EARRX vs. VIPSX
Compare and contrast key facts about Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) and Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX).
EARRX is managed by Eaton Vance. It was launched on Mar 31, 2010. VIPSX is managed by Vanguard. It was launched on Jun 29, 2000.
Performance
EARRX vs. VIPSX - Performance Comparison
Loading graphics...
EARRX vs. VIPSX - 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 | 0.38% | 5.46% | 5.39% | 5.95% | -3.22% | 7.50% | 5.05% | 5.29% | -0.49% | 1.81% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 0.34% | 6.77% | 1.74% | 3.73% | -12.04% | 5.57% | 10.90% | 8.06% | -1.48% | 2.81% |
Returns By Period
In the year-to-date period, EARRX achieves a 0.38% return, which is significantly higher than VIPSX's 0.34% return. Over the past 10 years, EARRX has outperformed VIPSX with an annualized return of 3.61%, while VIPSX has yielded a comparatively lower 2.45% annualized return.
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%
VIPSX
- 1D
- 0.09%
- 1M
- -1.10%
- YTD
- 0.34%
- 6M
- 0.21%
- 1Y
- 2.77%
- 3Y*
- 2.99%
- 5Y*
- 1.24%
- 10Y*
- 2.45%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EARRX vs. VIPSX - Expense Ratio Comparison
EARRX has a 0.85% expense ratio, which is higher than VIPSX's 0.20% expense ratio.
Return for Risk
EARRX vs. VIPSX — Risk / Return Rank
EARRX
VIPSX
EARRX vs. VIPSX - 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 Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX). 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.
| EARRX | VIPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 0.70 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.37 | 0.98 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.12 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 1.18 | +1.43 |
Martin ratioReturn relative to average drawdown | 11.45 | 3.52 | +7.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EARRX | VIPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.70 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.37 | 0.21 | +1.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.33 | 0.46 | +0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.75 | +0.29 |
Correlation
The correlation between EARRX and VIPSX is 0.60, 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. VIPSX - Dividend Comparison
EARRX's dividend yield for the trailing twelve months is around 3.87%, less than VIPSX's 4.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 4.39% | 4.64% | 4.07% | 4.20% | 8.34% | 5.03% | 1.28% | 2.22% | 3.03% | 2.32% | 3.38% | 0.77% |
Drawdowns
EARRX vs. VIPSX - Drawdown Comparison
The maximum EARRX drawdown since its inception was -10.27%, smaller than the maximum VIPSX drawdown of -15.13%. Use the drawdown chart below to compare losses from any high point for EARRX and VIPSX.
Loading graphics...
Drawdown Indicators
| EARRX | VIPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.27% | -15.13% | +4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -2.84% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -6.39% | -14.55% | +8.16% |
Max Drawdown (10Y)Largest decline over 10 years | -10.27% | -14.55% | +4.28% |
Current DrawdownCurrent decline from peak | -0.41% | -1.34% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -3.26% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 0.95% | -0.68% |
Volatility
EARRX vs. VIPSX - Volatility Comparison
The current volatility for Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) is 0.59%, while Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) has a volatility of 1.36%. This indicates that EARRX experiences smaller price fluctuations and is considered to be less risky than VIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EARRX | VIPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 1.36% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 1.06% | 2.30% | -1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 4.11% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.78% | 6.00% | -3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.71% | 5.34% | -2.63% |