IJH vs. EISMX
IJH (iShares Core S&P Mid-Cap ETF) and EISMX (Eaton Vance Atlanta Capital SMID-Cap Fund) are both funds - IJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index, while EISMX is a Mid Cap Growth Equities fund managed by Eaton Vance. Over the past 10 years, IJH returned 11.23%/yr vs 9.51%/yr for EISMX. Their correlation of 0.93 suggests significant overlap in exposure. IJH charges 0.05%/yr vs 0.88%/yr for EISMX.
Performance
IJH vs. EISMX - Performance Comparison
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Returns By Period
In the year-to-date period, IJH achieves a 14.60% return, which is significantly higher than EISMX's -3.07% return. Over the past 10 years, IJH has outperformed EISMX with an annualized return of 11.23%, while EISMX has yielded a comparatively lower 9.51% annualized return.
IJH
- 1D
- 0.44%
- 1M
- 2.99%
- YTD
- 14.60%
- 6M
- 14.27%
- 1Y
- 26.23%
- 3Y*
- 16.69%
- 5Y*
- 8.26%
- 10Y*
- 11.23%
EISMX
- 1D
- -1.13%
- 1M
- -0.75%
- YTD
- -3.07%
- 6M
- -3.49%
- 1Y
- -5.55%
- 3Y*
- 6.80%
- 5Y*
- 3.52%
- 10Y*
- 9.51%
IJH vs. EISMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 14.60% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
EISMX Eaton Vance Atlanta Capital SMID-Cap Fund | -3.07% | -5.66% | 17.64% | 14.01% | -8.77% | 22.02% | 11.31% | 34.37% | -5.55% | 24.71% |
Correlation
The correlation between IJH and EISMX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 1, 2002 | 0.93 |
The correlation between IJH and EISMX shifts across timeframes, from 0.80 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IJH vs. EISMX — Risk / Return Rank
IJH
EISMX
IJH vs. EISMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) 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.
| IJH | EISMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.95 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | -0.38 | +3.37 |
| Martin ratioReturn relative to average drawdown | 10.93 | -0.75 | +11.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJH | EISMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | -0.37 | +2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.21 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.51 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.53 | -0.06 |
Drawdowns
IJH vs. EISMX - Drawdown Comparison
The maximum IJH drawdown since its inception was -55.07%, which is greater than EISMX's maximum drawdown of -45.32%. Use the drawdown chart below to compare losses from any high point for IJH and EISMX.
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Drawdown Indicators
| IJH | EISMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -45.32% | -9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -14.66% | +5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -24.10% | -19.39% | -4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -19.81% | -4.29% |
Max Drawdown (10Y)Largest decline over 10 years | -42.18% | -39.95% | -2.23% |
Current DrawdownCurrent decline from peak | 0.00% | -13.83% | +13.83% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -5.83% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 7.47% | -5.06% |
Volatility
IJH vs. EISMX - Volatility Comparison
iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 4.24% compared to Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) at 3.94%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier 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
| IJH | EISMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.94% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 11.15% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.50% | 15.34% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.74% | 17.12% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 18.86% | +2.31% |
IJH vs. EISMX - Expense Ratio Comparison
IJH has a 0.05% expense ratio, which is lower than EISMX's 0.88% expense ratio.
Dividends
IJH vs. EISMX - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.18%, less than EISMX's 6.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EISMX Eaton Vance Atlanta Capital SMID-Cap Fund | 6.63% | 6.43% | 7.26% | 2.78% | 10.37% | 10.49% | 9.80% | 6.52% | 7.20% | 3.30% | 3.58% | 6.70% |
IJH iShares Core S&P Mid-Cap ETF | 1.18% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
Frequently Asked Questions
IJH and EISMX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJH has higher volatility (4.24%) compared to EISMX (3.94%). In terms of maximum drawdown, IJH dropped -55.07% vs EISMX's -45.32%.
IJH currently has the higher Sharpe Ratio (1.70 vs -0.37), 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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