PortfoliosLab logoPortfoliosLab logo
EIRRX vs. CSL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIRRX vs. CSL - 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 Carlisle Companies Incorporated (CSL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EIRRX vs. CSL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIRRX
Eaton Vance Short Duration Inflation-Protected Income Fund
0.35%4.63%5.65%6.33%-3.08%7.84%5.25%5.60%-0.15%1.94%
CSL
Carlisle Companies Incorporated
4.58%-12.26%19.14%34.26%-4.08%60.64%-1.96%63.10%-10.31%4.51%

Returns By Period

In the year-to-date period, EIRRX achieves a 0.35% return, which is significantly lower than CSL's 4.58% return. Over the past 10 years, EIRRX has underperformed CSL with an annualized return of 3.75%, while CSL has yielded a comparatively higher 14.23% annualized return.


EIRRX

1D
0.25%
1M
-0.15%
YTD
0.35%
6M
0.45%
1Y
3.23%
3Y*
4.71%
5Y*
3.84%
10Y*
3.75%

CSL

1D
2.38%
1M
-15.49%
YTD
4.58%
6M
2.05%
1Y
-0.88%
3Y*
15.12%
5Y*
16.07%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

EIRRX vs. CSL — Risk / Return Rank

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

EIRRX
EIRRX Risk / Return Rank: 8787
Overall Rank
EIRRX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EIRRX Sortino Ratio Rank: 8989
Sortino Ratio Rank
EIRRX Omega Ratio Rank: 8989
Omega Ratio Rank
EIRRX Calmar Ratio Rank: 8585
Calmar Ratio Rank
EIRRX Martin Ratio Rank: 8888
Martin Ratio Rank

CSL
CSL Risk / Return Rank: 3838
Overall Rank
CSL Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CSL Sortino Ratio Rank: 3636
Sortino Ratio Rank
CSL Omega Ratio Rank: 3535
Omega Ratio Rank
CSL Calmar Ratio Rank: 4141
Calmar Ratio Rank
CSL Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIRRX vs. CSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) and Carlisle Companies Incorporated (CSL). 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.


EIRRXCSLDifference

Sharpe ratio

Return per unit of total volatility

1.71

-0.02

+1.73

Sortino ratio

Return per unit of downside risk

2.44

0.23

+2.21

Omega ratio

Gain probability vs. loss probability

1.38

1.03

+0.35

Calmar ratio

Return relative to maximum drawdown

2.14

-0.05

+2.18

Martin ratio

Return relative to average drawdown

9.49

-0.09

+9.58

EIRRX vs. CSL - Sharpe Ratio Comparison

The current EIRRX Sharpe Ratio is 1.71, which is higher than the CSL Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of EIRRX and CSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EIRRXCSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

-0.02

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

0.53

+0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.36

0.49

+0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.52

+0.58

Correlation

The correlation between EIRRX and CSL is 0.11, 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

EIRRX vs. CSL - Dividend Comparison

EIRRX's dividend yield for the trailing twelve months is around 4.12%, more than CSL's 1.29% yield.


TTM20252024202320222021202020192018201720162015
EIRRX
Eaton Vance Short Duration Inflation-Protected Income Fund
4.12%3.57%4.08%4.50%5.07%3.54%2.21%2.66%2.91%2.13%2.24%2.05%
CSL
Carlisle Companies Incorporated
1.29%1.31%1.00%1.02%1.09%0.86%1.31%1.11%1.53%1.27%1.18%1.24%

Drawdowns

EIRRX vs. CSL - Drawdown Comparison

The maximum EIRRX drawdown since its inception was -10.27%, smaller than the maximum CSL drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for EIRRX and CSL.


Loading graphics...

Drawdown Indicators


EIRRXCSLDifference

Max Drawdown

Largest peak-to-trough decline

-10.27%

-64.56%

+54.29%

Max Drawdown (1Y)

Largest decline over 1 year

-1.18%

-31.67%

+30.49%

Max Drawdown (5Y)

Largest decline over 5 years

-6.22%

-37.72%

+31.50%

Max Drawdown (10Y)

Largest decline over 10 years

-10.27%

-38.68%

+28.41%

Current Drawdown

Current decline from peak

-0.54%

-29.47%

+28.93%

Average Drawdown

Average peak-to-trough decline

-1.01%

-12.24%

+11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

16.97%

-16.70%

Volatility

EIRRX vs. CSL - Volatility Comparison

The current volatility for Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) is 0.69%, while Carlisle Companies Incorporated (CSL) has a volatility of 9.57%. This indicates that EIRRX experiences smaller price fluctuations and is considered to be less risky than CSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EIRRXCSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

9.57%

-8.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.12%

22.75%

-21.63%

Volatility (1Y)

Calculated over the trailing 1-year period

1.96%

36.26%

-34.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.85%

30.36%

-27.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.76%

29.38%

-26.62%