EAEAX vs. PDI

In the year-to-date period, EAEAX achieves a 0.06% return, which is significantly lower than PDI's 7.04% return. Over the past 10 years, EAEAX has outperformed PDI with an annualized return of 9.32%, while PDI has yielded a comparatively lower 7.71% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and PIMCO Dynamic Income Fund (PDI). 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.

The current EAEAX Sharpe Ratio is 0.48, which is comparable to the PDI Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EAEAX and PDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EAEAX's dividend yield for the trailing twelve months is around 0.80%, less than PDI's 14.32% yield.

The maximum EAEAX drawdown since its inception was -54.71%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for EAEAX and PDI.

Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) has a higher volatility of 4.53% compared to PIMCO Dynamic Income Fund (PDI) at 2.87%. This indicates that EAEAX's price experiences larger fluctuations and is considered to be riskier than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.