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EGLIX vs. EMOIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGLIX vs. EMOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle MLP Strategy Fund (EGLIX) and Eaton Vance Municipal Opportunities Fund (EMOIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EGLIX achieves a 26.09% return, which is significantly higher than EMOIX's 2.17% return. Over the past 10 years, EGLIX has outperformed EMOIX with an annualized return of 12.10%, while EMOIX has yielded a comparatively lower 2.43% annualized return.


EGLIX

1D
1.11%
1M
-5.14%
YTD
26.09%
6M
26.33%
1Y
28.88%
3Y*
29.11%
5Y*
24.16%
10Y*
12.10%

EMOIX

1D
-0.09%
1M
1.79%
YTD
2.17%
6M
2.65%
1Y
8.31%
3Y*
5.13%
5Y*
1.51%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGLIX vs. EMOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGLIX
Eagle MLP Strategy Fund
26.09%3.00%43.07%16.07%33.19%49.17%-23.58%9.31%-18.79%-9.37%
EMOIX
Eaton Vance Municipal Opportunities Fund
2.17%6.01%4.17%5.37%-9.57%2.79%4.28%7.17%1.30%6.17%

Correlation

The correlation between EGLIX and EMOIX is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

-0.04

The correlation between EGLIX and EMOIX shifts across timeframes, from -0.12 (1 year) to 0.03 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

EGLIX vs. EMOIX — Risk / Return Rank

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

EGLIX
EGLIX Risk / Return Rank: 5353
Overall Rank
EGLIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EGLIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
EGLIX Omega Ratio Rank: 4141
Omega Ratio Rank
EGLIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
EGLIX Martin Ratio Rank: 4747
Martin Ratio Rank

EMOIX
EMOIX Risk / Return Rank: 7878
Overall Rank
EMOIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMOIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMOIX Omega Ratio Rank: 9494
Omega Ratio Rank
EMOIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
EMOIX Martin Ratio Rank: 5353
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.

EGLIX vs. EMOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle MLP Strategy Fund (EGLIX) and Eaton Vance Municipal Opportunities Fund (EMOIX). 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.


EGLIXEMOIXDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.32

1.72

-0.40

Calmar ratioReturn relative to maximum drawdown

3.84

2.82

+1.03

Martin ratioReturn relative to average drawdown

9.25

10.24

-0.99

EGLIX vs. EMOIX - Sharpe Ratio Comparison

The current EGLIX Sharpe Ratio is 1.85, which is lower than the EMOIX Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of EGLIX and EMOIX, 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

EGLIX vs. EMOIX - Drawdown Comparison

The maximum EGLIX drawdown since its inception was -78.89%, which is greater than EMOIX's maximum drawdown of -14.20%. Use the drawdown chart below to compare losses from any high point for EGLIX and EMOIX.


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Drawdown Indicators


EGLIXEMOIXDifference

Max Drawdown

Largest peak-to-trough decline

-78.89%

-14.20%

-64.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

-3.00%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-5.98%

-11.95%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-14.20%

-7.86%

Max Drawdown (10Y)

Largest decline over 10 years

-68.86%

-14.20%

-54.66%

Current Drawdown

Current decline from peak

-5.56%

-0.09%

-5.47%

Average Drawdown

Average peak-to-trough decline

-27.39%

-2.73%

-24.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

0.82%

+2.17%

Volatility

EGLIX vs. EMOIX - Volatility Comparison

Eagle MLP Strategy Fund (EGLIX) has a higher volatility of 5.26% compared to Eaton Vance Municipal Opportunities Fund (EMOIX) at 0.91%. This indicates that EGLIX's price experiences larger fluctuations and is considered to be riskier than EMOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGLIXEMOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

0.91%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

2.25%

+8.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

2.99%

+11.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

3.99%

+17.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.97%

4.08%

+21.89%

EGLIX vs. EMOIX - Expense Ratio Comparison

EGLIX has a 1.40% expense ratio, which is higher than EMOIX's 0.67% expense ratio.


Dividends

EGLIX vs. EMOIX - Dividend Comparison

EGLIX's dividend yield for the trailing twelve months is around 4.40%, more than EMOIX's 3.50% yield.


PositionTTM20252024202320222021202020192018201720162015
EGLIX
Eagle MLP Strategy Fund
4.40%3.98%4.38%5.85%5.25%5.24%10.88%8.08%8.12%7.10%6.38%8.61%
EMOIX
Eaton Vance Municipal Opportunities Fund
3.50%4.41%4.09%2.49%2.66%3.27%2.36%2.76%2.54%2.22%2.50%2.03%

Frequently Asked Questions


EGLIX and EMOIX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EGLIX has higher volatility (5.26%) compared to EMOIX (0.91%). In terms of maximum drawdown, EGLIX dropped -78.89% vs EMOIX's -14.20%.

EMOIX currently has the higher Sharpe Ratio (2.83 vs 1.85), 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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