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BWDTX vs. ETSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BWDTX vs. ETSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) and Eaton Vance Strategic Income Fund Class I (ETSIX). The values are adjusted to include any dividend payments, if applicable.

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BWDTX vs. ETSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BWDTX
Boyd Watterson Limited Duration Enhanced Income Fund
0.05%7.14%4.92%9.80%-3.16%2.32%4.66%7.94%-0.51%4.08%
ETSIX
Eaton Vance Strategic Income Fund Class I
0.45%10.88%6.38%8.24%-2.55%1.33%7.52%6.58%-2.68%4.90%

Returns By Period

In the year-to-date period, BWDTX achieves a 0.05% return, which is significantly lower than ETSIX's 0.45% return.


BWDTX

1D
0.15%
1M
-0.85%
YTD
0.05%
6M
1.65%
1Y
5.72%
3Y*
6.45%
5Y*
4.05%
10Y*

ETSIX

1D
0.13%
1M
-2.30%
YTD
0.45%
6M
3.28%
1Y
9.09%
3Y*
7.80%
5Y*
4.68%
10Y*
4.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BWDTX vs. ETSIX - Expense Ratio Comparison

BWDTX has a 0.40% expense ratio, which is lower than ETSIX's 1.46% expense ratio.


Return for Risk

BWDTX vs. ETSIX — Risk / Return Rank

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

BWDTX
BWDTX Risk / Return Rank: 9393
Overall Rank
BWDTX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BWDTX Sortino Ratio Rank: 9292
Sortino Ratio Rank
BWDTX Omega Ratio Rank: 9797
Omega Ratio Rank
BWDTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
BWDTX Martin Ratio Rank: 9292
Martin Ratio Rank

ETSIX
ETSIX Risk / Return Rank: 9797
Overall Rank
ETSIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ETSIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
ETSIX Omega Ratio Rank: 9797
Omega Ratio Rank
ETSIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
ETSIX Martin Ratio Rank: 9696
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.

BWDTX vs. ETSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) and Eaton Vance Strategic Income Fund Class I (ETSIX). 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.


BWDTXETSIXDifference

Sharpe ratio

Return per unit of total volatility

2.31

3.05

-0.74

Sortino ratio

Return per unit of downside risk

2.78

4.31

-1.53

Omega ratio

Gain probability vs. loss probability

1.70

1.68

+0.02

Calmar ratio

Return relative to maximum drawdown

2.58

3.61

-1.03

Martin ratio

Return relative to average drawdown

10.82

14.55

-3.73

BWDTX vs. ETSIX - Sharpe Ratio Comparison

The current BWDTX Sharpe Ratio is 2.31, which is comparable to the ETSIX Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of BWDTX and ETSIX, 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


BWDTXETSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

3.05

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.86

1.49

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.76

1.33

+0.42

Correlation

The correlation between BWDTX and ETSIX is 0.45, 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

BWDTX vs. ETSIX - Dividend Comparison

BWDTX's dividend yield for the trailing twelve months is around 5.74%, less than ETSIX's 7.11% yield.


TTM20252024202320222021202020192018201720162015
BWDTX
Boyd Watterson Limited Duration Enhanced Income Fund
5.74%5.70%4.13%5.51%3.80%3.20%3.18%3.47%4.18%2.90%1.35%0.00%
ETSIX
Eaton Vance Strategic Income Fund Class I
7.11%5.65%6.97%6.93%5.56%4.31%4.19%4.29%3.98%3.70%3.94%4.32%

Drawdowns

BWDTX vs. ETSIX - Drawdown Comparison

The maximum BWDTX drawdown since its inception was -10.06%, smaller than the maximum ETSIX drawdown of -12.63%. Use the drawdown chart below to compare losses from any high point for BWDTX and ETSIX.


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Drawdown Indicators


BWDTXETSIXDifference

Max Drawdown

Largest peak-to-trough decline

-10.06%

-12.63%

+2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.22%

-2.43%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-6.35%

-6.34%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-12.28%

Current Drawdown

Current decline from peak

-0.85%

-2.30%

+1.45%

Average Drawdown

Average peak-to-trough decline

-0.69%

-1.44%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.60%

-0.07%

Volatility

BWDTX vs. ETSIX - Volatility Comparison

The current volatility for Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) is 0.59%, while Eaton Vance Strategic Income Fund Class I (ETSIX) has a volatility of 1.24%. This indicates that BWDTX experiences smaller price fluctuations and is considered to be less risky than ETSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWDTXETSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

1.24%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

1.91%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

3.00%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.19%

3.16%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.21%

3.15%

-0.94%