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EARRX vs. WIW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EARRX vs. WIW - 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 Western Asset Inflation-Linked Opportunities & Income Fund (WIW). The values are adjusted to include any dividend payments, if applicable.

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EARRX vs. WIW - 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%
WIW
Western Asset Inflation-Linked Opportunities & Income Fund
0.67%13.17%3.83%5.10%-25.30%17.66%11.46%18.27%-7.57%6.46%

Returns By Period

In the year-to-date period, EARRX achieves a 0.28% return, which is significantly lower than WIW's 0.67% return. Over the past 10 years, EARRX has underperformed WIW with an annualized return of 3.60%, while WIW has yielded a comparatively higher 3.93% 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%

WIW

1D
1.20%
1M
-2.15%
YTD
0.67%
6M
-0.63%
1Y
4.94%
3Y*
6.53%
5Y*
1.95%
10Y*
3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EARRX vs. WIW - Expense Ratio Comparison


Return for Risk

EARRX vs. WIW — 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

WIW
WIW Risk / Return Rank: 2929
Overall Rank
WIW Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
WIW Sortino Ratio Rank: 2020
Sortino Ratio Rank
WIW Omega Ratio Rank: 1919
Omega Ratio Rank
WIW Calmar Ratio Rank: 5050
Calmar Ratio Rank
WIW Martin Ratio Rank: 3232
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. WIW - 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 Western Asset Inflation-Linked Opportunities & Income Fund (WIW). 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.


EARRXWIWDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.61

+0.99

Sortino ratio

Return per unit of downside risk

2.29

0.87

+1.41

Omega ratio

Gain probability vs. loss probability

1.36

1.12

+0.24

Calmar ratio

Return relative to maximum drawdown

2.76

1.25

+1.52

Martin ratio

Return relative to average drawdown

12.19

3.49

+8.70

EARRX vs. WIW - Sharpe Ratio Comparison

The current EARRX Sharpe Ratio is 1.60, which is higher than the WIW Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of EARRX and WIW, 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


EARRXWIWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.61

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.37

0.19

+1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.33

0.39

+0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.32

+0.73

Correlation

The correlation between EARRX and WIW is 0.36, 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. WIW - Dividend Comparison

EARRX's dividend yield for the trailing twelve months is around 3.87%, less than WIW's 8.87% 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%
WIW
Western Asset Inflation-Linked Opportunities & Income Fund
8.87%8.68%8.78%10.38%11.81%6.93%3.20%3.74%4.26%3.70%3.61%3.91%

Drawdowns

EARRX vs. WIW - Drawdown Comparison

The maximum EARRX drawdown since its inception was -10.27%, smaller than the maximum WIW drawdown of -29.49%. Use the drawdown chart below to compare losses from any high point for EARRX and WIW.


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Drawdown Indicators


EARRXWIWDifference

Max Drawdown

Largest peak-to-trough decline

-10.27%

-29.49%

+19.22%

Max Drawdown (1Y)

Largest decline over 1 year

-1.18%

-4.55%

+3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-6.39%

-29.49%

+23.10%

Max Drawdown (10Y)

Largest decline over 10 years

-10.27%

-29.49%

+19.22%

Current Drawdown

Current decline from peak

-0.51%

-7.13%

+6.62%

Average Drawdown

Average peak-to-trough decline

-1.09%

-7.99%

+6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

1.62%

-1.35%

Volatility

EARRX vs. WIW - Volatility Comparison

The current volatility for Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) is 0.58%, while Western Asset Inflation-Linked Opportunities & Income Fund (WIW) has a volatility of 2.37%. This indicates that EARRX experiences smaller price fluctuations and is considered to be less risky than WIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EARRXWIWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

2.37%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

4.91%

-3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

8.12%

-6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

10.27%

-7.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

10.01%

-7.30%