EBABX vs. SSASX
EBABX (Eaton Vance Total Return Bond Fund Class A) and SSASX (State Street Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, EBABX returned 0.56%/yr vs -1.23%/yr for SSASX. Their correlation of 0.95 means they have usually moved in the same direction. EBABX charges 0.73%/yr vs 0.20%/yr for SSASX.
Performance
EBABX vs. SSASX - Performance Comparison
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Returns By Period
In the year-to-date period, EBABX achieves a -0.65% return, which is significantly higher than SSASX's -1.02% return.
EBABX
- 1D
- 0.00%
- 1M
- -1.25%
- 6M
- -1.04%
- YTD
- -0.65%
- 1Y
- 2.32%
- 3Y*
- 5.17%
- 5Y*
- 0.56%
- 10Y*
- 2.88%
- ALL TIME*
- 4.46%
SSASX
- 1D
- 0.00%
- 1M
- -1.12%
- 6M
- -1.22%
- YTD
- -1.02%
- 1Y
- 1.46%
- 3Y*
- 2.65%
- 5Y*
- -1.23%
- 10Y*
- —
- ALL TIME*
- -0.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EBABX vs. SSASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EBABX Eaton Vance Total Return Bond Fund Class A | -0.65% | 8.87% | 4.21% | 5.30% | -13.08% | 2.11% |
SSASX State Street Income Fund | -1.02% | 7.49% | -0.95% | 4.83% | -13.74% | 0.59% |
Correlation
The correlation between EBABX and SSASX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since May 24, 2021 | 0.95 |
The correlation between EBABX and SSASX has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.
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Return for Risk
EBABX vs. SSASX — Risk / Return Rank
EBABX
SSASX
EBABX vs. SSASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Total Return Bond Fund Class A (EBABX) and State Street Income Fund (SSASX). 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.
| EBABX | SSASX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.12 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.80 | +0.28 |
| Martin ratioReturn relative to average drawdown | 2.80 | 1.93 | +0.87 |
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Drawdowns
EBABX vs. SSASX - Drawdown Comparison
The maximum EBABX drawdown since its inception was -17.19%, smaller than the maximum SSASX drawdown of -19.65%. Use the drawdown chart below to compare losses from any high point for EBABX and SSASX.
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Drawdown Indicators
| EBABX | SSASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.19% | -19.65% | +2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -3.27% | -3.42% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -4.99% | -6.86% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -17.19% | -19.65% | +2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -17.19% | — | — |
Current DrawdownCurrent decline from peak | -2.51% | -6.22% | +3.71% |
Average DrawdownAverage peak-to-trough decline | -3.63% | -9.54% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.42% | -0.15% |
Volatility
EBABX vs. SSASX - Volatility Comparison
Eaton Vance Total Return Bond Fund Class A (EBABX) and State Street Income Fund (SSASX) have volatilities of 0.94% and 0.92%, 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
| EBABX | SSASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 0.92% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 3.08% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.87% | 4.03% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.33% | 6.50% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 6.42% | -1.75% |
EBABX vs. SSASX - Expense Ratio Comparison
EBABX has a 0.73% expense ratio, which is higher than SSASX's 0.20% expense ratio.
Dividends
EBABX vs. SSASX - Dividend Comparison
EBABX's dividend yield for the trailing twelve months is around 4.51%, more than SSASX's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBABX Eaton Vance Total Return Bond Fund Class A | 4.51% | 4.89% | 5.31% | 3.83% | 3.77% | 3.23% | 3.64% | 3.71% | 3.89% | 3.29% | 3.66% | 5.41% |
SSASX State Street Income Fund | 3.68% | 4.01% | 2.76% | 2.86% | 2.48% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, EBABX and SSASX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
EBABX has higher volatility (0.94%) compared to SSASX (0.92%). In terms of maximum drawdown, EBABX dropped -17.19% vs SSASX's -19.65%.
EBABX currently has the higher Sharpe Ratio (0.92 vs 0.69), 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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