EIRRX vs. GLD
Compare and contrast key facts about Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) and SPDR Gold Shares (GLD).
EIRRX is managed by Eaton Vance. It was launched on Mar 31, 2010. GLD is a passively managed fund by State Street that tracks the performance of the LBMA Gold Price PM. It was launched on Nov 18, 2004.
Performance
EIRRX vs. GLD - Performance Comparison
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EIRRX vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIRRX Eaton Vance Short Duration Inflation-Protected Income Fund | 0.45% | 4.63% | 5.65% | 6.33% | -3.08% | 7.84% | 5.25% | 5.60% | -0.15% | 1.94% |
GLD SPDR Gold Shares | 10.47% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
Returns By Period
In the year-to-date period, EIRRX achieves a 0.45% return, which is significantly lower than GLD's 10.47% return. Over the past 10 years, EIRRX has underperformed GLD with an annualized return of 3.76%, while GLD has yielded a comparatively higher 14.11% annualized return.
EIRRX
- 1D
- 0.10%
- 1M
- 0.05%
- YTD
- 0.45%
- 6M
- 0.45%
- 1Y
- 3.33%
- 3Y*
- 4.75%
- 5Y*
- 3.82%
- 10Y*
- 3.76%
GLD
- 1D
- 1.75%
- 1M
- -10.65%
- YTD
- 10.47%
- 6M
- 22.97%
- 1Y
- 52.25%
- 3Y*
- 33.69%
- 5Y*
- 22.00%
- 10Y*
- 14.11%
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EIRRX vs. GLD - Expense Ratio Comparison
EIRRX has a 0.64% expense ratio, which is higher than GLD's 0.40% expense ratio.
Return for Risk
EIRRX vs. GLD — Risk / Return Rank
EIRRX
GLD
EIRRX vs. GLD - 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 SPDR Gold Shares (GLD). 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.
| EIRRX | GLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.89 | -0.18 |
Sortino ratioReturn per unit of downside risk | 2.44 | 2.31 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.70 | +0.21 |
Martin ratioReturn relative to average drawdown | 12.86 | 9.90 | +2.96 |
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
| EIRRX | GLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.89 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.35 | 1.25 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.37 | 0.89 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.63 | +0.47 |
Correlation
The correlation between EIRRX and GLD is 0.28, 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. GLD - Dividend Comparison
EIRRX's dividend yield for the trailing twelve months is around 4.11%, while GLD has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIRRX Eaton Vance Short Duration Inflation-Protected Income Fund | 4.11% | 3.57% | 4.08% | 4.50% | 5.07% | 3.54% | 2.21% | 2.66% | 2.91% | 2.13% | 2.24% | 2.05% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EIRRX vs. GLD - Drawdown Comparison
The maximum EIRRX drawdown since its inception was -10.27%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for EIRRX and GLD.
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Drawdown Indicators
| EIRRX | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.27% | -45.56% | +35.29% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -19.21% | +18.03% |
Max Drawdown (5Y)Largest decline over 5 years | -6.22% | -21.03% | +14.81% |
Max Drawdown (10Y)Largest decline over 10 years | -10.27% | -22.00% | +11.73% |
Current DrawdownCurrent decline from peak | -0.44% | -11.71% | +11.27% |
Average DrawdownAverage peak-to-trough decline | -1.01% | -16.17% | +15.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 5.25% | -4.98% |
Volatility
EIRRX vs. GLD - Volatility Comparison
The current volatility for Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) is 0.69%, while SPDR Gold Shares (GLD) has a volatility of 10.48%. This indicates that EIRRX experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIRRX | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 10.48% | -9.79% |
Volatility (6M)Calculated over the trailing 6-month period | 1.13% | 24.34% | -23.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 27.81% | -25.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.85% | 17.75% | -14.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.76% | 15.88% | -13.12% |