EARRX vs. LIFIX
EARRX (Eaton Vance Short Duration Inflation-Protected Income Fund Class A) and LIFIX (Lord Abbett Inflation Focused Fund) are both Inflation-Protected Bonds funds. Over the past 10 years, EARRX returned 3.61%/yr vs 3.97%/yr for LIFIX. A 0.64 correlation means they provide meaningful diversification when combined. EARRX charges 0.85%/yr vs 0.47%/yr for LIFIX.
Performance
EARRX vs. LIFIX - Performance Comparison
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Returns By Period
In the year-to-date period, EARRX achieves a 0.98% return, which is significantly lower than LIFIX's 1.17% return. Over the past 10 years, EARRX has underperformed LIFIX with an annualized return of 3.61%, while LIFIX has yielded a comparatively higher 3.97% annualized return.
EARRX
- 1D
- 0.20%
- 1M
- -0.10%
- YTD
- 0.98%
- 6M
- 1.02%
- 1Y
- 2.89%
- 3Y*
- 5.09%
- 5Y*
- 3.62%
- 10Y*
- 3.61%
LIFIX
- 1D
- 0.09%
- 1M
- -0.04%
- YTD
- 1.17%
- 6M
- 1.56%
- 1Y
- 4.41%
- 3Y*
- 5.10%
- 5Y*
- 3.32%
- 10Y*
- 3.97%
EARRX vs. LIFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 0.98% | 5.46% | 5.39% | 5.95% | -3.22% | 7.50% | 5.05% | 5.29% | -0.49% | 1.81% |
LIFIX Lord Abbett Inflation Focused Fund | 1.17% | 7.16% | 4.81% | 3.87% | -5.34% | 10.43% | 6.05% | 5.17% | -1.06% | 1.46% |
Correlation
The correlation between EARRX and LIFIX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.64 |
The correlation between EARRX and LIFIX shifts across timeframes, from 0.64 (all time) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EARRX vs. LIFIX — Risk / Return Rank
EARRX
LIFIX
EARRX vs. LIFIX - 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 Lord Abbett Inflation Focused Fund (LIFIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EARRX | LIFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.64 | -0.13 |
| Martin ratioReturn relative to average drawdown | 13.35 | 15.02 | -1.67 |
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Drawdowns
EARRX vs. LIFIX - Drawdown Comparison
The maximum EARRX drawdown since its inception was -10.27%, smaller than the maximum LIFIX drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for EARRX and LIFIX.
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Drawdown Indicators
| EARRX | LIFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.27% | -18.02% | +7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -0.88% | -1.27% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -2.11% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -6.39% | -8.49% | +2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -10.27% | -18.02% | +7.75% |
Current DrawdownCurrent decline from peak | -0.69% | -0.93% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -3.22% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 0.31% | -0.08% |
Volatility
EARRX vs. LIFIX - Volatility Comparison
The current volatility for Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) is 0.74%, while Lord Abbett Inflation Focused Fund (LIFIX) has a volatility of 0.92%. This indicates that EARRX experiences smaller price fluctuations and is considered to be less risky than LIFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EARRX | LIFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 0.92% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.28% | 1.76% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.62% | 2.37% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.78% | 4.00% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.72% | 4.53% | -1.81% |
EARRX vs. LIFIX - Expense Ratio Comparison
EARRX has a 0.85% expense ratio, which is higher than LIFIX's 0.47% expense ratio.
Dividends
EARRX vs. LIFIX - Dividend Comparison
EARRX's dividend yield for the trailing twelve months is around 3.85%, less than LIFIX's 4.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 3.85% | 4.36% | 3.83% | 4.24% | 4.82% | 3.32% | 2.02% | 2.46% | 2.67% | 1.90% | 2.00% | 1.73% |
LIFIX Lord Abbett Inflation Focused Fund | 4.96% | 4.94% | 4.17% | 3.88% | 2.77% | 2.55% | 3.77% | 4.15% | 4.18% | 3.96% | 4.43% | 4.42% |
Frequently Asked Questions
EARRX and LIFIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIFIX has higher volatility (0.92%) compared to EARRX (0.74%). In terms of maximum drawdown, EARRX dropped -10.27% vs LIFIX's -18.02%.
LIFIX currently has the higher Sharpe Ratio (1.94 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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