EIBLX vs. SCHG
Compare and contrast key facts about Eaton Vance Floating Rate Fund (EIBLX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
EIBLX is managed by Eaton Vance. It was launched on Jan 29, 2001. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
EIBLX vs. SCHG - Performance Comparison
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EIBLX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIBLX Eaton Vance Floating Rate Fund | -1.19% | 3.90% | 8.14% | 12.29% | -2.34% | 4.33% | 2.38% | 7.07% | 0.81% | 4.48% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.70% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, EIBLX achieves a -1.19% return, which is significantly higher than SCHG's -9.70% return. Over the past 10 years, EIBLX has underperformed SCHG with an annualized return of 4.80%, while SCHG has yielded a comparatively higher 17.00% annualized return.
EIBLX
- 1D
- 0.13%
- 1M
- -0.13%
- YTD
- -1.19%
- 6M
- -0.66%
- 1Y
- 2.72%
- 3Y*
- 6.54%
- 5Y*
- 4.61%
- 10Y*
- 4.80%
SCHG
- 1D
- 0.03%
- 1M
- -3.86%
- YTD
- -9.70%
- 6M
- -8.38%
- 1Y
- 16.03%
- 3Y*
- 22.25%
- 5Y*
- 12.77%
- 10Y*
- 17.00%
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EIBLX vs. SCHG - Expense Ratio Comparison
EIBLX has a 0.76% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
EIBLX vs. SCHG — Risk / Return Rank
EIBLX
SCHG
EIBLX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Floating Rate Fund (EIBLX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| EIBLX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.72 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.19 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.04 | +0.22 |
Martin ratioReturn relative to average drawdown | 4.23 | 3.47 | +0.75 |
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
| EIBLX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.72 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.69 | 0.57 | +1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.36 | 0.79 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.79 | +0.46 |
Correlation
The correlation between EIBLX and SCHG is 0.18, 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
EIBLX vs. SCHG - Dividend Comparison
EIBLX's dividend yield for the trailing twelve months is around 6.85%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIBLX Eaton Vance Floating Rate Fund | 6.85% | 7.58% | 8.29% | 8.58% | 5.02% | 3.32% | 3.68% | 5.01% | 4.46% | 3.82% | 4.14% | 4.33% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
EIBLX vs. SCHG - Drawdown Comparison
The maximum EIBLX drawdown since its inception was -32.53%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for EIBLX and SCHG.
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Drawdown Indicators
| EIBLX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -34.59% | +2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -1.68% | -16.41% | +14.73% |
Max Drawdown (5Y)Largest decline over 5 years | -6.27% | -34.59% | +28.32% |
Max Drawdown (10Y)Largest decline over 10 years | -18.70% | -34.59% | +15.89% |
Current DrawdownCurrent decline from peak | -1.56% | -12.48% | +10.92% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -5.23% | +3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 4.90% | -4.29% |
Volatility
EIBLX vs. SCHG - Volatility Comparison
The current volatility for Eaton Vance Floating Rate Fund (EIBLX) is 0.56%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.65%. This indicates that EIBLX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIBLX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.56% | 6.65% | -6.09% |
Volatility (6M)Calculated over the trailing 6-month period | 1.50% | 12.52% | -11.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.77% | 22.44% | -19.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.74% | 22.30% | -19.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.53% | 21.51% | -17.98% |