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EGLIX vs. EMOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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EGLIX vs. EMOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGLIX
Eagle MLP Strategy Fund
25.52%3.00%43.07%16.07%33.19%49.17%-23.58%9.31%-18.79%-9.37%
EMOIX
Eaton Vance Municipal Opportunities Fund
-0.57%6.01%4.17%5.37%-9.57%2.79%4.28%7.17%1.30%6.17%

Returns By Period

In the year-to-date period, EGLIX achieves a 25.52% return, which is significantly higher than EMOIX's -0.57% return. Over the past 10 years, EGLIX has outperformed EMOIX with an annualized return of 14.73%, while EMOIX has yielded a comparatively lower 2.44% annualized return.


EGLIX

1D
-0.77%
1M
3.72%
YTD
25.52%
6M
26.62%
1Y
21.71%
3Y*
28.84%
5Y*
28.87%
10Y*
14.73%

EMOIX

1D
0.27%
1M
-2.74%
YTD
-0.57%
6M
1.54%
1Y
5.09%
3Y*
4.09%
5Y*
1.32%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EGLIX vs. EMOIX - Expense Ratio Comparison

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


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: 5555
Overall Rank
EGLIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EGLIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
EGLIX Omega Ratio Rank: 6161
Omega Ratio Rank
EGLIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
EGLIX Martin Ratio Rank: 3131
Martin Ratio Rank

EMOIX
EMOIX Risk / Return Rank: 6161
Overall Rank
EMOIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EMOIX Sortino Ratio Rank: 6161
Sortino Ratio Rank
EMOIX Omega Ratio Rank: 8181
Omega Ratio Rank
EMOIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
EMOIX Martin Ratio Rank: 4545
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.


EGLIXEMOIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.14

-0.02

Sortino ratio

Return per unit of downside risk

1.48

1.57

-0.09

Omega ratio

Gain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

1.38

1.27

+0.11

Martin ratio

Return relative to average drawdown

3.35

4.54

-1.19

EGLIX vs. EMOIX - Sharpe Ratio Comparison

The current EGLIX Sharpe Ratio is 1.13, which is comparable to the EMOIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of EGLIX and EMOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EGLIXEMOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.14

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.37

0.34

+1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.60

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.80

-0.49

Correlation

The correlation between EGLIX and EMOIX is -0.03. 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.


Dividends

EGLIX vs. EMOIX - Dividend Comparison

EGLIX's dividend yield for the trailing twelve months is around 4.26%, more than EMOIX's 3.60% yield.


TTM20252024202320222021202020192018201720162015
EGLIX
Eagle MLP Strategy Fund
4.26%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
3.60%4.41%4.09%2.49%2.66%3.27%2.36%2.76%2.54%2.22%2.50%2.03%

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

-15.68%

-5.02%

-10.66%

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

-0.85%

-2.74%

+1.89%

Average Drawdown

Average peak-to-trough decline

-27.81%

-2.76%

-25.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.46%

1.41%

+5.05%

Volatility

EGLIX vs. EMOIX - Volatility Comparison

Eagle MLP Strategy Fund (EGLIX) has a higher volatility of 4.30% compared to Eaton Vance Municipal Opportunities Fund (EMOIX) at 1.16%. 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

4.30%

1.16%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

1.82%

+8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.37%

5.29%

+14.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.25%

3.93%

+17.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.15%

4.06%

+22.09%