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EAERX vs. EIAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EAERX vs. EIAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Stock Fund (EAERX) and Eaton Vance Multi-Asset Credit Fund (EIAMX). The values are adjusted to include any dividend payments, if applicable.

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EAERX vs. EIAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EAERX
Eaton Vance Stock Fund
-5.58%13.24%53.09%24.22%-16.94%22.85%18.22%35.04%-5.94%19.90%
EIAMX
Eaton Vance Multi-Asset Credit Fund
-0.78%6.31%8.22%9.93%-6.18%4.57%1.89%11.67%-2.45%11.61%

Returns By Period

In the year-to-date period, EAERX achieves a -5.58% return, which is significantly lower than EIAMX's -0.78% return. Over the past 10 years, EAERX has outperformed EIAMX with an annualized return of 14.69%, while EIAMX has yielded a comparatively lower 4.81% annualized return.


EAERX

1D
0.73%
1M
-3.82%
YTD
-5.58%
6M
-4.06%
1Y
11.21%
3Y*
24.37%
5Y*
14.50%
10Y*
14.69%

EIAMX

1D
0.10%
1M
-0.82%
YTD
-0.78%
6M
0.27%
1Y
4.96%
3Y*
6.70%
5Y*
3.98%
10Y*
4.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EAERX vs. EIAMX - Expense Ratio Comparison

EAERX has a 0.98% expense ratio, which is higher than EIAMX's 0.71% expense ratio.


Return for Risk

EAERX vs. EIAMX — Risk / Return Rank

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

EAERX
EAERX Risk / Return Rank: 2525
Overall Rank
EAERX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EAERX Sortino Ratio Rank: 2222
Sortino Ratio Rank
EAERX Omega Ratio Rank: 2323
Omega Ratio Rank
EAERX Calmar Ratio Rank: 2727
Calmar Ratio Rank
EAERX Martin Ratio Rank: 3232
Martin Ratio Rank

EIAMX
EIAMX Risk / Return Rank: 8989
Overall Rank
EIAMX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EIAMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
EIAMX Omega Ratio Rank: 9696
Omega Ratio Rank
EIAMX Calmar Ratio Rank: 8282
Calmar Ratio Rank
EIAMX Martin Ratio Rank: 8787
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.

EAERX vs. EIAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Stock Fund (EAERX) and Eaton Vance Multi-Asset Credit Fund (EIAMX). 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.


EAERXEIAMXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.84

-1.18

Sortino ratio

Return per unit of downside risk

1.07

3.02

-1.95

Omega ratio

Gain probability vs. loss probability

1.16

1.56

-0.40

Calmar ratio

Return relative to maximum drawdown

1.07

2.31

-1.25

Martin ratio

Return relative to average drawdown

4.37

10.22

-5.85

EAERX vs. EIAMX - Sharpe Ratio Comparison

The current EAERX Sharpe Ratio is 0.67, which is lower than the EIAMX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of EAERX and EIAMX, 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


EAERXEIAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.84

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.26

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.21

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.23

+0.30

Correlation

The correlation between EAERX and EIAMX is 0.49, 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

EAERX vs. EIAMX - Dividend Comparison

EAERX's dividend yield for the trailing twelve months is around 9.48%, more than EIAMX's 6.50% yield.


TTM20252024202320222021202020192018201720162015
EAERX
Eaton Vance Stock Fund
9.48%8.95%29.39%17.32%14.50%12.48%1.96%3.92%12.04%7.77%2.87%8.13%
EIAMX
Eaton Vance Multi-Asset Credit Fund
6.50%7.04%7.35%5.52%5.46%4.10%4.46%4.94%2.41%2.88%3.15%3.77%

Drawdowns

EAERX vs. EIAMX - Drawdown Comparison

The maximum EAERX drawdown since its inception was -48.72%, which is greater than EIAMX's maximum drawdown of -43.35%. Use the drawdown chart below to compare losses from any high point for EAERX and EIAMX.


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Drawdown Indicators


EAERXEIAMXDifference

Max Drawdown

Largest peak-to-trough decline

-48.72%

-43.35%

-5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-1.54%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.71%

-10.02%

-12.69%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-43.35%

+9.52%

Current Drawdown

Current decline from peak

-7.31%

-10.88%

+3.57%

Average Drawdown

Average peak-to-trough decline

-6.84%

-16.21%

+9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

0.49%

+2.48%

Volatility

EAERX vs. EIAMX - Volatility Comparison

Eaton Vance Stock Fund (EAERX) has a higher volatility of 5.72% compared to Eaton Vance Multi-Asset Credit Fund (EIAMX) at 0.72%. This indicates that EAERX's price experiences larger fluctuations and is considered to be riskier than EIAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EAERXEIAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

0.72%

+5.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

1.64%

+8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

2.70%

+15.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.50%

3.17%

+18.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

22.47%

-2.22%