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ECHIX vs. HDIV.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECHIX vs. HDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance High Income Opportunities Fund (ECHIX) and Hamilton Enhanced Multi-Sector Covered Call ETF (HDIV.TO). The values are adjusted to include any dividend payments, if applicable.

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ECHIX vs. HDIV.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ECHIX
Eaton Vance High Income Opportunities Fund
-1.69%7.33%6.12%9.85%-8.06%2.56%
HDIV.TO
Hamilton Enhanced Multi-Sector Covered Call ETF
1.88%40.29%13.42%16.50%-9.05%12.43%
Different Trading Currencies

ECHIX is traded in USD, while HDIV.TO is traded in CAD. To make them comparable, the HDIV.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ECHIX achieves a -1.69% return, which is significantly lower than HDIV.TO's 1.88% 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%

HDIV.TO

1D
2.02%
1M
-6.39%
YTD
1.88%
6M
9.53%
1Y
39.06%
3Y*
22.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECHIX vs. HDIV.TO - Expense Ratio Comparison

ECHIX has a 1.65% expense ratio, which is higher than HDIV.TO's 0.00% expense ratio.


Return for Risk

ECHIX vs. HDIV.TO — 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

HDIV.TO
HDIV.TO Risk / Return Rank: 9292
Overall Rank
HDIV.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HDIV.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
HDIV.TO Omega Ratio Rank: 9595
Omega Ratio Rank
HDIV.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
HDIV.TO Martin Ratio Rank: 9393
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. HDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance High Income Opportunities Fund (ECHIX) and Hamilton Enhanced Multi-Sector Covered Call ETF (HDIV.TO). 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.


ECHIXHDIV.TODifference

Sharpe ratio

Return per unit of total volatility

1.59

2.15

-0.56

Sortino ratio

Return per unit of downside risk

2.28

2.77

-0.48

Omega ratio

Gain probability vs. loss probability

1.39

1.46

-0.07

Calmar ratio

Return relative to maximum drawdown

1.86

2.92

-1.05

Martin ratio

Return relative to average drawdown

8.49

15.43

-6.93

ECHIX vs. HDIV.TO - Sharpe Ratio Comparison

The current ECHIX Sharpe Ratio is 1.59, which is comparable to the HDIV.TO Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of ECHIX and HDIV.TO, 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


ECHIXHDIV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

2.15

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

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

0.77

+0.04

Correlation

The correlation between ECHIX and HDIV.TO is 0.48, 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. HDIV.TO - Dividend Comparison

ECHIX's dividend yield for the trailing twelve months is around 5.05%, less than HDIV.TO's 9.23% 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%
HDIV.TO
Hamilton Enhanced Multi-Sector Covered Call ETF
9.23%10.09%11.38%10.41%9.64%3.39%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ECHIX vs. HDIV.TO - Drawdown Comparison

The maximum ECHIX drawdown since its inception was -43.51%, which is greater than HDIV.TO's maximum drawdown of -29.36%. Use the drawdown chart below to compare losses from any high point for ECHIX and HDIV.TO.


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Drawdown Indicators


ECHIXHDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-22.32%

-21.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-13.77%

+10.91%

Max Drawdown (5Y)

Largest decline over 5 years

-12.47%

Max Drawdown (10Y)

Largest decline over 10 years

-22.88%

Current Drawdown

Current decline from peak

-2.34%

-5.09%

+2.75%

Average Drawdown

Average peak-to-trough decline

-4.55%

-4.35%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

2.83%

-2.20%

Volatility

ECHIX vs. HDIV.TO - Volatility Comparison

The current volatility for Eaton Vance High Income Opportunities Fund (ECHIX) is 1.35%, while Hamilton Enhanced Multi-Sector Covered Call ETF (HDIV.TO) has a volatility of 6.22%. This indicates that ECHIX experiences smaller price fluctuations and is considered to be less risky than HDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECHIXHDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

6.22%

-4.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.15%

11.57%

-9.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

18.30%

-14.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

19.72%

-14.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.38%

19.72%

-13.34%