ECSIX vs. VOO
Compare and contrast key facts about Eaton Vance Short Duration Strategic Income Fund (ECSIX) and Vanguard S&P 500 ETF (VOO).
ECSIX is managed by Eaton Vance. It was launched on May 24, 1994. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
ECSIX vs. VOO - Performance Comparison
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ECSIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ECSIX Eaton Vance Short Duration Strategic Income Fund | 0.27% | 10.19% | 5.71% | 7.31% | -3.31% | 0.69% | 6.60% | 5.76% | -3.37% | 4.04% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, ECSIX achieves a 0.27% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, ECSIX has underperformed VOO with an annualized return of 3.88%, while VOO has yielded a comparatively higher 14.05% annualized 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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ECSIX vs. VOO - Expense Ratio Comparison
ECSIX has a 1.82% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
ECSIX vs. VOO — Risk / Return Rank
ECSIX
VOO
ECSIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Strategic Income Fund (ECSIX) and Vanguard S&P 500 ETF (VOO). 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.
| ECSIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.80 | 0.98 | +1.82 |
Sortino ratioReturn per unit of downside risk | 4.07 | 1.50 | +2.58 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.23 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 3.30 | 1.53 | +1.77 |
Martin ratioReturn relative to average drawdown | 13.69 | 7.29 | +6.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECSIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 0.98 | +1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.26 | 0.70 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.23 | 0.78 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.46 | 0.83 | +0.63 |
Correlation
The correlation between ECSIX and VOO is 0.30, 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. VOO - Dividend Comparison
ECSIX's dividend yield for the trailing twelve months is around 6.33%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
ECSIX vs. VOO - Drawdown Comparison
The maximum ECSIX drawdown since its inception was -12.95%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ECSIX and VOO.
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Drawdown Indicators
| ECSIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.95% | -33.99% | +21.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -11.98% | +9.55% |
Max Drawdown (5Y)Largest decline over 5 years | -7.19% | -24.52% | +17.33% |
Max Drawdown (10Y)Largest decline over 10 years | -12.53% | -33.99% | +21.46% |
Current DrawdownCurrent decline from peak | -2.24% | -6.29% | +4.05% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -3.72% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 2.52% | -1.93% |
Volatility
ECSIX vs. VOO - Volatility Comparison
The current volatility for Eaton Vance Short Duration Strategic Income Fund (ECSIX) is 1.19%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that ECSIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECSIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 5.29% | -4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 1.83% | 9.44% | -7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.95% | 18.10% | -15.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.15% | 16.82% | -13.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.17% | 17.99% | -14.82% |