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ECHIX vs. CRDOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECHIX vs. CRDOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance High Income Opportunities Fund (ECHIX) and Six Circles Credit Opportunities Fund (CRDOX). The values are adjusted to include any dividend payments, if applicable.

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ECHIX vs. CRDOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ECHIX
Eaton Vance High Income Opportunities Fund
-1.69%7.33%6.12%9.85%-8.06%6.43%2.64%
CRDOX
Six Circles Credit Opportunities Fund
-1.78%7.48%8.69%8.06%-10.62%2.66%1.71%

Returns By Period

In the year-to-date period, ECHIX achieves a -1.69% return, which is significantly higher than CRDOX's -1.78% return.


ECHIX

1D
0.24%
1M
-2.34%
YTD
-1.69%
6M
-0.34%
1Y
5.08%
3Y*
5.86%
5Y*
3.55%
10Y*
5.48%

CRDOX

1D
-0.45%
1M
-3.08%
YTD
-1.78%
6M
-0.13%
1Y
6.28%
3Y*
6.44%
5Y*
2.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECHIX vs. CRDOX - Expense Ratio Comparison

ECHIX has a 1.65% expense ratio, which is higher than CRDOX's 0.29% expense ratio.


Return for Risk

ECHIX vs. CRDOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECHIX
ECHIX Risk / Return Rank: 8484
Overall Rank
ECHIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ECHIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
ECHIX Omega Ratio Rank: 8989
Omega Ratio Rank
ECHIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
ECHIX Martin Ratio Rank: 8484
Martin Ratio Rank

CRDOX
CRDOX Risk / Return Rank: 8181
Overall Rank
CRDOX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CRDOX Sortino Ratio Rank: 9090
Sortino Ratio Rank
CRDOX Omega Ratio Rank: 9292
Omega Ratio Rank
CRDOX Calmar Ratio Rank: 6565
Calmar Ratio Rank
CRDOX Martin Ratio Rank: 6868
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.

ECHIX vs. CRDOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance High Income Opportunities Fund (ECHIX) and Six Circles Credit Opportunities Fund (CRDOX). 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.


ECHIXCRDOXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.90

-0.32

Sortino ratio

Return per unit of downside risk

2.28

2.60

-0.32

Omega ratio

Gain probability vs. loss probability

1.39

1.44

-0.04

Calmar ratio

Return relative to maximum drawdown

1.86

1.51

+0.35

Martin ratio

Return relative to average drawdown

8.49

6.42

+2.08

ECHIX vs. CRDOX - Sharpe Ratio Comparison

The current ECHIX Sharpe Ratio is 1.59, which is comparable to the CRDOX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ECHIX and CRDOX, 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


ECHIXCRDOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.90

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.66

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.70

+0.11

Correlation

The correlation between ECHIX and CRDOX is 0.69, 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

ECHIX vs. CRDOX - Dividend Comparison

ECHIX's dividend yield for the trailing twelve months is around 5.05%, less than CRDOX's 6.36% yield.


TTM20252024202320222021202020192018201720162015
ECHIX
Eaton Vance High Income Opportunities Fund
5.05%5.37%4.96%4.11%4.71%4.18%4.61%13.45%4.91%4.51%4.76%5.51%
CRDOX
Six Circles Credit Opportunities Fund
6.36%5.18%6.96%6.86%5.82%2.73%0.33%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ECHIX vs. CRDOX - Drawdown Comparison

The maximum ECHIX drawdown since its inception was -43.51%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for ECHIX and CRDOX.


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Drawdown Indicators


ECHIXCRDOXDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-15.92%

-27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-3.14%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-12.47%

-15.92%

+3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-22.88%

Current Drawdown

Current decline from peak

-2.34%

-3.14%

+0.80%

Average Drawdown

Average peak-to-trough decline

-4.55%

-3.63%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.79%

-0.16%

Volatility

ECHIX vs. CRDOX - Volatility Comparison

Eaton Vance High Income Opportunities Fund (ECHIX) and Six Circles Credit Opportunities Fund (CRDOX) have volatilities of 1.35% and 1.37%, 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


ECHIXCRDOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.37%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.15%

2.16%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

3.27%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

4.11%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.38%

4.04%

+2.34%