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Inception Date
Mar 31, 1992
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$1B

Share Price Chart


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Performance

EVSD Performance Chart

Eaton Vance Short Duration Income ETF (EVSD) is up 0.8% since the beginning of the year. EVSD is currently trading at $51 per share.


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S&P 500 Index

Returns By Period

Eaton Vance Short Duration Income ETF (EVSD) has returned 0.80% so far this year and 4.46% over the past 12 months.


Eaton Vance Short Duration Income ETF

1D
-0.05%
1M
0.27%
YTD
0.80%
6M
0.98%
1Y
4.46%
3Y*
5Y*
10Y*

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)

EVSD Monthly Returns History

Based on dividend-adjusted daily data since Jun 17, 2024, EVSD's average daily return is +0.02%, while the average monthly return is +0.45%. At this rate, an investment would double in approximately 12.9 years.

Historically, 84% of months were positive and 16% were negative. The best month was Jul 2024 with a return of +1.4%, while the worst month was Mar 2026 at -0.8%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 1 months.

On a daily basis, EVSD closed higher 53% of trading days. The best single day was Aug 2, 2024 with a return of +0.5%, while the worst single day was Apr 10, 2025 at -0.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.41%0.53%-0.83%0.42%0.36%-0.09%0.80%
20250.56%0.94%0.26%0.65%0.26%0.94%0.14%1.06%0.49%0.33%0.56%0.41%6.80%
2024-0.13%1.40%1.06%1.14%-0.60%0.60%0.33%3.86%

Benchmark Metrics

Eaton Vance Short Duration Income ETF has an annualized alpha of 5.53%, beta of 0.01, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since June 17, 2024.

  • This ETF captured 15.92% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -9.47%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.01 may look defensive, but with R2 of 0.01 this ETF 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 ETF's risk.
  • R2 of 0.01 means this ETF 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
5.53%
Beta
0.01
0.01
Upside Capture
15.92%
Downside Capture
-9.47%

Expense Ratio

EVSD has an expense ratio of 0.24%, which is considered low.


Return for Risk

Risk / Return Rank

EVSD ranks 85 for risk / return — in the top 85% of ETFs 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.


EVSD Risk / Return Rank: 8585
Overall Rank
EVSD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EVSD Sortino Ratio Rank: 9494
Sortino Ratio Rank
EVSD Omega Ratio Rank: 9292
Omega Ratio Rank
EVSD Calmar Ratio Rank: 7272
Calmar Ratio Rank
EVSD Martin Ratio Rank: 7979
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 Income ETF (EVSD) 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.


EVSDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.60

1.37

+0.23

Calmar ratioReturn relative to maximum drawdown

3.55

2.78

+0.77

Martin ratioReturn relative to average drawdown

14.80

12.44

+2.36

Dividends

Dividend History

Eaton Vance Short Duration Income ETF provided a 4.62% dividend yield over the last twelve months, with an annual payout of $2.35 per share.


3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.50$2.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$2.35$2.39$1.47

Dividend yield

4.62%4.64%2.91%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.20$0.18$0.18$0.19$0.19$0.00$0.94
2025$0.20$0.19$0.20$0.18$0.20$0.19$0.21$0.20$0.18$0.20$0.20$0.23$2.39
2024$0.18$0.24$0.21$0.21$0.21$0.20$0.21$1.47

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 Income ETF. 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 Income ETF was 1.26%, occurring on Mar 26, 2026. Recovery took 55 trading sessions.

The current Eaton Vance Short Duration Income ETF drawdown is 0.23%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-1.26%Mar 2026
24d2mo 21d
3mo 15dMar 2026 - Jun 2026
2025 selloff2025
-1.07%Apr 2025
7d17d
24dApr 2025 - Apr 2025
2024 pullback2024
-0.86%Nov 2024
1mo1mo 4d
2mo 4dOct 2024 - Dec 2024
2024 pullback2024
-0.51%Dec 2024
9d20d
29dDec 2024 - Jan 2025
2025 selloff2025
-0.49%May 2025
13d15d
28dMay 2025 - May 2025

Drawdown Indicators


EVSDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.26%

-56.78%

+55.52%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-9.10%

+7.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.23%

-1.80%

+1.57%

Average Drawdown

Average peak-to-trough decline

-0.19%

-10.71%

+10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

2.03%

-1.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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