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

Correlation

The correlation between ECSIX and FRIAX is 0.28, 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.


-0.50.00.51.00.3

Performance

ECSIX vs. FRIAX - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember
2.72%
3.70%
ECSIX
FRIAX

Key characteristics

Sharpe Ratio

ECSIX:

1.25

FRIAX:

1.26

Sortino Ratio

ECSIX:

1.81

FRIAX:

1.80

Omega Ratio

ECSIX:

1.24

FRIAX:

1.26

Calmar Ratio

ECSIX:

2.24

FRIAX:

1.93

Martin Ratio

ECSIX:

4.85

FRIAX:

7.28

Ulcer Index

ECSIX:

0.98%

FRIAX:

0.98%

Daily Std Dev

ECSIX:

3.82%

FRIAX:

5.66%

Max Drawdown

ECSIX:

-25.65%

FRIAX:

-44.47%

Current Drawdown

ECSIX:

-1.81%

FRIAX:

-3.27%

Returns By Period

In the year-to-date period, ECSIX achieves a 4.77% return, which is significantly lower than FRIAX's 7.11% return. Over the past 10 years, ECSIX has underperformed FRIAX with an annualized return of 2.76%, while FRIAX has yielded a comparatively higher 5.58% annualized return.


ECSIX

YTD

4.77%

1M

-0.16%

6M

2.72%

1Y

4.77%

5Y*

3.13%

10Y*

2.76%

FRIAX

YTD

7.11%

1M

-3.27%

6M

3.70%

1Y

7.11%

5Y*

6.12%

10Y*

5.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ECSIX vs. FRIAX - Expense Ratio Comparison

ECSIX has a 1.82% expense ratio, which is higher than FRIAX's 0.46% expense ratio.


ECSIX
Eaton Vance Short Duration Strategic Income Fund
Expense ratio chart for ECSIX: current value at 1.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.82%
Expense ratio chart for FRIAX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

ECSIX vs. FRIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Strategic Income Fund (ECSIX) and Franklin Income Fund Advisor Class (FRIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for ECSIX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.001.251.26
The chart of Sortino ratio for ECSIX, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.001.811.80
The chart of Omega ratio for ECSIX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.26
The chart of Calmar ratio for ECSIX, currently valued at 2.24, compared to the broader market0.002.004.006.008.0010.0012.002.241.93
The chart of Martin ratio for ECSIX, currently valued at 4.85, compared to the broader market0.0010.0020.0030.0040.0050.004.857.28
ECSIX
FRIAX

The current ECSIX Sharpe Ratio is 1.25, which is comparable to the FRIAX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ECSIX and FRIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember
1.25
1.26
ECSIX
FRIAX

Dividends

ECSIX vs. FRIAX - Dividend Comparison

ECSIX's dividend yield for the trailing twelve months is around 5.14%, less than FRIAX's 5.67% yield.


TTM2023202220212020201920182017201620152014
ECSIX
Eaton Vance Short Duration Strategic Income Fund
5.14%6.14%4.74%3.57%3.49%6.29%3.16%2.91%3.18%3.59%3.92%
FRIAX
Franklin Income Fund Advisor Class
5.67%5.71%5.60%4.80%5.26%5.15%5.67%5.08%5.25%5.77%5.08%

Drawdowns

ECSIX vs. FRIAX - Drawdown Comparison

The maximum ECSIX drawdown since its inception was -25.65%, smaller than the maximum FRIAX drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for ECSIX and FRIAX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember
-1.81%
-3.27%
ECSIX
FRIAX

Volatility

ECSIX vs. FRIAX - Volatility Comparison

The current volatility for Eaton Vance Short Duration Strategic Income Fund (ECSIX) is 0.82%, while Franklin Income Fund Advisor Class (FRIAX) has a volatility of 1.54%. This indicates that ECSIX experiences smaller price fluctuations and is considered to be less risky than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember
0.82%
1.54%
ECSIX
FRIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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