EAIIX vs. VOO
Compare and contrast key facts about Eaton Vance Global Bond Fund (EAIIX) and Vanguard S&P 500 ETF (VOO).
EAIIX is managed by Eaton Vance. It was launched on Jun 26, 2007. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
EAIIX vs. VOO - Performance Comparison
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EAIIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAIIX Eaton Vance Global Bond Fund | 0.92% | 13.67% | -2.81% | 8.45% | -11.29% | -5.71% | 9.33% | 6.09% | -2.67% | 10.58% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, EAIIX achieves a 0.92% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, EAIIX has underperformed VOO with an annualized return of 2.45%, while VOO has yielded a comparatively higher 14.05% annualized return.
EAIIX
- 1D
- -0.38%
- 1M
- -2.11%
- YTD
- 0.92%
- 6M
- 3.56%
- 1Y
- 11.83%
- 3Y*
- 5.35%
- 5Y*
- 1.00%
- 10Y*
- 2.45%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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EAIIX vs. VOO - Expense Ratio Comparison
EAIIX has a 1.02% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
EAIIX vs. VOO — Risk / Return Rank
EAIIX
VOO
EAIIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Global Bond Fund (EAIIX) and Vanguard S&P 500 ETF (VOO). 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.
| EAIIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.42 | 0.98 | +1.44 |
Sortino ratioReturn per unit of downside risk | 3.80 | 1.50 | +2.30 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.23 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 5.16 | 1.53 | +3.63 |
Martin ratioReturn relative to average drawdown | 17.88 | 7.29 | +10.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EAIIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 0.98 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.70 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.78 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.83 | -0.30 |
Correlation
The correlation between EAIIX and VOO is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EAIIX vs. VOO - Dividend Comparison
EAIIX's dividend yield for the trailing twelve months is around 8.64%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAIIX Eaton Vance Global Bond Fund | 8.64% | 7.44% | 4.80% | 4.42% | 4.54% | 5.37% | 6.13% | 5.69% | 4.70% | 4.43% | 5.53% | 5.89% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
EAIIX vs. VOO - Drawdown Comparison
The maximum EAIIX drawdown since its inception was -25.32%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EAIIX and VOO.
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Drawdown Indicators
| EAIIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.32% | -33.99% | +8.67% |
Max Drawdown (1Y)Largest decline over 1 year | -2.33% | -11.98% | +9.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.13% | -24.52% | +0.39% |
Max Drawdown (10Y)Largest decline over 10 years | -25.32% | -33.99% | +8.67% |
Current DrawdownCurrent decline from peak | -2.33% | -6.29% | +3.96% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -3.72% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 2.52% | -1.85% |
Volatility
EAIIX vs. VOO - Volatility Comparison
The current volatility for Eaton Vance Global Bond Fund (EAIIX) is 1.41%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that EAIIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAIIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 5.29% | -3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 2.10% | 9.44% | -7.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.85% | 18.10% | -13.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 16.82% | -10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 17.99% | -12.49% |