GWGIX vs. EISMX
GWGIX (AMG GW&K Small/Mid Cap Fund) and EISMX (Eaton Vance Atlanta Capital SMID-Cap Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, GWGIX returned 10.82%/yr vs 10.34%/yr for EISMX. Their correlation of 0.89 means they have usually moved in the same direction. GWGIX charges 0.87%/yr vs 0.88%/yr for EISMX.
Performance
GWGIX vs. EISMX - Performance Comparison
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Returns By Period
In the year-to-date period, GWGIX achieves a 16.88% return, which is significantly higher than EISMX's 5.24% return. Both investments have delivered pretty close results over the past 10 years, with GWGIX having a 10.82% annualized return and EISMX not far behind at 10.34%.
GWGIX
- 1D
- 1.21%
- 1M
- -0.97%
- 6M
- 11.39%
- YTD
- 16.88%
- 1Y
- 20.97%
- 3Y*
- 10.96%
- 5Y*
- 5.66%
- 10Y*
- 10.82%
- ALL TIME*
- 10.95%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GWGIX vs. EISMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GWGIX AMG GW&K Small/Mid Cap Fund | 16.88% | 1.53% | 10.85% | 14.76% | -18.09% | 26.01% | 23.31% | 31.02% | -8.14% | 15.44% |
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 GWGIX and EISMX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.89 |
Over the past year, the correlation between GWGIX and EISMX has dropped to 0.64 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
GWGIX vs. EISMX — Risk / Return Rank
GWGIX
EISMX
GWGIX vs. EISMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small/Mid Cap Fund (GWGIX) 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.
| GWGIX | EISMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.00 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | -0.10 | +2.07 |
| Martin ratioReturn relative to average drawdown | 6.48 | -0.20 | +6.69 |
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Drawdowns
GWGIX vs. EISMX - Drawdown Comparison
The maximum GWGIX drawdown since its inception was -37.41%, smaller than the maximum EISMX drawdown of -45.32%. Use the drawdown chart below to compare losses from any high point for GWGIX and EISMX.
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Drawdown Indicators
| GWGIX | EISMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.41% | -45.32% | +7.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -12.69% | +2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -25.85% | -19.39% | -6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -27.18% | -19.81% | -7.37% |
Max Drawdown (10Y)Largest decline over 10 years | -37.41% | -39.95% | +2.54% |
Current DrawdownCurrent decline from peak | -3.02% | -6.45% | +3.43% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -5.86% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 6.40% | -3.41% |
Volatility
GWGIX vs. EISMX - Volatility Comparison
The current volatility for AMG GW&K Small/Mid Cap Fund (GWGIX) is 3.80%, while Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a volatility of 5.63%. This indicates that GWGIX 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
| GWGIX | EISMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 5.63% | -1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 12.13% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 16.19% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.95% | 17.21% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 18.87% | +1.32% |
GWGIX vs. EISMX - Expense Ratio Comparison
GWGIX has a 0.87% expense ratio, which is lower than EISMX's 0.88% expense ratio.
Dividends
GWGIX vs. EISMX - Dividend Comparison
GWGIX has not paid dividends to shareholders, while EISMX's dividend yield for the trailing twelve months is around 6.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GWGIX AMG GW&K Small/Mid Cap Fund | 0.00% | 0.00% | 0.95% | 0.19% | 4.22% | 5.45% | 0.12% | 0.37% | 2.48% | 1.46% | 0.05% | 0.00% |
Frequently Asked Questions
GWGIX and EISMX have a correlation of 0.64, 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 GWGIX (3.80%). In terms of maximum drawdown, GWGIX dropped -37.41% vs EISMX's -45.32%.
GWGIX currently has the higher Sharpe Ratio (1.09 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.
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