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EIRRX vs. BPRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EIRRX and BPRIX is 0.58, 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.


-0.50.00.51.00.6

Performance

EIRRX vs. BPRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) and BlackRock Inflation Protected Bond Fund (BPRIX). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%SeptemberOctoberNovemberDecember2025February
2.70%
-0.27%
EIRRX
BPRIX

Key characteristics

Sharpe Ratio

EIRRX:

3.95

BPRIX:

1.04

Sortino Ratio

EIRRX:

6.60

BPRIX:

1.52

Omega Ratio

EIRRX:

1.97

BPRIX:

1.19

Calmar Ratio

EIRRX:

9.64

BPRIX:

0.39

Martin Ratio

EIRRX:

37.45

BPRIX:

2.76

Ulcer Index

EIRRX:

0.18%

BPRIX:

1.67%

Daily Std Dev

EIRRX:

1.70%

BPRIX:

4.43%

Max Drawdown

EIRRX:

-10.28%

BPRIX:

-15.18%

Current Drawdown

EIRRX:

0.00%

BPRIX:

-6.58%

Returns By Period

In the year-to-date period, EIRRX achieves a 1.40% return, which is significantly lower than BPRIX's 1.87% return. Over the past 10 years, EIRRX has outperformed BPRIX with an annualized return of 3.51%, while BPRIX has yielded a comparatively lower 1.88% annualized return.


EIRRX

YTD

1.40%

1M

0.80%

6M

3.11%

1Y

6.71%

5Y*

4.57%

10Y*

3.51%

BPRIX

YTD

1.87%

1M

1.34%

6M

0.24%

1Y

4.84%

5Y*

1.67%

10Y*

1.88%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EIRRX vs. BPRIX - Expense Ratio Comparison

EIRRX has a 0.64% expense ratio, which is higher than BPRIX's 0.40% expense ratio.


EIRRX
Eaton Vance Short Duration Inflation-Protected Income Fund
Expense ratio chart for EIRRX: current value at 0.64% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.64%
Expense ratio chart for BPRIX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

EIRRX vs. BPRIX — Risk-Adjusted Performance Rank

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

EIRRX
The Risk-Adjusted Performance Rank of EIRRX is 9797
Overall Rank
The Sharpe Ratio Rank of EIRRX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of EIRRX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of EIRRX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of EIRRX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of EIRRX is 9797
Martin Ratio Rank

BPRIX
The Risk-Adjusted Performance Rank of BPRIX is 4747
Overall Rank
The Sharpe Ratio Rank of BPRIX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of BPRIX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of BPRIX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BPRIX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of BPRIX is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EIRRX vs. BPRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) and BlackRock Inflation Protected Bond Fund (BPRIX). 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.


Sharpe ratio
The chart of Sharpe ratio for EIRRX, currently valued at 3.89, compared to the broader market-1.000.001.002.003.004.003.891.04
The chart of Sortino ratio for EIRRX, currently valued at 6.50, compared to the broader market0.002.004.006.008.0010.0012.006.501.52
The chart of Omega ratio for EIRRX, currently valued at 1.96, compared to the broader market1.002.003.004.001.961.19
The chart of Calmar ratio for EIRRX, currently valued at 9.49, compared to the broader market0.005.0010.0015.0020.009.490.39
The chart of Martin ratio for EIRRX, currently valued at 37.01, compared to the broader market0.0020.0040.0060.0080.0037.012.76
EIRRX
BPRIX

The current EIRRX Sharpe Ratio is 3.95, which is higher than the BPRIX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of EIRRX and BPRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
3.89
1.04
EIRRX
BPRIX

Dividends

EIRRX vs. BPRIX - Dividend Comparison

EIRRX's dividend yield for the trailing twelve months is around 4.04%, more than BPRIX's 3.65% yield.


TTM20242023202220212020201920182017201620152014
EIRRX
Eaton Vance Short Duration Inflation-Protected Income Fund
4.04%4.09%4.50%5.07%3.54%2.20%2.67%2.92%2.14%2.25%2.05%2.34%
BPRIX
BlackRock Inflation Protected Bond Fund
3.65%3.62%3.46%7.68%4.92%1.30%2.30%2.80%2.21%1.19%0.17%1.90%

Drawdowns

EIRRX vs. BPRIX - Drawdown Comparison

The maximum EIRRX drawdown since its inception was -10.28%, smaller than the maximum BPRIX drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for EIRRX and BPRIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-6.58%
EIRRX
BPRIX

Volatility

EIRRX vs. BPRIX - Volatility Comparison

The current volatility for Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) is 0.42%, while BlackRock Inflation Protected Bond Fund (BPRIX) has a volatility of 1.17%. This indicates that EIRRX experiences smaller price fluctuations and is considered to be less risky than BPRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%SeptemberOctoberNovemberDecember2025February
0.42%
1.17%
EIRRX
BPRIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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