EAERX vs. WBREOX

Last updated Aug 5, 2026

EAERX (Eaton Vance Stock Fund) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, EAERX returned 11.99% vs 21.49% for WBREOX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. EAERX charges 0.98%/yr vs 0.02%/yr for WBREOX.

Performance

EAERX vs. WBREOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Stock Fund (EAERX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EAERX achieves a 7.59% return, which is significantly lower than WBREOX's 11.76% return.

EAERX

• 1D: 1.38%
• 1M: 2.48%
• 6M: 7.98%
• YTD: 7.59%
• 1Y: 11.99%
• 3Y*: 26.55%
• 5Y*: 15.39%
• 10Y*: 15.71%
• ALL TIME*: 10.64%

WBREOX

• 1D: 2.20%
• 1M: 1.63%
• 6M: 10.49%
• YTD: 11.76%
• 1Y: 21.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EAERX Eaton Vance Stock Fund	$0.00	$0.00	$0.00
WBREOX CIT: BlackRock Equity Index Fund Class 1	$0.00	$0.00	$0.00

EAERX vs. WBREOX - Yearly Performance Comparison

	2026 (YTD)	2025
EAERX Eaton Vance Stock Fund	7.59%	13.24%
WBREOX CIT: BlackRock Equity Index Fund Class 1	11.76%	16.64%

Correlation

The correlation between EAERX and WBREOX is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	0.78

The correlation between EAERX and WBREOX has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

Return for Risk

EAERX vs. WBREOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EAERX

EAERX Risk / Return Rank: 28
EAERX Sharpe Ratio Rank: 27
EAERX Sortino Ratio Rank: 26
EAERX Omega Ratio Rank: 26
EAERX Calmar Ratio Rank: 26
EAERX Martin Ratio Rank: 33

WBREOX

WBREOX Risk / Return Rank: 73
WBREOX Sharpe Ratio Rank: 71
WBREOX Sortino Ratio Rank: 71
WBREOX Omega Ratio Rank: 64
WBREOX Calmar Ratio Rank: 76
WBREOX Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EAERX vs. WBREOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Stock Fund (EAERX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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.

	EAERX	WBREOX	Difference
Sharpe ratio: Return per unit of total volatility	1.04	1.78	-0.74
Sortino ratio: Return per unit of downside risk	1.52	2.56	-1.03
Omega ratio: Gain probability vs. loss probability	1.19	1.32	-0.13
Calmar ratio: Return relative to maximum drawdown	1.30	2.68	-1.38
Martin ratio: Return relative to average drawdown	5.35	11.27	-5.91

EAERX vs. WBREOX - Sharpe Ratio Comparison

The current EAERX Sharpe Ratio is 1.04, which is lower than the WBREOX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of EAERX and WBREOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EAERX vs. WBREOX - Drawdown Comparison

The maximum EAERX drawdown since its inception was -48.72%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for EAERX and WBREOX.

Drawdown Indicators

	EAERX	WBREOX	Difference
Max Drawdown Largest peak-to-trough decline	-48.72%	-19.07%	-29.65%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-8.89%	-1.79%
Max Drawdown (3Y) Largest decline over 3 years	-19.07%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.71%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.83%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.76%	-2.51%	-4.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.02%	+0.56%

Volatility

EAERX vs. WBREOX - Volatility Comparison

Eaton Vance Stock Fund (EAERX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX) have volatilities of 4.30% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAERX	WBREOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.30%	4.10%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	10.54%	10.24%	+0.30%
Volatility (1Y) Calculated over the trailing 1-year period	13.34%	13.39%	-0.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.59%	18.32%	+3.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.30%	18.32%	+1.98%

EAERX vs. WBREOX - Expense Ratio Comparison

EAERX has a 0.98% expense ratio, which is higher than WBREOX's 0.02% expense ratio.

Dividends

EAERX vs. WBREOX - Dividend Comparison

EAERX's dividend yield for the trailing twelve months is around 8.32%, while WBREOX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EAERX Eaton Vance Stock Fund	8.32%	8.95%	29.39%	17.32%	14.50%	12.48%	1.96%	3.92%	12.04%	7.77%	2.87%	8.13%
WBREOX CIT: BlackRock Equity Index Fund Class 1	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EAERX and WBREOX in my portfolio?

EAERX and WBREOX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EAERX or WBREOX?

EAERX has higher volatility (4.30%) compared to WBREOX (4.10%). In terms of maximum drawdown, EAERX dropped -48.72% vs WBREOX's -19.07%.

Which has better risk-adjusted returns?

WBREOX currently has the higher Sharpe Ratio (1.78 vs 1.04), 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.