ODMAX vs. EISMX

In the year-to-date period, ODMAX achieves a 7.19% return, which is significantly higher than EISMX's -0.99% return. Over the past 10 years, ODMAX has underperformed EISMX with an annualized return of 1.45%, while EISMX has yielded a comparatively higher 4.31% annualized return.

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ODMAX has a 1.24% expense ratio, which is higher than EISMX's 0.88% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Developing Markets Fund (ODMAX) 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.

The current ODMAX Sharpe Ratio is 0.13, which is higher than the EISMX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of ODMAX and EISMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ODMAX has not paid dividends to shareholders, while EISMX's dividend yield for the trailing twelve months is around 0.16%.

The maximum ODMAX drawdown since its inception was -76.58%, which is greater than EISMX's maximum drawdown of -45.32%. Use the drawdown chart below to compare losses from any high point for ODMAX and EISMX. For additional features, visit the drawdowns tool.

The current volatility for Invesco Developing Markets Fund (ODMAX) is 4.75%, while Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) has a volatility of 5.55%. This indicates that ODMAX 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.