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.
Performance
EILTX vs. O - Performance Comparison
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EILTX vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EILTX Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund | -0.93% | 6.86% | 1.65% | 6.40% | -7.31% | 1.05% | 5.63% | 7.35% | 0.37% | 6.12% |
O Realty Income Corporation | 11.21% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Returns By Period
In the year-to-date period, EILTX achieves a -0.93% return, which is significantly lower than O's 11.21% return. Over the past 10 years, EILTX has underperformed O with an annualized return of 2.40%, while O has yielded a comparatively higher 5.07% annualized return.
EILTX
- 1D
- 0.25%
- 1M
- -2.94%
- YTD
- -0.93%
- 6M
- 0.76%
- 1Y
- 4.91%
- 3Y*
- 3.58%
- 5Y*
- 1.48%
- 10Y*
- 2.40%
O
- 1D
- 1.14%
- 1M
- -8.00%
- YTD
- 11.21%
- 6M
- 5.16%
- 1Y
- 14.40%
- 3Y*
- 4.90%
- 5Y*
- 4.79%
- 10Y*
- 5.07%
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Return for Risk
EILTX vs. O — Risk / Return Rank
EILTX
O
EILTX vs. O - Risk-Adjusted Trends 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.
| EILTX | O | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.86 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.24 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.15 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.19 | +0.15 |
Martin ratioReturn relative to average drawdown | 5.32 | 3.57 | +1.74 |
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
| EILTX | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.86 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.25 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.20 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.49 | +0.32 |
Correlation
The correlation between EILTX and O is 0.16, 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
EILTX vs. O - Dividend Comparison
EILTX's dividend yield for the trailing twelve months is around 3.22%, less than O's 5.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EILTX Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund | 3.22% | 3.92% | 3.70% | 2.17% | 2.20% | 1.65% | 1.80% | 2.46% | 2.08% | 1.94% | 1.61% | 2.30% |
O Realty Income Corporation | 5.22% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Drawdowns
EILTX vs. O - Drawdown Comparison
The maximum EILTX drawdown since its inception was -13.27%, 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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Drawdown Indicators
| EILTX | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -48.45% | +35.18% |
Max Drawdown (1Y)Largest decline over 1 year | -4.69% | -11.10% | +6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -13.27% | -34.48% | +21.21% |
Max Drawdown (10Y)Largest decline over 10 years | -13.27% | -48.28% | +35.01% |
Current DrawdownCurrent decline from peak | -3.24% | -8.00% | +4.76% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -9.22% | +6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 3.70% | -2.52% |
Volatility
EILTX vs. O - Volatility Comparison
The current volatility for Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX) is 1.23%, while Realty Income Corporation (O) has a volatility of 4.53%. 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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Volatility by Period
| EILTX | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.23% | 4.53% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 1.79% | 11.31% | -9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.81% | 16.84% | -12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.98% | 18.89% | -14.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.09% | 25.69% | -21.60% |