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EARRX vs. BIIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EARRX vs. BIIPX - 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 iShares Short-Term TIPS Bond Index Fund (BIIPX). The values are adjusted to include any dividend payments, if applicable.

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EARRX vs. BIIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
0.28%5.46%5.39%5.95%-3.22%7.50%5.05%5.29%-0.49%1.70%
BIIPX
iShares Short-Term TIPS Bond Index Fund
0.73%6.05%4.75%3.25%-4.12%5.19%4.89%4.83%0.58%0.88%

Returns By Period

In the year-to-date period, EARRX achieves a 0.28% return, which is significantly lower than BIIPX's 0.73% return.


EARRX

1D
0.18%
1M
-0.21%
YTD
0.28%
6M
0.32%
1Y
2.98%
3Y*
4.81%
5Y*
3.78%
10Y*
3.60%

BIIPX

1D
0.20%
1M
-0.20%
YTD
0.73%
6M
1.05%
1Y
3.65%
3Y*
4.19%
5Y*
2.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EARRX vs. BIIPX - Expense Ratio Comparison

EARRX has a 0.85% expense ratio, which is higher than BIIPX's 0.08% expense ratio.


Return for Risk

EARRX vs. BIIPX — Risk / Return Rank

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

EARRX
EARRX Risk / Return Rank: 8888
Overall Rank
EARRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EARRX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EARRX Omega Ratio Rank: 8686
Omega Ratio Rank
EARRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
EARRX Martin Ratio Rank: 9494
Martin Ratio Rank

BIIPX
BIIPX Risk / Return Rank: 9393
Overall Rank
BIIPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BIIPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BIIPX Omega Ratio Rank: 9292
Omega Ratio Rank
BIIPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BIIPX Martin Ratio Rank: 9393
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. BIIPX - 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 iShares Short-Term TIPS Bond Index Fund (BIIPX). 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.


EARRXBIIPXDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.81

-0.21

Sortino ratio

Return per unit of downside risk

2.29

3.21

-0.93

Omega ratio

Gain probability vs. loss probability

1.36

1.43

-0.08

Calmar ratio

Return relative to maximum drawdown

2.76

4.25

-1.49

Martin ratio

Return relative to average drawdown

12.19

11.88

+0.31

EARRX vs. BIIPX - Sharpe Ratio Comparison

The current EARRX Sharpe Ratio is 1.60, which is comparable to the BIIPX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of EARRX and BIIPX, 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


EARRXBIIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.81

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.37

0.94

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

1.10

-0.05

Correlation

The correlation between EARRX and BIIPX is 0.70, 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. BIIPX - Dividend Comparison

EARRX's dividend yield for the trailing twelve months is around 3.87%, more than BIIPX's 3.57% 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%
BIIPX
iShares Short-Term TIPS Bond Index Fund
3.57%4.64%4.30%2.65%4.56%4.39%1.58%2.27%2.74%1.89%0.00%0.00%

Drawdowns

EARRX vs. BIIPX - Drawdown Comparison

The maximum EARRX drawdown since its inception was -10.27%, which is greater than BIIPX's maximum drawdown of -6.46%. Use the drawdown chart below to compare losses from any high point for EARRX and BIIPX.


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Drawdown Indicators


EARRXBIIPXDifference

Max Drawdown

Largest peak-to-trough decline

-10.27%

-6.46%

-3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-1.18%

-1.12%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-6.39%

-6.46%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-10.27%

Current Drawdown

Current decline from peak

-0.51%

-0.51%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.09%

-1.09%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

0.40%

-0.13%

Volatility

EARRX vs. BIIPX - Volatility Comparison

Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) and iShares Short-Term TIPS Bond Index Fund (BIIPX) have volatilities of 0.58% and 0.57%, 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


EARRXBIIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

0.57%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

1.28%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

2.53%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

3.07%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

2.63%

+0.08%