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ECSIX vs. CBLDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECSIX vs. CBLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Short Duration Strategic Income Fund (ECSIX) and CrossingBridge Low Duration High Yield Fund (CBLDX). The values are adjusted to include any dividend payments, if applicable.

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ECSIX vs. CBLDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ECSIX
Eaton Vance Short Duration Strategic Income Fund
0.27%10.19%5.71%7.31%-3.31%0.69%6.60%5.76%-4.69%
CBLDX
CrossingBridge Low Duration High Yield Fund
0.46%6.04%7.11%7.71%0.66%7.44%3.59%3.50%1.67%

Returns By Period

In the year-to-date period, ECSIX achieves a 0.27% return, which is significantly lower than CBLDX's 0.46% return.


ECSIX

1D
0.19%
1M
-2.24%
YTD
0.27%
6M
2.84%
1Y
8.37%
3Y*
7.03%
5Y*
3.94%
10Y*
3.88%

CBLDX

1D
0.00%
1M
-0.31%
YTD
0.46%
6M
1.42%
1Y
5.06%
3Y*
6.56%
5Y*
5.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECSIX vs. CBLDX - Expense Ratio Comparison

ECSIX has a 1.82% expense ratio, which is higher than CBLDX's 0.88% expense ratio.


Return for Risk

ECSIX vs. CBLDX — Risk / Return Rank

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

ECSIX
ECSIX Risk / Return Rank: 9696
Overall Rank
ECSIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ECSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
ECSIX Omega Ratio Rank: 9696
Omega Ratio Rank
ECSIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
ECSIX Martin Ratio Rank: 9595
Martin Ratio Rank

CBLDX
CBLDX Risk / Return Rank: 9898
Overall Rank
CBLDX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CBLDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
CBLDX Omega Ratio Rank: 9898
Omega Ratio Rank
CBLDX Calmar Ratio Rank: 9898
Calmar Ratio Rank
CBLDX Martin Ratio Rank: 9898
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.

ECSIX vs. CBLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Strategic Income Fund (ECSIX) and CrossingBridge Low Duration High Yield Fund (CBLDX). 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.


ECSIXCBLDXDifference

Sharpe ratio

Return per unit of total volatility

2.80

3.52

-0.73

Sortino ratio

Return per unit of downside risk

4.07

5.05

-0.98

Omega ratio

Gain probability vs. loss probability

1.60

2.08

-0.48

Calmar ratio

Return relative to maximum drawdown

3.30

5.45

-2.15

Martin ratio

Return relative to average drawdown

13.69

25.00

-11.31

ECSIX vs. CBLDX - Sharpe Ratio Comparison

The current ECSIX Sharpe Ratio is 2.80, which is comparable to the CBLDX Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of ECSIX and CBLDX, 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


ECSIXCBLDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

3.52

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

3.27

-2.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

2.55

-1.09

Correlation

The correlation between ECSIX and CBLDX is 0.22, 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

ECSIX vs. CBLDX - Dividend Comparison

ECSIX's dividend yield for the trailing twelve months is around 6.33%, which matches CBLDX's 6.27% yield.


TTM20252024202320222021202020192018201720162015
ECSIX
Eaton Vance Short Duration Strategic Income Fund
6.33%5.07%6.21%6.18%4.78%3.54%3.47%3.53%3.19%2.96%3.20%3.54%
CBLDX
CrossingBridge Low Duration High Yield Fund
6.27%6.43%7.12%7.65%5.07%5.13%3.97%2.85%2.18%0.00%0.00%0.00%

Drawdowns

ECSIX vs. CBLDX - Drawdown Comparison

The maximum ECSIX drawdown since its inception was -12.95%, which is greater than CBLDX's maximum drawdown of -8.15%. Use the drawdown chart below to compare losses from any high point for ECSIX and CBLDX.


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Drawdown Indicators


ECSIXCBLDXDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-8.15%

-4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-0.93%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-7.19%

-1.88%

-5.31%

Max Drawdown (10Y)

Largest decline over 10 years

-12.53%

Current Drawdown

Current decline from peak

-2.24%

-0.62%

-1.62%

Average Drawdown

Average peak-to-trough decline

-1.34%

-0.31%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.20%

+0.39%

Volatility

ECSIX vs. CBLDX - Volatility Comparison

Eaton Vance Short Duration Strategic Income Fund (ECSIX) has a higher volatility of 1.19% compared to CrossingBridge Low Duration High Yield Fund (CBLDX) at 0.65%. This indicates that ECSIX's price experiences larger fluctuations and is considered to be riskier than CBLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECSIXCBLDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.65%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

1.11%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

2.95%

1.45%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.15%

1.57%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.17%

1.83%

+1.34%