D
0.41%
1M
1.04%
YTD
2.69%
6M
2.69%
1Y
7.57%
3Y*
4.36%
5Y*
1.23%
10Y*
2.10%

EISMX

1D
0.14%
1M
1.49%
YTD
-0.11%
6M
-0.11%
1Y
-5.89%
3Y*
6.38%
5Y*
4.07%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETORX vs. EISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETORX
Eaton Vance Oregon Municipal Income Fund
2.69%5.14%2.23%5.01%-8.48%0.57%5.60%6.93%2.35%2.82%
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
-0.11%-5.66%17.64%14.01%-8.77%22.02%11.31%34.37%-5.55%24.71%

Correlation

The correlation between ETORX and EISMX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2002

-0.05

The correlation between ETORX and EISMX shifts across timeframes, from -0.05 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ETORX vs. EISMX — Risk / Return Rank

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

ETORX
ETORX Risk / Return Rank: 8585
Overall Rank
ETORX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ETORX Sortino Ratio Rank: 9494
Sortino Ratio Rank
ETORX Omega Ratio Rank: 9595
Omega Ratio Rank
ETORX Calmar Ratio Rank: 7676
Calmar Ratio Rank
ETORX Martin Ratio Rank: 6666
Martin Ratio Rank

EISMX
EISMX Risk / Return Rank: 22
Overall Rank
EISMX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EISMX Sortino Ratio Rank: 22
Sortino Ratio Rank
EISMX Omega Ratio Rank: 22
Omega Ratio Rank
EISMX Calmar Ratio Rank: 22
Calmar Ratio Rank
EISMX Martin Ratio Rank: 22
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.

ETORX vs. EISMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Oregon Municipal Income Fund (ETORX) 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.


ETORXEISMXDifference
Sharpe ratioReturn per unit of total volatility

+3.04

Sortino ratioReturn per unit of downside risk

+4.62

Omega ratioGain probability vs. loss probability

1.71

0.97

+0.74

Calmar ratioReturn relative to maximum drawdown

2.94

-0.30

+3.24

Martin ratioReturn relative to average drawdown

10.40

-0.56

+10.95

ETORX vs. EISMX - Sharpe Ratio Comparison

The current ETORX Sharpe Ratio is 2.76, which is higher than the EISMX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of ETORX 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

ETORX vs. EISMX - Drawdown Comparison

The maximum ETORX drawdown since its inception was -28.41%, smaller than the maximum EISMX drawdown of -45.32%. Use the drawdown chart below to compare losses from any high point for ETORX and EISMX.


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Drawdown Indicators


ETORXEISMXDifference

Max Drawdown

Largest peak-to-trough decline

-28.41%

-45.32%

+16.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

-14.66%

+12.07%

Max Drawdown (3Y)

Largest decline over 3 years

-5.72%

-19.39%

+13.67%

Max Drawdown (5Y)

Largest decline over 5 years

-13.03%

-19.81%

+6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-13.03%

-39.95%

+26.92%

Current Drawdown

Current decline from peak

0.00%

-11.20%

+11.20%

Average Drawdown

Average peak-to-trough decline

-2.70%

-5.85%

+3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

7.94%

-7.21%

Volatility

ETORX vs. EISMX - Volatility Comparison

The current volatility for Eaton Vance Oregon Municipal Income Fund (ETORX) is 0.55%, while Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a volatility of 4.86%. This indicates that ETORX 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


ETORXEISMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

4.86%

-4.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

11.74%

-9.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

15.65%

-12.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.72%

17.16%

-13.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.78%

18.81%

-15.03%

ETORX vs. EISMX - Expense Ratio Comparison

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


Dividends

ETORX vs. EISMX - Dividend Comparison

ETORX's dividend yield for the trailing twelve months is around 3.32%, less than EISMX's 6.43% yield.


PositionTTM20252024202320222021202020192018201720162015
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
6.43%6.43%7.26%2.78%10.37%10.49%9.80%6.52%7.20%3.30%3.58%6.70%
ETORX
Eaton Vance Oregon Municipal Income Fund
3.32%4.17%3.97%3.19%2.36%1.80%2.36%3.17%3.49%3.64%3.59%3.76%

Frequently Asked Questions


ETORX and EISMX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EISMX has higher volatility (4.86%) compared to ETORX (0.55%). In terms of maximum drawdown, ETORX dropped -28.41% vs EISMX's -45.32%.

ETORX currently has the higher Sharpe Ratio (2.76 vs -0.28), 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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