EILTX vs. TFCYX
Compare and contrast key facts about Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX) and SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX).
EILTX is managed by Eaton Vance. It was launched on Jan 31, 2010. TFCYX is managed by BlackRock. It was launched on Apr 21, 2016.
Performance
EILTX vs. TFCYX - Performance Comparison
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EILTX vs. TFCYX - 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 | -1.17% | 6.86% | 1.65% | 6.40% | -7.31% | 1.05% | 5.63% | 7.35% | 0.37% | 6.12% |
TFCYX SEI Institutional Managed Trust Tax-Free Conservative Income Fund | 0.32% | 2.71% | 3.24% | 2.77% | 0.72% | 0.10% | 0.46% | 1.40% | 1.25% | 0.69% |
Returns By Period
In the year-to-date period, EILTX achieves a -1.17% return, which is significantly lower than TFCYX's 0.32% return.
EILTX
- 1D
- 0.16%
- 1M
- -3.48%
- YTD
- -1.17%
- 6M
- 0.59%
- 1Y
- 5.09%
- 3Y*
- 3.50%
- 5Y*
- 1.44%
- 10Y*
- 2.37%
TFCYX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.32%
- 6M
- 0.99%
- 1Y
- 2.34%
- 3Y*
- 2.75%
- 5Y*
- 1.95%
- 10Y*
- —
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EILTX vs. TFCYX - Expense Ratio Comparison
EILTX has a 0.40% expense ratio, which is higher than TFCYX's 0.13% expense ratio.
Return for Risk
EILTX vs. TFCYX — Risk / Return Rank
EILTX
TFCYX
EILTX vs. TFCYX - 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 SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX). 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 | TFCYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 3.20 | -1.95 |
Sortino ratioReturn per unit of downside risk | 1.70 | 9.75 | -8.05 |
Omega ratioGain probability vs. loss probability | 1.37 | 4.68 | -3.31 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 26.02 | -24.68 |
Martin ratioReturn relative to average drawdown | 5.40 | 69.86 | -64.46 |
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 | TFCYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 3.20 | -1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 1.61 | -1.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 1.61 | -0.81 |
Correlation
The correlation between EILTX and TFCYX is 0.23, 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. TFCYX - Dividend Comparison
EILTX's dividend yield for the trailing twelve months is around 3.22%, more than TFCYX's 2.31% 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% |
TFCYX SEI Institutional Managed Trust Tax-Free Conservative Income Fund | 2.31% | 2.68% | 3.19% | 2.63% | 0.72% | 0.00% | 0.46% | 1.39% | 1.24% | 0.68% | 0.00% | 0.00% |
Drawdowns
EILTX vs. TFCYX - Drawdown Comparison
The maximum EILTX drawdown since its inception was -13.27%, which is greater than TFCYX's maximum drawdown of -1.10%. Use the drawdown chart below to compare losses from any high point for EILTX and TFCYX.
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Drawdown Indicators
| EILTX | TFCYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -1.10% | -12.17% |
Max Drawdown (1Y)Largest decline over 1 year | -4.69% | -0.10% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -13.27% | -1.10% | -12.17% |
Max Drawdown (10Y)Largest decline over 10 years | -13.27% | — | — |
Current DrawdownCurrent decline from peak | -3.48% | -0.10% | -3.38% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -0.02% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 0.04% | +1.12% |
Volatility
EILTX vs. TFCYX - Volatility Comparison
Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX) has a higher volatility of 1.17% compared to SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX) at 0.14%. This indicates that EILTX's price experiences larger fluctuations and is considered to be riskier than TFCYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EILTX | TFCYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 0.14% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.78% | 0.56% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.82% | 0.82% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.98% | 1.21% | +2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.09% | 0.92% | +3.17% |