EAIIX vs. VTILX
Compare and contrast key facts about Eaton Vance Global Bond Fund (EAIIX) and Vanguard Total International Bond II Index Fund (VTILX).
EAIIX is managed by Eaton Vance. It was launched on Jun 26, 2007. VTILX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on Feb 26, 2021.
Performance
EAIIX vs. VTILX - Performance Comparison
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EAIIX vs. VTILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EAIIX Eaton Vance Global Bond Fund | 0.92% | 13.67% | -2.81% | 8.45% | -11.29% | -5.71% |
VTILX Vanguard Total International Bond II Index Fund | -0.76% | 2.96% | 3.91% | 8.85% | -13.01% | 0.38% |
Returns By Period
In the year-to-date period, EAIIX achieves a 0.92% return, which is significantly higher than VTILX's -0.76% 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%
VTILX
- 1D
- 0.31%
- 1M
- -2.59%
- YTD
- -0.76%
- 6M
- -0.29%
- 1Y
- 2.36%
- 3Y*
- 3.71%
- 5Y*
- 0.13%
- 10Y*
- —
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EAIIX vs. VTILX - Expense Ratio Comparison
EAIIX has a 1.02% expense ratio, which is higher than VTILX's 0.07% expense ratio.
Return for Risk
EAIIX vs. VTILX — Risk / Return Rank
EAIIX
VTILX
EAIIX vs. VTILX - 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 II Index Fund (VTILX). 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 | VTILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.42 | 0.79 | +1.63 |
Sortino ratioReturn per unit of downside risk | 3.80 | 1.10 | +2.70 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.14 | +0.42 |
Calmar ratioReturn relative to maximum drawdown | 5.16 | 0.92 | +4.24 |
Martin ratioReturn relative to average drawdown | 17.88 | 3.92 | +13.97 |
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 | VTILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 0.79 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.03 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.04 | +0.49 |
Correlation
The correlation between EAIIX and VTILX is 0.47, 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
EAIIX vs. VTILX - Dividend Comparison
EAIIX's dividend yield for the trailing twelve months is around 8.64%, more than VTILX's 4.13% 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% |
VTILX Vanguard Total International Bond II Index Fund | 4.13% | 4.27% | 4.52% | 4.22% | 0.94% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EAIIX vs. VTILX - Drawdown Comparison
The maximum EAIIX drawdown since its inception was -25.32%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for EAIIX and VTILX.
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Drawdown Indicators
| EAIIX | VTILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.32% | -15.85% | -9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -2.33% | -2.90% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.13% | -15.85% | -8.28% |
Max Drawdown (10Y)Largest decline over 10 years | -25.32% | — | — |
Current DrawdownCurrent decline from peak | -2.33% | -2.59% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -6.05% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 0.68% | -0.01% |
Volatility
EAIIX vs. VTILX - Volatility Comparison
Eaton Vance Global Bond Fund (EAIIX) and Vanguard Total International Bond II Index Fund (VTILX) have volatilities of 1.41% and 1.41%, 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 | VTILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.41% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.10% | 2.02% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.85% | 3.04% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 4.39% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 4.37% | +1.13% |