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ISIN
US2779118551
CUSIP
277911855
Inception Date
May 24, 1994
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

ECSIX Performance Chart

Eaton Vance Short Duration Strategic Income Fund (ECSIX) is up 2.1% since the beginning of the year. ECSIX is currently trading at $6 per share. Investors who bought $1,000 worth of ECSIX shares 5 years ago would now be looking at an investment worth $1,230.


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S&P 500 Index

Returns By Period

Eaton Vance Short Duration Strategic Income Fund (ECSIX) has returned 2.08% so far this year and 8.69% over the past 12 months. Over the last ten years, ECSIX has returned 3.99% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Eaton Vance Short Duration Strategic Income Fund

1D
0.16%
1M
0.98%
YTD
2.08%
6M
2.53%
1Y
8.69%
3Y*
7.42%
5Y*
4.23%
10Y*
3.99%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECSIX Monthly Returns History

Based on dividend-adjusted daily data since May 25, 1994, ECSIX's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 1995 with a return of +6.1%, while the worst month was Mar 2020 at -8.0%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ECSIX closed higher 36% of trading days. The best single day was Mar 10, 1995 with a return of +2.1%, while the worst single day was Dec 30, 2019 at -2.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.28%1.27%-1.93%0.98%0.20%0.31%2.08%
20250.97%1.47%-0.47%0.67%0.19%1.78%0.03%1.93%0.66%0.98%0.97%0.59%10.19%
20240.36%-0.60%1.17%-1.57%2.01%1.01%1.97%0.83%1.14%-1.70%1.00%0.02%5.71%
20231.97%-0.44%0.68%0.19%0.03%0.52%0.69%0.04%-1.42%-0.62%2.71%2.81%7.31%
2022-0.15%-1.20%-0.91%0.15%-0.92%-1.71%-0.31%1.06%-2.03%0.04%2.33%0.36%-3.31%
20210.57%0.28%-0.29%0.29%0.43%-0.15%-0.29%0.29%0.00%-0.44%-0.59%0.60%0.69%

Benchmark Metrics

Eaton Vance Short Duration Strategic Income Fund has an annualized alpha of 5.34%, beta of 0.04, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since May 25, 1994.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (23.87%) than losses (10.64%) - typical of diversified or defensive assets.
  • Beta of 0.04 may look defensive, but with R2 of 0.03 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.03 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.34%
Beta
0.04
0.03
Upside Capture
23.87%
Downside Capture
10.64%

Expense Ratio

ECSIX has a high expense ratio of 1.82%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ECSIX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ECSIX Risk / Return Rank: 8888
Overall Rank
ECSIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ECSIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
ECSIX Omega Ratio Rank: 9393
Omega Ratio Rank
ECSIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
ECSIX Martin Ratio Rank: 7070
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Eaton Vance Short Duration Strategic Income Fund (ECSIX) and compare them to S&P 500 Index.

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.


ECSIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.69

1.37

+0.32

Calmar ratioReturn relative to maximum drawdown

3.67

2.78

+0.88

Martin ratioReturn relative to average drawdown

12.66

12.44

+0.22

Dividends

Dividend History

Eaton Vance Short Duration Strategic Income Fund provided a 6.31% dividend yield over the last twelve months, with an annual payout of $0.41 per share.


3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.41$0.33$0.39$0.39$0.30$0.24$0.24$0.24$0.21$0.21$0.22$0.24

Dividend yield

6.31%5.07%6.21%6.18%4.78%3.54%3.47%3.53%3.19%2.96%3.20%3.54%

Monthly Dividends

The table displays the monthly dividend distributions for Eaton Vance Short Duration Strategic Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.03$0.03$0.03$0.03$0.00$0.17
2025$0.00$0.03$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.33
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.39
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.39
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.30
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Eaton Vance Short Duration Strategic Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Eaton Vance Short Duration Strategic Income Fund was 12.95%, occurring on Dec 17, 2008. Recovery took 133 trading sessions.

The current Eaton Vance Short Duration Strategic Income Fund drawdown is 0.47%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-12.95%Dec 2008
5mo 10d6mo 15d
11mo 25dJul 2008 - Jun 2009
COVID crash2020
-12.53%Mar 2020
2mo 26d4mo 13d
7mo 9dDec 2019 - Aug 2020
2016 pullback2016
-8.64%Feb 2016
8mo 14d10mo 7d
1y 6moJun 2015 - Dec 2016
1995 pullback1995
-7.82%Mar 1995
9mo 16d1mo 9d
10mo 25dMay 1994 - Apr 1995
1998 pullback1998
-7.23%Sep 1998
1mo 20d5mo 8d
6mo 28dJul 1998 - Feb 1999

Drawdown Indicators


ECSIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-56.78%

+43.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-9.10%

+6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-2.64%

-18.90%

+16.26%

Max Drawdown (5Y)

Largest decline over 5 years

-7.19%

-25.43%

+18.24%

Max Drawdown (10Y)

Largest decline over 10 years

-12.53%

-33.92%

+21.39%

Current Drawdown

Current decline from peak

-0.47%

-1.80%

+1.33%

Average Drawdown

Average peak-to-trough decline

-1.34%

-10.71%

+9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

2.03%

-1.33%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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