EIRAX vs. EAIIX
Compare and contrast key facts about Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) and Eaton Vance Global Bond Fund (EAIIX).
EIRAX is managed by Eaton Vance. It was launched on Sep 29, 2011. EAIIX is managed by Eaton Vance. It was launched on Jun 26, 2007.
Performance
EIRAX vs. EAIIX - Performance Comparison
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EIRAX vs. EAIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EAIIX Eaton Vance Global Bond Fund | 1.22% | 13.67% | -2.81% | 8.45% | -11.29% | -5.71% | 9.33% | 6.09% | -2.67% | 10.58% |
Returns By Period
In the year-to-date period, EIRAX achieves a -1.78% return, which is significantly lower than EAIIX's 1.22% return. Over the past 10 years, EIRAX has outperformed EAIIX with an annualized return of 5.51%, while EAIIX has yielded a comparatively lower 2.48% annualized return.
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%
EAIIX
- 1D
- 0.30%
- 1M
- -1.24%
- YTD
- 1.22%
- 6M
- 3.72%
- 1Y
- 11.99%
- 3Y*
- 5.46%
- 5Y*
- 1.01%
- 10Y*
- 2.48%
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EIRAX vs. EAIIX - Expense Ratio Comparison
EIRAX has a 0.93% expense ratio, which is lower than EAIIX's 1.02% expense ratio.
Return for Risk
EIRAX vs. EAIIX — Risk / Return Rank
EIRAX
EAIIX
EIRAX vs. EAIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) and Eaton Vance Global Bond Fund (EAIIX). 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.
| EIRAX | EAIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 2.52 | -1.41 |
Sortino ratioReturn per unit of downside risk | 1.63 | 3.96 | -2.33 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.59 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 5.16 | -3.70 |
Martin ratioReturn relative to average drawdown | 6.43 | 17.55 | -11.12 |
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
| EIRAX | EAIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.52 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.15 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.45 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.53 | +0.08 |
Correlation
The correlation between EIRAX and EAIIX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EIRAX vs. EAIIX - Dividend Comparison
EIRAX's dividend yield for the trailing twelve months is around 2.85%, less than EAIIX's 8.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EAIIX Eaton Vance Global Bond Fund | 8.61% | 7.44% | 4.80% | 4.42% | 4.54% | 5.37% | 6.13% | 5.69% | 4.70% | 4.43% | 5.53% | 5.89% |
Drawdowns
EIRAX vs. EAIIX - Drawdown Comparison
The maximum EIRAX drawdown since its inception was -19.85%, smaller than the maximum EAIIX drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for EIRAX and EAIIX.
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Drawdown Indicators
| EIRAX | EAIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.85% | -25.32% | +5.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -2.33% | -5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -24.13% | +4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -19.85% | -25.32% | +5.47% |
Current DrawdownCurrent decline from peak | -5.79% | -2.03% | -3.76% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -5.09% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 0.68% | +1.07% |
Volatility
EIRAX vs. EAIIX - Volatility Comparison
Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) has a higher volatility of 4.63% compared to Eaton Vance Global Bond Fund (EAIIX) at 1.37%. This indicates that EIRAX's price experiences larger fluctuations and is considered to be riskier than EAIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIRAX | EAIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 1.37% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 6.91% | 2.12% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.04% | 4.84% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.69% | 6.56% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.06% | 5.50% | +3.56% |