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EARRX vs. ANBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EARRX vs. ANBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) and AB Bond Inflation Strategy (ANBIX). The values are adjusted to include any dividend payments, if applicable.

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EARRX vs. ANBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
0.38%5.46%5.39%5.95%-3.22%7.50%5.05%5.29%-0.49%1.81%
ANBIX
AB Bond Inflation Strategy
0.47%7.52%3.20%5.20%-8.50%6.35%9.35%9.29%-0.76%2.93%

Returns By Period

In the year-to-date period, EARRX achieves a 0.38% return, which is significantly lower than ANBIX's 0.47% return. Both investments have delivered pretty close results over the past 10 years, with EARRX having a 3.61% annualized return and ANBIX not far ahead at 3.63%.


EARRX

1D
0.10%
1M
-0.01%
YTD
0.38%
6M
0.33%
1Y
3.08%
3Y*
4.84%
5Y*
3.78%
10Y*
3.61%

ANBIX

1D
0.00%
1M
-0.29%
YTD
0.47%
6M
0.51%
1Y
3.88%
3Y*
4.39%
5Y*
2.48%
10Y*
3.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EARRX vs. ANBIX - Expense Ratio Comparison

EARRX has a 0.85% expense ratio, which is higher than ANBIX's 0.59% expense ratio.


Return for Risk

EARRX vs. ANBIX — Risk / Return Rank

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

EARRX
EARRX Risk / Return Rank: 8787
Overall Rank
EARRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EARRX Sortino Ratio Rank: 8585
Sortino Ratio Rank
EARRX Omega Ratio Rank: 8585
Omega Ratio Rank
EARRX Calmar Ratio Rank: 9090
Calmar Ratio Rank
EARRX Martin Ratio Rank: 9292
Martin Ratio Rank

ANBIX
ANBIX Risk / Return Rank: 7878
Overall Rank
ANBIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ANBIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
ANBIX Omega Ratio Rank: 7272
Omega Ratio Rank
ANBIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANBIX 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.

EARRX vs. ANBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) and AB Bond Inflation Strategy (ANBIX). 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.


EARRXANBIXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.44

+0.22

Sortino ratio

Return per unit of downside risk

2.37

2.17

+0.19

Omega ratio

Gain probability vs. loss probability

1.37

1.29

+0.07

Calmar ratio

Return relative to maximum drawdown

2.61

1.95

+0.66

Martin ratio

Return relative to average drawdown

11.45

9.93

+1.53

EARRX vs. ANBIX - Sharpe Ratio Comparison

The current EARRX Sharpe Ratio is 1.66, which is comparable to the ANBIX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of EARRX and ANBIX, 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


EARRXANBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.44

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.37

0.55

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.33

0.90

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.85

+0.20

Correlation

The correlation between EARRX and ANBIX is 0.69, 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

EARRX vs. ANBIX - Dividend Comparison

EARRX's dividend yield for the trailing twelve months is around 3.87%, less than ANBIX's 4.57% yield.


TTM20252024202320222021202020192018201720162015
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
3.87%4.36%3.83%4.24%4.82%3.32%2.02%2.46%2.67%1.90%2.00%1.73%
ANBIX
AB Bond Inflation Strategy
4.57%4.93%3.86%4.55%6.47%4.70%2.22%3.19%3.39%2.05%2.13%1.61%

Drawdowns

EARRX vs. ANBIX - Drawdown Comparison

The maximum EARRX drawdown since its inception was -10.27%, smaller than the maximum ANBIX drawdown of -11.56%. Use the drawdown chart below to compare losses from any high point for EARRX and ANBIX.


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Drawdown Indicators


EARRXANBIXDifference

Max Drawdown

Largest peak-to-trough decline

-10.27%

-11.56%

+1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-1.18%

-2.09%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-6.39%

-10.85%

+4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-10.27%

-11.56%

+1.29%

Current Drawdown

Current decline from peak

-0.41%

-0.48%

+0.07%

Average Drawdown

Average peak-to-trough decline

-1.09%

-2.22%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

0.41%

-0.14%

Volatility

EARRX vs. ANBIX - Volatility Comparison

The current volatility for Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) is 0.59%, while AB Bond Inflation Strategy (ANBIX) has a volatility of 0.85%. This indicates that EARRX experiences smaller price fluctuations and is considered to be less risky than ANBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EARRXANBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

0.85%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

1.35%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

2.71%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

4.49%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

4.03%

-1.32%