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ETPAX vs. EISMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETPAX vs. EISMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Pennsylvania Municipal Income Fund (ETPAX) 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, ETPAX achieves a 2.34% return, which is significantly higher than EISMX's -2.06% return. Over the past 10 years, ETPAX has underperformed EISMX with an annualized return of 1.84%, while EISMX has yielded a comparatively higher 10.01% annualized return.


ETPAX

1D
0.13%
1M
1.36%
YTD
2.34%
6M
2.80%
1Y
8.42%
3Y*
4.04%
5Y*
1.02%
10Y*
1.84%

EISMX

1D
1.60%
1M
0.73%
YTD
-2.06%
6M
-3.58%
1Y
-4.95%
3Y*
7.10%
5Y*
3.68%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETPAX vs. EISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETPAX
Eaton Vance Pennsylvania Municipal Income Fund
2.34%4.32%2.48%5.30%-9.45%1.74%4.61%6.12%1.78%3.24%
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
-2.06%-5.66%17.64%14.01%-8.77%22.02%11.31%34.37%-5.55%24.71%

Correlation

The correlation between ETPAX and EISMX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.12

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

0.09

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

0.00

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

0.01

The correlation between ETPAX and EISMX shifts across timeframes, from 0.00 (10 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ETPAX vs. EISMX — Risk / Return Rank

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

ETPAX
ETPAX Risk / Return Rank: 8181
Overall Rank
ETPAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ETPAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
ETPAX Omega Ratio Rank: 9393
Omega Ratio Rank
ETPAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETPAX Martin Ratio Rank: 6161
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: 11
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.

ETPAX vs. EISMX - Risk-Adjusted Trends Comparison

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


ETPAXEISMXDifference
Sharpe ratioReturn per unit of total volatility

+2.88

Sortino ratioReturn per unit of downside risk

+4.42

Omega ratioGain probability vs. loss probability

1.64

0.96

+0.69

Calmar ratioReturn relative to maximum drawdown

2.82

-0.37

+3.18

Martin ratioReturn relative to average drawdown

10.12

-0.69

+10.81

ETPAX vs. EISMX - Sharpe Ratio Comparison

The current ETPAX Sharpe Ratio is 2.53, which is higher than the EISMX Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of ETPAX 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

ETPAX vs. EISMX - Drawdown Comparison

The maximum ETPAX drawdown since its inception was -28.69%, smaller than the maximum EISMX drawdown of -45.32%. Use the drawdown chart below to compare losses from any high point for ETPAX and EISMX.


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Drawdown Indicators


ETPAXEISMXDifference

Max Drawdown

Largest peak-to-trough decline

-28.69%

-45.32%

+16.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-14.66%

+11.71%

Max Drawdown (3Y)

Largest decline over 3 years

-6.65%

-19.39%

+12.74%

Max Drawdown (5Y)

Largest decline over 5 years

-14.55%

-19.81%

+5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-14.55%

-39.95%

+25.40%

Current Drawdown

Current decline from peak

0.00%

-12.94%

+12.94%

Average Drawdown

Average peak-to-trough decline

-2.16%

-5.84%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

7.87%

-7.05%

Volatility

ETPAX vs. EISMX - Volatility Comparison

The current volatility for Eaton Vance Pennsylvania Municipal Income Fund (ETPAX) is 0.95%, while Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a volatility of 4.49%. This indicates that ETPAX 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


ETPAXEISMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

4.49%

-3.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

11.61%

-9.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

15.58%

-12.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

17.15%

-12.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.95%

18.84%

-14.89%

ETPAX vs. EISMX - Expense Ratio Comparison

ETPAX has a 0.68% expense ratio, which is lower than EISMX's 0.88% expense ratio.


Dividends

ETPAX vs. EISMX - Dividend Comparison

ETPAX's dividend yield for the trailing twelve months is around 3.66%, less than EISMX's 6.56% yield.


PositionTTM20252024202320222021202020192018201720162015
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
6.56%6.43%7.26%2.78%10.37%10.49%9.80%6.52%7.20%3.30%3.58%6.70%
ETPAX
Eaton Vance Pennsylvania Municipal Income Fund
3.66%4.67%4.14%2.79%2.84%2.42%2.86%3.70%3.88%3.79%3.79%3.89%

Frequently Asked Questions


ETPAX and EISMX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EISMX has higher volatility (4.49%) compared to ETPAX (0.95%). In terms of maximum drawdown, ETPAX dropped -28.69% vs EISMX's -45.32%.

ETPAX currently has the higher Sharpe Ratio (2.53 vs -0.35), 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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