Eaton Vance Limited Duration Income Fund (EVV) Sharpe Ratio: 0.05

EVV's Sharpe Ratio of 0.05 indicates that for each unit of volatility, it generates 0.05 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

EVV Sharpe Ratio Rank

Concerning

EVV ranks above 3.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

EVV Sharpe Ratio Market Positioning

The chart shows EVV's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.33 or lower
Yellow zone (middle 50%): 1.33 to 2.32
Green zone (top 25%): 2.32 or higher
Top 1%: 4.30+
Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Eaton Vance Limited Duration Income Fund's Sharpe Ratio with other mutual funds in the Short-Term Bond category across multiple time periods, showing how EVV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

Symbol	Name	1Y Sharpe Ratio
MCAD.TO	Evolve Premium Cash Management ETF	6.06
DHEIX	Diamond Hill Short Duration Securitized Bond Fund Class I	4.76
DHEAX	Diamond Hill Short Duration Securitized Bond Fund	4.31
GPICX	GuidepathConservative Income Fund	4.20
DFAIX	DFA Short-Duration Real Return Portfolio	3.77
DBLSX	DoubleLine Low Duration Bond Fund	3.60
DFEQX	DFA Short-Term Extended Quality Portfolio	3.45
DLSNX	DoubleLine Low Duration Bond Fund Class N	3.44
THOPX	Thompson Bond Fund	3.05
BATAX	BlackRock Allocation Target Shares Series A Portfolio	3.00
EVV	Eaton Vance Limited Duration Income Fund	0.05

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

The chart shows EVV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EVV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EVV fit in your portfolio?

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