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ECSIX vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECSIX and DIVO is -0.95. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ECSIX vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Short Duration Strategic Income Fund (ECSIX) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ECSIX:

3.52%

DIVO:

5.31%

Max Drawdown

ECSIX:

-25.65%

DIVO:

-0.40%

Current Drawdown

ECSIX:

-0.79%

DIVO:

-0.05%

Returns By Period


ECSIX

YTD

2.68%

1M

1.29%

6M

3.39%

1Y

7.47%

5Y*

4.43%

10Y*

2.92%

DIVO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ECSIX vs. DIVO - Expense Ratio Comparison

ECSIX has a 1.82% expense ratio, which is higher than DIVO's 0.55% expense ratio.


Risk-Adjusted Performance

ECSIX vs. DIVO — Risk-Adjusted Performance Rank

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

ECSIX
The Risk-Adjusted Performance Rank of ECSIX is 9494
Overall Rank
The Sharpe Ratio Rank of ECSIX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ECSIX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ECSIX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ECSIX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ECSIX is 9494
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7676
Overall Rank
The Sharpe Ratio Rank of DIVO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ECSIX vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Strategic Income Fund (ECSIX) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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.



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Dividends

ECSIX vs. DIVO - Dividend Comparison

ECSIX's dividend yield for the trailing twelve months is around 6.13%, while DIVO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ECSIX
Eaton Vance Short Duration Strategic Income Fund
6.13%6.73%6.19%4.78%3.54%3.47%6.26%3.19%2.96%3.20%3.54%6.21%
DIVO
Amplify CWP Enhanced Dividend Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ECSIX vs. DIVO - Drawdown Comparison

The maximum ECSIX drawdown since its inception was -25.65%, which is greater than DIVO's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for ECSIX and DIVO. For additional features, visit the drawdowns tool.


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Volatility

ECSIX vs. DIVO - Volatility Comparison


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