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EIBAX vs. PDBZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIBAX vs. PDBZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Total Return Bond Fund (EIBAX) and PGIM Total Return Bond Fund Class Z (PDBZX). The values are adjusted to include any dividend payments, if applicable.

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EIBAX vs. PDBZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIBAX
Eaton Vance Total Return Bond Fund
-0.90%9.15%4.38%5.59%-12.88%3.02%5.89%10.84%-0.84%7.72%
PDBZX
PGIM Total Return Bond Fund Class Z
-0.53%7.70%2.87%7.70%-14.33%-1.46%8.01%14.76%-0.72%6.60%

Returns By Period

In the year-to-date period, EIBAX achieves a -0.90% return, which is significantly lower than PDBZX's -0.53% return. Over the past 10 years, EIBAX has outperformed PDBZX with an annualized return of 3.75%, while PDBZX has yielded a comparatively lower 2.93% annualized return.


EIBAX

1D
0.48%
1M
-2.80%
YTD
-0.90%
6M
0.43%
1Y
5.14%
3Y*
5.01%
5Y*
1.38%
10Y*
3.75%

PDBZX

1D
0.50%
1M
-2.52%
YTD
-0.53%
6M
0.58%
1Y
4.25%
3Y*
4.79%
5Y*
1.00%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIBAX vs. PDBZX - Expense Ratio Comparison

Both EIBAX and PDBZX have an expense ratio of 0.49%.


Return for Risk

EIBAX vs. PDBZX — Risk / Return Rank

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

EIBAX
EIBAX Risk / Return Rank: 7474
Overall Rank
EIBAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EIBAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
EIBAX Omega Ratio Rank: 6363
Omega Ratio Rank
EIBAX Calmar Ratio Rank: 8080
Calmar Ratio Rank
EIBAX Martin Ratio Rank: 7474
Martin Ratio Rank

PDBZX
PDBZX Risk / Return Rank: 5757
Overall Rank
PDBZX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PDBZX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PDBZX Omega Ratio Rank: 4343
Omega Ratio Rank
PDBZX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PDBZX 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.

EIBAX vs. PDBZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Total Return Bond Fund (EIBAX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.


EIBAXPDBZXDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.04

+0.29

Sortino ratio

Return per unit of downside risk

1.92

1.48

+0.44

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

1.90

1.75

+0.15

Martin ratio

Return relative to average drawdown

7.02

5.12

+1.90

EIBAX vs. PDBZX - Sharpe Ratio Comparison

The current EIBAX Sharpe Ratio is 1.33, which is comparable to the PDBZX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of EIBAX and PDBZX, 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


EIBAXPDBZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.04

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.17

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.55

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

1.09

-0.28

Correlation

The correlation between EIBAX and PDBZX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EIBAX vs. PDBZX - Dividend Comparison

EIBAX's dividend yield for the trailing twelve months is around 4.77%, more than PDBZX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
EIBAX
Eaton Vance Total Return Bond Fund
4.77%5.13%5.58%4.01%4.04%3.49%3.87%3.97%4.16%3.55%3.90%5.69%
PDBZX
PGIM Total Return Bond Fund Class Z
4.19%4.54%4.79%4.60%5.73%2.73%2.94%10.36%4.01%2.87%3.92%3.33%

Drawdowns

EIBAX vs. PDBZX - Drawdown Comparison

The maximum EIBAX drawdown since its inception was -17.20%, smaller than the maximum PDBZX drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for EIBAX and PDBZX.


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Drawdown Indicators


EIBAXPDBZXDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-20.88%

+3.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-3.06%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-20.81%

+3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-17.20%

-20.88%

+3.68%

Current Drawdown

Current decline from peak

-2.80%

-2.52%

-0.28%

Average Drawdown

Average peak-to-trough decline

-3.53%

-2.31%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.05%

-0.16%

Volatility

EIBAX vs. PDBZX - Volatility Comparison

Eaton Vance Total Return Bond Fund (EIBAX) and PGIM Total Return Bond Fund Class Z (PDBZX) have volatilities of 1.70% and 1.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIBAXPDBZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.72%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

2.71%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

4.59%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

6.00%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.69%

5.34%

-0.65%