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EIHMX vs. DNYMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIHMX vs. DNYMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance National Municipal Income Fund Class I (EIHMX) and DFA NY Municipal Bond Portfolio (DNYMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIHMX achieves a 2.23% return, which is significantly higher than DNYMX's 0.98% return. Over the past 10 years, EIHMX has outperformed DNYMX with an annualized return of 2.72%, while DNYMX has yielded a comparatively lower 1.34% annualized return.


EIHMX

1D
0.00%
1M
0.88%
YTD
2.23%
6M
2.58%
1Y
8.14%
3Y*
4.22%
5Y*
1.14%
10Y*
2.72%

DNYMX

1D
0.00%
1M
0.20%
YTD
0.98%
6M
1.21%
1Y
2.99%
3Y*
2.82%
5Y*
1.59%
10Y*
1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIHMX vs. DNYMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIHMX
Eaton Vance National Municipal Income Fund Class I
2.23%3.93%2.56%7.23%-9.70%1.73%6.06%8.74%2.04%4.95%
DNYMX
DFA NY Municipal Bond Portfolio
0.98%2.69%2.87%2.76%-1.17%-0.10%1.26%2.42%1.02%1.74%

Correlation

The correlation between EIHMX and DNYMX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.42

The correlation between EIHMX and DNYMX shifts across timeframes, from 0.23 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EIHMX vs. DNYMX — Risk / Return Rank

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

EIHMX
EIHMX Risk / Return Rank: 7474
Overall Rank
EIHMX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EIHMX Sortino Ratio Rank: 8787
Sortino Ratio Rank
EIHMX Omega Ratio Rank: 9191
Omega Ratio Rank
EIHMX Calmar Ratio Rank: 5959
Calmar Ratio Rank
EIHMX Martin Ratio Rank: 4949
Martin Ratio Rank

DNYMX
DNYMX Risk / Return Rank: 9999
Overall Rank
DNYMX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DNYMX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DNYMX Omega Ratio Rank: 9999
Omega Ratio Rank
DNYMX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DNYMX Martin Ratio Rank: 9999
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.

EIHMX vs. DNYMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance National Municipal Income Fund Class I (EIHMX) and DFA NY Municipal Bond Portfolio (DNYMX). 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.


EIHMXDNYMXDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-6.23

Omega ratioGain probability vs. loss probability

1.67

4.18

-2.51

Calmar ratioReturn relative to maximum drawdown

2.88

12.55

-9.67

Martin ratioReturn relative to average drawdown

9.77

56.41

-46.63

EIHMX vs. DNYMX - Sharpe Ratio Comparison

The current EIHMX Sharpe Ratio is 2.62, which is lower than the DNYMX Sharpe Ratio of 4.63. The chart below compares the historical Sharpe Ratios of EIHMX and DNYMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EIHMXDNYMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

4.63

-2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.82

-1.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

1.28

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.33

-0.59

Drawdowns

EIHMX vs. DNYMX - Drawdown Comparison

The maximum EIHMX drawdown since its inception was -39.87%, which is greater than DNYMX's maximum drawdown of -3.19%. Use the drawdown chart below to compare losses from any high point for EIHMX and DNYMX.


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Drawdown Indicators


EIHMXDNYMXDifference

Max Drawdown

Largest peak-to-trough decline

-39.87%

-3.19%

-36.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-0.24%

-2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-7.26%

-0.98%

-6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

-2.53%

-12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-15.32%

-3.19%

-12.13%

Current Drawdown

Current decline from peak

-0.08%

0.00%

-0.08%

Average Drawdown

Average peak-to-trough decline

-3.50%

-0.42%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.05%

+0.81%

Volatility

EIHMX vs. DNYMX - Volatility Comparison

Eaton Vance National Municipal Income Fund Class I (EIHMX) has a higher volatility of 1.21% compared to DFA NY Municipal Bond Portfolio (DNYMX) at 0.20%. This indicates that EIHMX's price experiences larger fluctuations and is considered to be riskier than DNYMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIHMXDNYMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

0.20%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

0.49%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

0.65%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

0.88%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

1.05%

+3.37%

EIHMX vs. DNYMX - Expense Ratio Comparison

EIHMX has a 0.41% expense ratio, which is higher than DNYMX's 0.25% expense ratio.


Dividends

EIHMX vs. DNYMX - Dividend Comparison

EIHMX's dividend yield for the trailing twelve months is around 3.97%, more than DNYMX's 2.65% yield.


PositionTTM20252024202320222021202020192018201720162015
DNYMX
DFA NY Municipal Bond Portfolio
2.65%2.36%2.73%1.92%0.70%0.59%1.06%1.31%1.21%1.04%1.08%0.00%
EIHMX
Eaton Vance National Municipal Income Fund Class I
3.97%4.99%4.38%3.21%3.30%2.40%2.90%3.88%3.87%3.90%4.10%4.12%

Frequently Asked Questions


EIHMX and DNYMX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIHMX has higher volatility (1.21%) compared to DNYMX (0.20%). In terms of maximum drawdown, EIHMX dropped -39.87% vs DNYMX's -3.19%.

DNYMX currently has the higher Sharpe Ratio (4.63 vs 2.62), 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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