EGRIX vs. SUBFX
Compare and contrast key facts about Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) and Carillon Reams Unconstrained Bond Fund (SUBFX).
EGRIX is managed by Eaton Vance. It was launched on Aug 30, 2010. SUBFX is managed by Carillon Family of Funds. It was launched on Sep 28, 2011.
Performance
EGRIX vs. SUBFX - Performance Comparison
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EGRIX vs. SUBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund | 3.42% | 20.36% | 9.50% | 8.37% | -1.94% | 3.66% | 4.71% | 14.80% | -8.34% | 5.78% |
SUBFX Carillon Reams Unconstrained Bond Fund | 0.65% | 10.61% | 4.22% | 8.53% | -4.74% | -0.32% | 11.18% | 6.52% | 0.53% | 2.04% |
Returns By Period
In the year-to-date period, EGRIX achieves a 3.42% return, which is significantly higher than SUBFX's 0.65% return. Over the past 10 years, EGRIX has outperformed SUBFX with an annualized return of 6.32%, while SUBFX has yielded a comparatively lower 4.06% annualized return.
EGRIX
- 1D
- -0.17%
- 1M
- -2.03%
- YTD
- 3.42%
- 6M
- 9.75%
- 1Y
- 18.85%
- 3Y*
- 13.02%
- 5Y*
- 8.53%
- 10Y*
- 6.32%
SUBFX
- 1D
- 0.40%
- 1M
- -1.02%
- YTD
- 0.65%
- 6M
- 1.59%
- 1Y
- 7.17%
- 3Y*
- 6.40%
- 5Y*
- 3.58%
- 10Y*
- 4.06%
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EGRIX vs. SUBFX - Expense Ratio Comparison
EGRIX has a 1.05% expense ratio, which is higher than SUBFX's 0.50% expense ratio.
Return for Risk
EGRIX vs. SUBFX — Risk / Return Rank
EGRIX
SUBFX
EGRIX vs. SUBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) and Carillon Reams Unconstrained Bond Fund (SUBFX). 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.
| EGRIX | SUBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.18 | 2.10 | +3.08 |
Sortino ratioReturn per unit of downside risk | 6.98 | 3.15 | +3.83 |
Omega ratioGain probability vs. loss probability | 2.39 | 1.42 | +0.97 |
Calmar ratioReturn relative to maximum drawdown | 5.93 | 3.61 | +2.32 |
Martin ratioReturn relative to average drawdown | 24.80 | 13.88 | +10.93 |
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
| EGRIX | SUBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.18 | 2.10 | +3.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.15 | 0.66 | +1.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.60 | 0.77 | +0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 0.96 | +0.33 |
Correlation
The correlation between EGRIX and SUBFX is 0.09, 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
EGRIX vs. SUBFX - Dividend Comparison
EGRIX's dividend yield for the trailing twelve months is around 6.43%, more than SUBFX's 5.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund | 6.43% | 6.65% | 6.00% | 3.40% | 4.82% | 4.89% | 5.82% | 4.15% | 0.06% | 3.22% | 1.78% | 6.67% |
SUBFX Carillon Reams Unconstrained Bond Fund | 5.88% | 6.44% | 4.92% | 4.52% | 2.16% | 1.96% | 3.01% | 2.83% | 2.06% | 1.17% | 1.01% | 0.52% |
Drawdowns
EGRIX vs. SUBFX - Drawdown Comparison
The maximum EGRIX drawdown since its inception was -14.17%, which is greater than SUBFX's maximum drawdown of -11.22%. Use the drawdown chart below to compare losses from any high point for EGRIX and SUBFX.
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Drawdown Indicators
| EGRIX | SUBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.17% | -11.22% | -2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -2.11% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -10.18% | -11.17% | +0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -14.17% | -11.22% | -2.95% |
Current DrawdownCurrent decline from peak | -3.12% | -1.17% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -1.47% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 0.55% | +0.20% |
Volatility
EGRIX vs. SUBFX - Volatility Comparison
Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) has a higher volatility of 1.78% compared to Carillon Reams Unconstrained Bond Fund (SUBFX) at 1.61%. This indicates that EGRIX's price experiences larger fluctuations and is considered to be riskier than SUBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGRIX | SUBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 1.61% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 2.20% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 3.56% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.00% | 5.43% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.95% | 5.26% | -1.31% |