EIFVX vs. E
EIFVX (Eaton Vance Focused Value Opportunities Fund) is Large Cap Value Equities fund managed by Eaton Vance, while E (Eni S.p.A.) is a stock. Over the past 10 years, EIFVX returned 12.51%/yr vs 12.97%/yr for E. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
EIFVX vs. E - Performance Comparison
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Returns By Period
In the year-to-date period, EIFVX achieves a 19.73% return, which is significantly lower than E's 49.82% return. Both investments have delivered pretty close results over the past 10 years, with EIFVX having a 12.51% annualized return and E not far ahead at 12.97%.
EIFVX
- 1D
- 0.81%
- 1M
- 2.09%
- 6M
- 14.83%
- YTD
- 19.73%
- 1Y
- 32.77%
- 3Y*
- 14.54%
- 5Y*
- 10.57%
- 10Y*
- 12.51%
- ALL TIME*
- 12.40%
E
- 1D
- 0.00%
- 1M
- 18.54%
- 6M
- 38.91%
- YTD
- 49.82%
- 1Y
- 72.88%
- 3Y*
- 30.16%
- 5Y*
- 26.94%
- 10Y*
- 12.97%
- ALL TIME*
- 9.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.39M | $21.06M | $21.85M | |
| $0.00 | $0.00 | $0.00 |
EIFVX vs. E - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIFVX Eaton Vance Focused Value Opportunities Fund | 19.73% | 10.89% | 12.44% | 8.48% | -3.31% | 23.71% | 2.23% | 37.25% | -6.15% | 20.40% |
E Eni S.p.A. | 49.82% | 48.40% | -13.95% | 26.73% | 10.92% | 43.12% | -28.73% | 4.29% | -0.98% | 7.27% |
Correlation
The correlation between EIFVX and E is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.52 |
Over the past year, the correlation between EIFVX and E has dropped to 0.11 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
EIFVX vs. E — Risk / Return Rank
EIFVX
E
EIFVX vs. E - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Focused Value Opportunities Fund (EIFVX) and Eni S.p.A. (E). 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.
| EIFVX | E | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.46 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 3.64 | -0.63 |
| Martin ratioReturn relative to average drawdown | 12.76 | 12.58 | +0.19 |
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Drawdowns
EIFVX vs. E - Drawdown Comparison
The maximum EIFVX drawdown since its inception was -40.64%, smaller than the maximum E drawdown of -70.53%. Use the drawdown chart below to compare losses from any high point for EIFVX and E.
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Drawdown Indicators
| EIFVX | E | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.64% | -70.53% | +29.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.93% | -20.00% | +10.07% |
Max Drawdown (3Y)Largest decline over 3 years | -17.87% | -20.13% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -17.87% | -33.71% | +15.84% |
Max Drawdown (10Y)Largest decline over 10 years | -40.64% | -61.59% | +20.95% |
Current DrawdownCurrent decline from peak | -0.44% | -2.47% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -23.02% | +19.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 5.79% | -3.44% |
Volatility
EIFVX vs. E - Volatility Comparison
The current volatility for Eaton Vance Focused Value Opportunities Fund (EIFVX) is 2.68%, while Eni S.p.A. (E) has a volatility of 10.66%. This indicates that EIFVX experiences smaller price fluctuations and is considered to be less risky than E based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIFVX | E | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 10.66% | -7.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 21.89% | -12.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.10% | 25.66% | -13.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 25.37% | -9.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 28.17% | -10.16% |
Dividends
EIFVX vs. E - Dividend Comparison
EIFVX's dividend yield for the trailing twelve months is around 4.66%, more than E's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
E Eni S.p.A. | 4.34% | 5.88% | 7.69% | 5.74% | 6.38% | 5.79% | 5.91% | 6.11% | 5.15% | 3.96% | 3.98% | 5.14% |
EIFVX Eaton Vance Focused Value Opportunities Fund | 4.66% | 5.58% | 6.99% | 2.92% | 4.13% | 9.92% | 3.05% | 7.05% | 17.26% | 3.57% | 2.86% | 4.17% |
Frequently Asked Questions
EIFVX and E have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
E has higher volatility (10.66%) compared to EIFVX (2.68%). In terms of maximum drawdown, EIFVX dropped -40.64% vs E's -70.53%.
E currently has the higher Sharpe Ratio (2.84 vs 2.48), 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.
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