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ACITX vs. EARRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACITX vs. EARRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Inflation-Adjusted Bond Fund (ACITX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). The values are adjusted to include any dividend payments, if applicable.

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ACITX vs. EARRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACITX
American Century Inflation-Adjusted Bond Fund
0.28%6.68%1.68%3.17%-12.37%6.38%10.28%7.85%-1.21%4.47%
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
0.28%5.46%5.39%5.95%-3.22%7.50%5.05%5.29%-0.49%1.81%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with ACITX at 0.28% and EARRX at 0.28%. Over the past 10 years, ACITX has underperformed EARRX with an annualized return of 2.56%, while EARRX has yielded a comparatively higher 3.60% annualized return.


ACITX

1D
0.66%
1M
-1.40%
YTD
0.28%
6M
0.10%
1Y
2.71%
3Y*
2.70%
5Y*
1.16%
10Y*
2.56%

EARRX

1D
0.18%
1M
-0.21%
YTD
0.28%
6M
0.32%
1Y
2.98%
3Y*
4.81%
5Y*
3.78%
10Y*
3.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACITX vs. EARRX - Expense Ratio Comparison

ACITX has a 0.46% expense ratio, which is lower than EARRX's 0.85% expense ratio.


Return for Risk

ACITX vs. EARRX — Risk / Return Rank

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

ACITX
ACITX Risk / Return Rank: 3535
Overall Rank
ACITX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ACITX Sortino Ratio Rank: 3030
Sortino Ratio Rank
ACITX Omega Ratio Rank: 2626
Omega Ratio Rank
ACITX Calmar Ratio Rank: 4949
Calmar Ratio Rank
ACITX Martin Ratio Rank: 3737
Martin Ratio Rank

EARRX
EARRX Risk / Return Rank: 8888
Overall Rank
EARRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EARRX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EARRX Omega Ratio Rank: 8686
Omega Ratio Rank
EARRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
EARRX Martin Ratio Rank: 9494
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.

ACITX vs. EARRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Inflation-Adjusted Bond Fund (ACITX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). 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.


ACITXEARRXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.60

-0.84

Sortino ratio

Return per unit of downside risk

1.07

2.29

-1.22

Omega ratio

Gain probability vs. loss probability

1.14

1.36

-0.21

Calmar ratio

Return relative to maximum drawdown

1.21

2.76

-1.56

Martin ratio

Return relative to average drawdown

3.87

12.19

-8.32

ACITX vs. EARRX - Sharpe Ratio Comparison

The current ACITX Sharpe Ratio is 0.76, which is lower than the EARRX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of ACITX and EARRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACITXEARRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.60

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.37

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

1.33

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.04

-0.29

Correlation

The correlation between ACITX and EARRX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ACITX vs. EARRX - Dividend Comparison

ACITX's dividend yield for the trailing twelve months is around 4.29%, more than EARRX's 3.87% yield.


TTM20252024202320222021202020192018201720162015
ACITX
American Century Inflation-Adjusted Bond Fund
4.29%4.30%2.19%4.44%7.34%4.47%1.16%2.45%4.31%3.47%2.27%0.99%
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
3.87%4.36%3.83%4.24%4.82%3.32%2.02%2.46%2.67%1.90%2.00%1.73%

Drawdowns

ACITX vs. EARRX - Drawdown Comparison

The maximum ACITX drawdown since its inception was -15.50%, which is greater than EARRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for ACITX and EARRX.


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Drawdown Indicators


ACITXEARRXDifference

Max Drawdown

Largest peak-to-trough decline

-15.50%

-10.27%

-5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-1.18%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.50%

-6.39%

-9.11%

Max Drawdown (10Y)

Largest decline over 10 years

-15.50%

-10.27%

-5.23%

Current Drawdown

Current decline from peak

-2.27%

-0.51%

-1.76%

Average Drawdown

Average peak-to-trough decline

-3.25%

-1.09%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.27%

+0.68%

Volatility

ACITX vs. EARRX - Volatility Comparison

American Century Inflation-Adjusted Bond Fund (ACITX) has a higher volatility of 1.39% compared to Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) at 0.58%. This indicates that ACITX's price experiences larger fluctuations and is considered to be riskier than EARRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACITXEARRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.58%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

1.05%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

1.87%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.15%

2.78%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

2.71%

+2.81%