EAIIX vs. VTIBX
Compare and contrast key facts about Eaton Vance Global Bond Fund (EAIIX) and Vanguard Total International Bond Index Fund (VTIBX).
EAIIX is managed by Eaton Vance. It was launched on Jun 26, 2007. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
EAIIX vs. VTIBX - Performance Comparison
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EAIIX vs. VTIBX - 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% |
VTIBX Vanguard Total International Bond Index Fund | -0.82% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.31% |
Returns By Period
In the year-to-date period, EAIIX achieves a 0.92% return, which is significantly higher than VTIBX's -0.82% return. Over the past 10 years, EAIIX has outperformed VTIBX with an annualized return of 2.45%, while VTIBX has yielded a comparatively lower 1.64% 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%
VTIBX
- 1D
- 0.31%
- 1M
- -2.65%
- YTD
- -0.82%
- 6M
- -0.26%
- 1Y
- 2.36%
- 3Y*
- 3.66%
- 5Y*
- 0.11%
- 10Y*
- 1.64%
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EAIIX vs. VTIBX - Expense Ratio Comparison
EAIIX has a 1.02% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Return for Risk
EAIIX vs. VTIBX — Risk / Return Rank
EAIIX
VTIBX
EAIIX vs. VTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Global Bond Fund (EAIIX) and Vanguard Total International Bond Index Fund (VTIBX). 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 | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.42 | 0.77 | +1.65 |
Sortino ratioReturn per unit of downside risk | 3.80 | 1.06 | +2.74 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.14 | +0.43 |
Calmar ratioReturn relative to maximum drawdown | 5.16 | 0.87 | +4.29 |
Martin ratioReturn relative to average drawdown | 17.88 | 3.71 | +14.17 |
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 | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 0.77 | +1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.03 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.45 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.68 | -0.15 |
Correlation
The correlation between EAIIX and VTIBX is 0.26, 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. VTIBX - Dividend Comparison
EAIIX's dividend yield for the trailing twelve months is around 8.64%, more than VTIBX's 4.20% 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% |
VTIBX Vanguard Total International Bond Index Fund | 4.20% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
EAIIX vs. VTIBX - Drawdown Comparison
The maximum EAIIX drawdown since its inception was -25.32%, which is greater than VTIBX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for EAIIX and VTIBX.
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Drawdown Indicators
| EAIIX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.32% | -16.15% | -9.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.33% | -2.95% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.13% | -15.81% | -8.32% |
Max Drawdown (10Y)Largest decline over 10 years | -25.32% | -16.15% | -9.17% |
Current DrawdownCurrent decline from peak | -2.33% | -2.65% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -3.09% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 0.70% | -0.03% |
Volatility
EAIIX vs. VTIBX - Volatility Comparison
Eaton Vance Global Bond Fund (EAIIX) and Vanguard Total International Bond Index Fund (VTIBX) have volatilities of 1.41% and 1.40%, 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.
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Volatility by Period
| EAIIX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.40% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.10% | 2.08% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.85% | 3.11% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 4.42% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 3.62% | +1.88% |