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TMCPX vs. EISMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TMCPX and EISMX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

TMCPX vs. EISMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Mid Cap Fund (TMCPX) and Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-1.36%
-6.33%
TMCPX
EISMX

Key characteristics

Sharpe Ratio

TMCPX:

0.28

EISMX:

0.20

Sortino Ratio

TMCPX:

0.49

EISMX:

0.38

Omega Ratio

TMCPX:

1.06

EISMX:

1.04

Calmar Ratio

TMCPX:

0.44

EISMX:

0.17

Martin Ratio

TMCPX:

0.93

EISMX:

0.58

Ulcer Index

TMCPX:

4.42%

EISMX:

4.79%

Daily Std Dev

TMCPX:

14.74%

EISMX:

13.52%

Max Drawdown

TMCPX:

-58.03%

EISMX:

-53.04%

Current Drawdown

TMCPX:

-8.50%

EISMX:

-13.19%

Returns By Period

In the year-to-date period, TMCPX achieves a -0.96% return, which is significantly higher than EISMX's -2.93% return. Over the past 10 years, TMCPX has outperformed EISMX with an annualized return of 8.22%, while EISMX has yielded a comparatively lower 4.30% annualized return.


TMCPX

YTD

-0.96%

1M

-4.34%

6M

-1.36%

1Y

2.71%

5Y*

6.98%

10Y*

8.22%

EISMX

YTD

-2.93%

1M

-6.03%

6M

-6.33%

1Y

0.41%

5Y*

1.79%

10Y*

4.30%

*Annualized

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TMCPX vs. EISMX - Expense Ratio Comparison

TMCPX has a 0.93% expense ratio, which is higher than EISMX's 0.88% expense ratio.


Expense ratio chart for TMCPX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for EISMX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%

Risk-Adjusted Performance

TMCPX vs. EISMX — Risk-Adjusted Performance Rank

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

TMCPX
The Risk-Adjusted Performance Rank of TMCPX is 2020
Overall Rank
The Sharpe Ratio Rank of TMCPX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of TMCPX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of TMCPX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of TMCPX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of TMCPX is 1717
Martin Ratio Rank

EISMX
The Risk-Adjusted Performance Rank of EISMX is 1313
Overall Rank
The Sharpe Ratio Rank of EISMX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of EISMX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of EISMX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of EISMX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of EISMX is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TMCPX vs. EISMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Fund (TMCPX) 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 chart of Sharpe ratio for TMCPX, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.000.280.20
The chart of Sortino ratio for TMCPX, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.000.490.38
The chart of Omega ratio for TMCPX, currently valued at 1.06, compared to the broader market1.002.003.004.001.061.04
The chart of Calmar ratio for TMCPX, currently valued at 0.44, compared to the broader market0.005.0010.0015.0020.000.440.17
The chart of Martin ratio for TMCPX, currently valued at 0.93, compared to the broader market0.0020.0040.0060.0080.000.930.58
TMCPX
EISMX

The current TMCPX Sharpe Ratio is 0.28, which is higher than the EISMX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of TMCPX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.28
0.20
TMCPX
EISMX

Dividends

TMCPX vs. EISMX - Dividend Comparison

TMCPX's dividend yield for the trailing twelve months is around 2.55%, more than EISMX's 0.16% yield.


TTM20242023202220212020201920182017201620152014
TMCPX
Touchstone Mid Cap Fund
2.55%2.52%0.33%0.35%0.36%0.35%0.74%0.14%0.15%0.58%0.06%0.21%
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
0.16%0.15%0.11%0.00%0.00%0.00%0.04%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TMCPX vs. EISMX - Drawdown Comparison

The maximum TMCPX drawdown since its inception was -58.03%, which is greater than EISMX's maximum drawdown of -53.04%. Use the drawdown chart below to compare losses from any high point for TMCPX and EISMX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.50%
-13.19%
TMCPX
EISMX

Volatility

TMCPX vs. EISMX - Volatility Comparison

Touchstone Mid Cap Fund (TMCPX) has a higher volatility of 3.54% compared to Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) at 3.31%. This indicates that TMCPX'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.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.54%
3.31%
TMCPX
EISMX