Correlation
The correlation between EILTX and O is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
EILTX vs. O
Compare and contrast key facts about Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX) and Realty Income Corporation (O).
EILTX is managed by Eaton Vance. It was launched on Jan 31, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EILTX or O.
Performance
EILTX vs. O - Performance Comparison
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Key characteristics
EILTX:
0.68
O:
0.86
EILTX:
0.83
O:
1.30
EILTX:
1.14
O:
1.16
EILTX:
0.64
O:
0.64
EILTX:
2.03
O:
1.69
EILTX:
1.63%
O:
9.51%
EILTX:
5.45%
O:
18.39%
EILTX:
-13.25%
O:
-48.45%
EILTX:
-2.25%
O:
-12.20%
Returns By Period
In the year-to-date period, EILTX achieves a -0.36% return, which is significantly lower than O's 8.56% return. Over the past 10 years, EILTX has underperformed O with an annualized return of 2.54%, while O has yielded a comparatively higher 7.61% annualized return.
EILTX
-0.36%
-0.17%
-1.72%
3.29%
2.82%
1.06%
2.54%
O
8.56%
-0.96%
0.62%
12.83%
-1.05%
6.80%
7.61%
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Risk-Adjusted Performance
EILTX vs. O — Risk-Adjusted Performance Rank
EILTX
O
EILTX vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX) and Realty Income Corporation (O). 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.
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Dividends
EILTX vs. O - Dividend Comparison
EILTX's dividend yield for the trailing twelve months is around 2.95%, less than O's 5.61% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EILTX Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund | 2.95% | 3.18% | 2.90% | 2.21% | 1.66% | 1.88% | 2.13% | 2.08% | 1.95% | 1.75% | 2.31% | 2.76% |
O Realty Income Corporation | 5.61% | 5.37% | 5.33% | 4.68% | 3.97% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
Drawdowns
EILTX vs. O - Drawdown Comparison
The maximum EILTX drawdown since its inception was -13.25%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for EILTX and O.
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Volatility
EILTX vs. O - Volatility Comparison
The current volatility for Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX) is 0.71%, while Realty Income Corporation (O) has a volatility of 4.33%. This indicates that EILTX experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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