CVISX vs. EIBLX
CVISX (Causeway International Small Cap Fund) and EIBLX (Eaton Vance Floating Rate Fund) are both mutual funds - CVISX is a Foreign Small & Mid Cap Equities fund managed by Causeway, while EIBLX is a Bank Loan fund managed by Eaton Vance. Over the past 10 years, CVISX returned 11.28%/yr vs 4.54%/yr for EIBLX. Their 0.29 correlation means their historical movements had little consistent relationship. CVISX charges 1.35%/yr vs 0.76%/yr for EIBLX.
Performance
CVISX vs. EIBLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CVISX achieves a 16.21% return, which is significantly higher than EIBLX's 0.73% return. Over the past 10 years, CVISX has outperformed EIBLX with an annualized return of 11.28%, while EIBLX has yielded a comparatively lower 4.54% annualized return.
CVISX
- 1D
- 2.53%
- 1M
- 4.63%
- 6M
- 7.27%
- YTD
- 16.21%
- 1Y
- 28.48%
- 3Y*
- 20.90%
- 5Y*
- 14.01%
- 10Y*
- 11.28%
- ALL TIME*
- 10.61%
EIBLX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.79%
- YTD
- 0.73%
- 1Y
- 2.23%
- 3Y*
- 5.78%
- 5Y*
- 4.73%
- 10Y*
- 4.54%
- ALL TIME*
- 4.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CVISX vs. EIBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVISX Causeway International Small Cap Fund | 16.21% | 32.93% | 9.71% | 26.74% | -11.51% | 21.30% | 2.48% | 18.55% | -21.34% | 34.52% |
EIBLX Eaton Vance Floating Rate Fund | 0.73% | 3.90% | 8.14% | 12.29% | -2.34% | 4.33% | 2.38% | 7.07% | 0.81% | 4.48% |
Correlation
The correlation between CVISX and EIBLX is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.29 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CVISX vs. EIBLX — Risk / Return Rank
CVISX
EIBLX
CVISX vs. EIBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway International Small Cap Fund (CVISX) and Eaton Vance Floating Rate Fund (EIBLX). 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.
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.
| CVISX | EIBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 1.57 | +1.05 |
| Martin ratioReturn relative to average drawdown | 8.47 | 4.73 | +3.74 |
Loading charts...
Drawdowns
CVISX vs. EIBLX - Drawdown Comparison
The maximum CVISX drawdown since its inception was -48.50%, which is greater than EIBLX's maximum drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for CVISX and EIBLX.
Loading charts...
Drawdown Indicators
| CVISX | EIBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.50% | -32.53% | -15.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -1.68% | -9.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -2.72% | -12.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -6.27% | -18.93% |
Max Drawdown (10Y)Largest decline over 10 years | -48.50% | -18.70% | -29.80% |
Current DrawdownCurrent decline from peak | -0.39% | -0.13% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -8.81% | -1.64% | -7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 0.56% | +2.75% |
Volatility
CVISX vs. EIBLX - Volatility Comparison
Causeway International Small Cap Fund (CVISX) has a higher volatility of 5.01% compared to Eaton Vance Floating Rate Fund (EIBLX) at 0.18%. This indicates that CVISX's price experiences larger fluctuations and is considered to be riskier than EIBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CVISX | EIBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 0.18% | +4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 1.56% | +11.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.27% | 2.22% | +13.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 2.78% | +13.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 3.53% | +13.22% |
CVISX vs. EIBLX - Expense Ratio Comparison
CVISX has a 1.35% expense ratio, which is higher than EIBLX's 0.76% expense ratio.
Dividends
CVISX vs. EIBLX - Dividend Comparison
CVISX's dividend yield for the trailing twelve months is around 14.25%, more than EIBLX's 6.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVISX Causeway International Small Cap Fund | 14.25% | 16.56% | 10.60% | 6.14% | 2.75% | 3.48% | 3.42% | 3.57% | 2.91% | 8.23% | 2.78% | 2.00% |
EIBLX Eaton Vance Floating Rate Fund | 6.29% | 7.58% | 8.29% | 8.58% | 5.02% | 3.32% | 3.68% | 5.01% | 4.46% | 3.82% | 4.14% | 4.33% |
Frequently Asked Questions
CVISX and EIBLX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVISX has higher volatility (5.01%) compared to EIBLX (0.18%). In terms of maximum drawdown, CVISX dropped -48.50% vs EIBLX's -32.53%.
CVISX currently has the higher Sharpe Ratio (1.85 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for CVISX and EIBLX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer