PortfoliosLab logoPortfoliosLab logo
EIFVX vs. EIRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIFVX vs. EIRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Focused Value Opportunities Fund (EIFVX) and Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EIFVX vs. EIRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIFVX
Eaton Vance Focused Value Opportunities Fund
-0.14%10.89%12.44%8.48%-3.31%23.71%2.23%37.25%-6.15%20.40%
EIRAX
Eaton Vance Richard Bernstein All Asset Strategy Fund
-1.78%12.89%7.68%6.80%-14.73%7.22%9.83%16.28%-7.47%15.02%

Returns By Period

In the year-to-date period, EIFVX achieves a -0.14% return, which is significantly higher than EIRAX's -1.78% return. Over the past 10 years, EIFVX has outperformed EIRAX with an annualized return of 10.83%, while EIRAX has yielded a comparatively lower 5.51% annualized return.


EIFVX

1D
2.36%
1M
-6.73%
YTD
-0.14%
6M
4.32%
1Y
11.52%
3Y*
11.63%
5Y*
7.47%
10Y*
10.83%

EIRAX

1D
2.11%
1M
-4.80%
YTD
-1.78%
6M
0.83%
1Y
10.73%
3Y*
6.83%
5Y*
2.60%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EIFVX vs. EIRAX - Expense Ratio Comparison

EIFVX has a 0.74% expense ratio, which is lower than EIRAX's 0.93% expense ratio.


Return for Risk

EIFVX vs. EIRAX — Risk / Return Rank

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

EIFVX
EIFVX Risk / Return Rank: 2929
Overall Rank
EIFVX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EIFVX Sortino Ratio Rank: 2626
Sortino Ratio Rank
EIFVX Omega Ratio Rank: 2626
Omega Ratio Rank
EIFVX Calmar Ratio Rank: 3535
Calmar Ratio Rank
EIFVX Martin Ratio Rank: 3434
Martin Ratio Rank

EIRAX
EIRAX Risk / Return Rank: 5959
Overall Rank
EIRAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EIRAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
EIRAX Omega Ratio Rank: 5454
Omega Ratio Rank
EIRAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
EIRAX Martin Ratio Rank: 6565
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.

EIFVX vs. EIRAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Focused Value Opportunities Fund (EIFVX) and Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX). 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.


EIFVXEIRAXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.11

-0.40

Sortino ratio

Return per unit of downside risk

1.09

1.63

-0.53

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.07

1.46

-0.39

Martin ratio

Return relative to average drawdown

4.05

6.43

-2.38

EIFVX vs. EIRAX - Sharpe Ratio Comparison

The current EIFVX Sharpe Ratio is 0.71, which is lower than the EIRAX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of EIFVX and EIRAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EIFVXEIRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.11

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.30

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.61

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.61

+0.06

Correlation

The correlation between EIFVX and EIRAX is 0.78, 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

EIFVX vs. EIRAX - Dividend Comparison

EIFVX's dividend yield for the trailing twelve months is around 5.59%, more than EIRAX's 2.85% yield.


TTM20252024202320222021202020192018201720162015
EIFVX
Eaton Vance Focused Value Opportunities Fund
5.59%5.58%6.99%2.92%4.13%9.92%3.05%7.05%17.26%3.57%2.86%4.17%
EIRAX
Eaton Vance Richard Bernstein All Asset Strategy Fund
2.85%2.80%2.35%2.58%1.11%5.68%3.13%7.42%2.98%2.35%0.73%1.59%

Drawdowns

EIFVX vs. EIRAX - Drawdown Comparison

The maximum EIFVX drawdown since its inception was -40.64%, which is greater than EIRAX's maximum drawdown of -19.85%. Use the drawdown chart below to compare losses from any high point for EIFVX and EIRAX.


Loading graphics...

Drawdown Indicators


EIFVXEIRAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.64%

-19.85%

-20.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-7.73%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-19.85%

+1.98%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-19.85%

-20.79%

Current Drawdown

Current decline from peak

-7.80%

-5.79%

-2.01%

Average Drawdown

Average peak-to-trough decline

-3.88%

-3.86%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

1.75%

+1.32%

Volatility

EIFVX vs. EIRAX - Volatility Comparison

Eaton Vance Focused Value Opportunities Fund (EIFVX) and Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) have volatilities of 4.79% and 4.63%, 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.


Loading graphics...

Volatility by Period


EIFVXEIRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

4.63%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

6.91%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

10.04%

+5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

8.69%

+6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

9.06%

+8.96%