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EARRX vs. SPIB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EARRX vs. SPIB - 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 SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB). The values are adjusted to include any dividend payments, if applicable.

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EARRX vs. SPIB - 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%1.81%
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
-0.08%7.91%4.28%7.27%-9.65%-1.24%7.69%10.23%-0.49%3.76%

Returns By Period

In the year-to-date period, EARRX achieves a 0.28% return, which is significantly higher than SPIB's -0.08% return. Over the past 10 years, EARRX has outperformed SPIB with an annualized return of 3.60%, while SPIB has yielded a comparatively lower 2.91% annualized 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%

SPIB

1D
0.39%
1M
-1.31%
YTD
-0.08%
6M
1.15%
1Y
5.46%
3Y*
5.51%
5Y*
1.89%
10Y*
2.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EARRX vs. SPIB - Expense Ratio Comparison

EARRX has a 0.85% expense ratio, which is higher than SPIB's 0.07% expense ratio.


Return for Risk

EARRX vs. SPIB — 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

SPIB
SPIB Risk / Return Rank: 8686
Overall Rank
SPIB Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SPIB Sortino Ratio Rank: 8787
Sortino Ratio Rank
SPIB Omega Ratio Rank: 8383
Omega Ratio Rank
SPIB Calmar Ratio Rank: 8888
Calmar Ratio Rank
SPIB 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. SPIB - 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 SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB). 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.


EARRXSPIBDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.64

-0.03

Sortino ratio

Return per unit of downside risk

2.29

2.33

-0.04

Omega ratio

Gain probability vs. loss probability

1.36

1.32

+0.04

Calmar ratio

Return relative to maximum drawdown

2.76

2.72

+0.05

Martin ratio

Return relative to average drawdown

12.19

10.05

+2.14

EARRX vs. SPIB - Sharpe Ratio Comparison

The current EARRX Sharpe Ratio is 1.60, which is comparable to the SPIB Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of EARRX and SPIB, 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


EARRXSPIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.64

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.37

0.43

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.33

0.64

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.88

+0.17

Correlation

The correlation between EARRX and SPIB is 0.38, 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

EARRX vs. SPIB - Dividend Comparison

EARRX's dividend yield for the trailing twelve months is around 3.87%, less than SPIB's 4.43% 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%
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
4.43%4.42%4.41%3.84%2.65%1.58%2.18%3.03%3.04%2.79%2.68%2.69%

Drawdowns

EARRX vs. SPIB - Drawdown Comparison

The maximum EARRX drawdown since its inception was -10.27%, smaller than the maximum SPIB drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for EARRX and SPIB.


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Drawdown Indicators


EARRXSPIBDifference

Max Drawdown

Largest peak-to-trough decline

-10.27%

-14.94%

+4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.18%

-2.02%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-6.39%

-14.80%

+8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-10.27%

-14.94%

+4.67%

Current Drawdown

Current decline from peak

-0.51%

-1.31%

+0.80%

Average Drawdown

Average peak-to-trough decline

-1.09%

-1.91%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

0.55%

-0.28%

Volatility

EARRX vs. SPIB - Volatility Comparison

The current volatility for Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) is 0.58%, while SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) has a volatility of 1.40%. This indicates that EARRX experiences smaller price fluctuations and is considered to be less risky than SPIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EARRXSPIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

1.40%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

1.95%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

3.35%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

4.45%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

4.59%

-1.88%