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EVGOX vs. EISMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVGOX vs. EISMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Government Opportunities Fund (EVGOX) 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, EVGOX achieves a 0.39% return, which is significantly higher than EISMX's -2.06% return. Over the past 10 years, EVGOX has underperformed EISMX with an annualized return of 1.61%, while EISMX has yielded a comparatively higher 10.01% annualized return.


EVGOX

1D
0.57%
1M
0.85%
YTD
0.39%
6M
0.85%
1Y
4.79%
3Y*
4.79%
5Y*
1.41%
10Y*
1.61%

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)

EVGOX vs. EISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVGOX
Eaton Vance Government Opportunities Fund
0.39%10.50%0.07%4.56%-6.57%-1.20%4.59%2.43%0.72%1.30%
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 EVGOX and EISMX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.14

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

0.13

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

0.03

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

-0.12

The correlation between EVGOX and EISMX shifts across timeframes, from -0.12 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EVGOX vs. EISMX — Risk / Return Rank

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

EVGOX
EVGOX Risk / Return Rank: 2222
Overall Rank
EVGOX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EVGOX Sortino Ratio Rank: 2222
Sortino Ratio Rank
EVGOX Omega Ratio Rank: 2222
Omega Ratio Rank
EVGOX Calmar Ratio Rank: 2424
Calmar Ratio Rank
EVGOX Martin Ratio Rank: 2121
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.

EVGOX vs. EISMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Government Opportunities Fund (EVGOX) 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.


EVGOXEISMXDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+2.00

Omega ratioGain probability vs. loss probability

1.20

0.96

+0.25

Calmar ratioReturn relative to maximum drawdown

1.51

-0.37

+1.88

Martin ratioReturn relative to average drawdown

4.33

-0.69

+5.02

EVGOX vs. EISMX - Sharpe Ratio Comparison

The current EVGOX Sharpe Ratio is 1.06, which is higher than the EISMX Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of EVGOX 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

EVGOX vs. EISMX - Drawdown Comparison

The maximum EVGOX drawdown since its inception was -23.97%, smaller than the maximum EISMX drawdown of -45.32%. Use the drawdown chart below to compare losses from any high point for EVGOX and EISMX.


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Drawdown Indicators


EVGOXEISMXDifference

Max Drawdown

Largest peak-to-trough decline

-23.97%

-45.32%

+21.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-14.66%

+11.34%

Max Drawdown (3Y)

Largest decline over 3 years

-6.74%

-19.39%

+12.65%

Max Drawdown (5Y)

Largest decline over 5 years

-11.06%

-19.81%

+8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-11.44%

-39.95%

+28.51%

Current Drawdown

Current decline from peak

-1.57%

-12.94%

+11.37%

Average Drawdown

Average peak-to-trough decline

-3.42%

-5.84%

+2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

7.87%

-6.72%

Volatility

EVGOX vs. EISMX - Volatility Comparison

The current volatility for Eaton Vance Government Opportunities Fund (EVGOX) is 1.64%, while Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a volatility of 4.49%. This indicates that EVGOX 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


EVGOXEISMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

4.49%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

11.61%

-7.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

15.58%

-10.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

17.15%

-11.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.06%

18.84%

-14.78%

EVGOX vs. EISMX - Expense Ratio Comparison

EVGOX has a 1.05% expense ratio, which is higher than EISMX's 0.88% expense ratio.


Dividends

EVGOX vs. EISMX - Dividend Comparison

EVGOX's dividend yield for the trailing twelve months is around 5.48%, 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%
EVGOX
Eaton Vance Government Opportunities Fund
5.48%5.38%5.24%4.58%2.75%1.77%2.19%3.24%3.34%3.54%3.30%3.81%

Frequently Asked Questions


EVGOX and EISMX have a correlation of 0.26, 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 EVGOX (1.64%). In terms of maximum drawdown, EVGOX dropped -23.97% vs EISMX's -45.32%.

EVGOX currently has the higher Sharpe Ratio (1.06 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

Find the right allocation for EVGOX and EISMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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