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ECSIX vs. GSINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECSIX vs. GSINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Short Duration Strategic Income Fund (ECSIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECSIX achieves a 2.00% return, which is significantly lower than GSINX's 8.09% return.


ECSIX

1D
0.35%
1M
-0.43%
6M
0.72%
YTD
2.00%
1Y
6.67%
3Y*
7.14%
5Y*
4.24%
10Y*
3.86%
ALL TIME*
5.65%

GSINX

1D
0.62%
1M
2.07%
6M
4.40%
YTD
8.09%
1Y
15.57%
3Y*
15.35%
5Y*
9.09%
10Y*
ALL TIME*
12.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ECSIX vs. GSINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ECSIX
Eaton Vance Short Duration Strategic Income Fund
2.00%10.19%5.71%7.31%-3.31%0.69%6.60%5.76%-3.37%4.04%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
8.09%20.76%9.53%21.93%-11.14%12.35%15.64%27.41%-6.14%29.66%

Correlation

The correlation between ECSIX and GSINX is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.27

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Return for Risk

ECSIX vs. GSINX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ECSIX
ECSIX Risk / Return Rank: 9090
Overall Rank
ECSIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ECSIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
ECSIX Omega Ratio Rank: 9393
Omega Ratio Rank
ECSIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
ECSIX Martin Ratio Rank: 8383
Martin Ratio Rank

GSINX
GSINX Risk / Return Rank: 6161
Overall Rank
GSINX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GSINX Sortino Ratio Rank: 6565
Sortino Ratio Rank
GSINX Omega Ratio Rank: 6969
Omega Ratio Rank
GSINX Calmar Ratio Rank: 6161
Calmar Ratio Rank
GSINX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ECSIX vs. GSINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Strategic Income Fund (ECSIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ECSIXGSINXDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.53

1.29

+0.24

Calmar ratioReturn relative to maximum drawdown

3.04

2.01

+1.03

Martin ratioReturn relative to average drawdown

10.17

5.47

+4.70

ECSIX vs. GSINX - Sharpe Ratio Comparison

The current ECSIX Sharpe Ratio is 2.58, which is higher than the GSINX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ECSIX and GSINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ECSIX vs. GSINX - Drawdown Comparison

The maximum ECSIX drawdown since its inception was -12.95%, smaller than the maximum GSINX drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for ECSIX and GSINX.


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Drawdown Indicators


ECSIXGSINXDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-28.80%

+15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-7.80%

+5.37%

Max Drawdown (3Y)

Largest decline over 3 years

-2.56%

-10.32%

+7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-7.19%

-25.46%

+18.27%

Max Drawdown (10Y)

Largest decline over 10 years

-12.53%

Current Drawdown

Current decline from peak

-0.58%

-2.18%

+1.60%

Average Drawdown

Average peak-to-trough decline

-1.34%

-4.84%

+3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

2.85%

-2.13%

Volatility

ECSIX vs. GSINX - Volatility Comparison

The current volatility for Eaton Vance Short Duration Strategic Income Fund (ECSIX) is 0.87%, while Goldman Sachs GQG Partners International Opportunities Fund (GSINX) has a volatility of 2.72%. This indicates that ECSIX experiences smaller price fluctuations and is considered to be less risky than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECSIXGSINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

2.72%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

8.18%

-5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

9.87%

-7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.23%

14.26%

-11.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.17%

15.61%

-12.44%

ECSIX vs. GSINX - Expense Ratio Comparison

ECSIX has a 1.82% expense ratio, which is higher than GSINX's 0.89% expense ratio.


Dividends

ECSIX vs. GSINX - Dividend Comparison

ECSIX's dividend yield for the trailing twelve months is around 6.39%, more than GSINX's 4.65% yield.


PositionTTM20252024202320222021202020192018201720162015
ECSIX
Eaton Vance Short Duration Strategic Income Fund
6.39%5.07%6.21%6.18%4.78%3.54%3.47%3.53%3.19%2.96%3.20%3.54%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.65%5.03%11.11%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.00%0.00%

Frequently Asked Questions


ECSIX and GSINX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSINX has higher volatility (2.72%) compared to ECSIX (0.87%). In terms of maximum drawdown, ECSIX dropped -12.95% vs GSINX's -28.80%.

ECSIX currently has the higher Sharpe Ratio (2.58 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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