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ISIN
US2779025731
CUSIP
277902573
Inception Date
Oct 11, 2010
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

ERBIX Performance Chart

Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) is up 11.5% since the beginning of the year. ERBIX is currently trading at $20 per share. Investors who bought $1,000 worth of ERBIX shares 5 years ago would now be looking at an investment worth $1,534.


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S&P 500 Index

Returns By Period

Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) has returned 11.51% so far this year and 27.20% over the past 12 months. Over the last ten years, ERBIX has returned 12.41% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Eaton Vance Richard Bernstein Equity Strategy Fund

1D
0.30%
1M
5.19%
YTD
11.51%
6M
12.84%
1Y
27.20%
3Y*
17.16%
5Y*
8.94%
10Y*
12.41%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERBIX Monthly Returns History

Based on dividend-adjusted daily data since Aug 3, 2012, ERBIX's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Dec 2019 with a return of +12.2%, while the worst month was Mar 2020 at -9.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ERBIX closed higher 53% of trading days. The best single day was Dec 3, 2019 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -10.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.25%0.96%-6.76%9.69%3.98%0.60%11.51%
20252.48%-1.40%-3.72%0.57%5.42%3.75%0.83%1.89%3.52%2.52%0.14%1.29%18.35%
2024-0.79%4.31%3.24%-2.46%4.45%1.68%2.59%1.45%1.27%-1.78%3.99%-3.49%15.00%
20235.01%-3.24%4.36%2.06%-2.49%4.26%3.27%-3.17%-4.73%-2.33%7.41%4.24%14.63%
2022-2.95%-2.45%1.42%-7.05%0.70%-6.85%5.31%-3.87%-9.40%5.66%8.60%-3.24%-14.75%
2021-0.97%3.90%3.65%3.92%2.18%0.05%-0.71%2.05%-4.07%4.63%-2.47%4.76%17.75%

Benchmark Metrics

Eaton Vance Richard Bernstein Equity Strategy Fund has an annualized alpha of 0.20%, beta of 0.87, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since August 06, 2012.

  • This fund participated in 90.52% of S&P 500 Index downside but only 86.58% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R2 of 0.90, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.20%
Beta
0.87
0.90
Upside Capture
86.58%
Downside Capture
90.52%

Expense Ratio

ERBIX has a high expense ratio of 0.93%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ERBIX ranks 52 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


ERBIX Risk / Return Rank: 5252
Overall Rank
ERBIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ERBIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
ERBIX Omega Ratio Rank: 5050
Omega Ratio Rank
ERBIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
ERBIX Martin Ratio Rank: 6060
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 Richard Bernstein Equity Strategy Fund (ERBIX) and compare them to S&P 500 Index.


ERBIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

2.63

2.93

-0.30

Martin ratioReturn relative to average drawdown

11.87

13.52

-1.65

Dividends

Dividend History

Eaton Vance Richard Bernstein Equity Strategy Fund provided a 16.27% dividend yield over the last twelve months, with an annual payout of $3.29 per share.


5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.29$3.29$0.75$1.45$0.93$2.53$0.49$2.76$0.85$0.99$0.54$0.33

Dividend yield

16.27%18.14%4.12%8.82%5.97%13.08%2.63%16.82%5.93%5.78%3.59%2.32%

Monthly Dividends

The table displays the monthly dividend distributions for Eaton Vance Richard Bernstein Equity Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.29$3.29
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.45$1.45
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.93$0.93
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.53$2.53

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 Richard Bernstein Equity Strategy 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 Richard Bernstein Equity Strategy Fund was 29.18%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-29.18%Mar 2020
1mo 2d4mo 15d
5mo 17dFeb 2020 - Aug 2020
Bear market2022
-24.32%Oct 2022
9mo 2d1y 4mo
2y 1moJan 2022 - Feb 2024
Rate-hike selloffLate 2018
-23.36%Dec 2018
10mo 29d11mo 14d
1y 10moJan 2018 - Dec 2019
2025 selloff2025
-16.49%Apr 2025
4mo 4d1mo 29d
6mo 3dDec 2024 - Jun 2025
2016 correction2016
-15.36%Feb 2016
9mo 20d6mo 24d
1y 4moApr 2015 - Sep 2016

Drawdown Indicators


ERBIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-29.18%

-56.78%

+27.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-9.10%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-18.90%

+2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

-25.43%

+1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

-33.92%

+4.74%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-4.49%

-10.72%

+6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

1.97%

+0.33%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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