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 11.03%/yr vs 10.15%/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 15.01% return, which is significantly higher than EISMX's 3.88% return. Over the past 10 years, IJH has outperformed EISMX with an annualized return of 11.03%, while EISMX has yielded a comparatively lower 10.15% annualized return.
IJH
- 1D
- -0.59%
- 1M
- 0.75%
- 6M
- 8.34%
- YTD
- 15.01%
- 1Y
- 20.52%
- 3Y*
- 13.23%
- 5Y*
- 9.23%
- 10Y*
- 11.03%
EISMX
- 1D
- 2.49%
- 1M
- 7.80%
- 6M
- -1.31%
- YTD
- 3.88%
- 1Y
- -2.25%
- 3Y*
- 6.79%
- 5Y*
- 5.23%
- 10Y*
- 10.15%
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 | 15.01% | 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 | 3.88% | -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 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2002 | 0.93 |
Over the past year, the correlation between IJH and EISMX has dropped to 0.73 - well below their long-term average of 0.93, suggesting their price drivers have been diverging.
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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.
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.
| IJH | EISMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.00 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | -0.07 | +2.41 |
| Martin ratioReturn relative to average drawdown | 8.44 | -0.14 | +8.58 |
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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 | -2.04% | -7.66% | +5.62% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -5.85% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 8.06% | -5.62% |
Volatility
IJH vs. EISMX - Volatility Comparison
The current volatility for iShares Core S&P Mid-Cap ETF (IJH) is 3.61%, while Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a volatility of 4.96%. This indicates that IJH 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
| IJH | EISMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 4.96% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 11.84% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 15.79% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 17.18% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 18.83% | +2.29% |
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 6.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EISMX Eaton Vance Atlanta Capital SMID-Cap Fund | 6.19% | 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 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EISMX has higher volatility (4.96%) compared to IJH (3.61%). In terms of maximum drawdown, IJH dropped -55.07% vs EISMX's -45.32%.
IJH currently has the higher Sharpe Ratio (1.31 vs -0.07), 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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