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IJH vs. EISMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJH vs. EISMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Mid-Cap ETF (IJH) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJH vs. EISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

IJH
IJH Risk / Return Rank: 5555
Overall Rank
IJH Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 5252
Sortino Ratio Rank
IJH Omega Ratio Rank: 4949
Omega Ratio Rank
IJH Calmar Ratio Rank: 6161
Calmar Ratio Rank
IJH Martin Ratio Rank: 6262
Martin Ratio Rank

EISMX
EISMX Risk / Return Rank: 11
Overall Rank
EISMX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EISMX Sortino Ratio Rank: 11
Sortino Ratio Rank
EISMX Omega Ratio Rank: 11
Omega Ratio Rank
EISMX Calmar Ratio Rank: 11
Calmar Ratio Rank
EISMX Martin Ratio Rank: 11
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.

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.


IJHEISMXDifference
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

IJH vs. EISMX - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.70, which is higher than the EISMX Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of IJH 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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Sharpe Ratios by Period


IJHEISMXDifference

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


IJHEISMXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-13.83%

+13.83%

Average Drawdown

Average peak-to-trough decline

-7.57%

-5.83%

-1.74%

Ulcer Index

Depth 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


IJHEISMXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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