EIRRX vs. STPZ
Compare and contrast key facts about Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) and PIMCO 1-5 Year US TIPS Index ETF (STPZ).
EIRRX is managed by Eaton Vance. It was launched on Mar 31, 2010. STPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (1-5 Y). It was launched on Aug 20, 2009.
Performance
EIRRX vs. STPZ - Performance Comparison
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EIRRX vs. STPZ - 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% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 0.71% | 6.40% | 4.30% | 4.28% | -4.49% | 5.64% | 5.44% | 4.83% | 0.04% | 0.51% |
Returns By Period
In the year-to-date period, EIRRX achieves a 0.45% return, which is significantly lower than STPZ's 0.71% return. Over the past 10 years, EIRRX has outperformed STPZ with an annualized return of 3.76%, while STPZ has yielded a comparatively lower 2.81% 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%
STPZ
- 1D
- -0.12%
- 1M
- -0.15%
- YTD
- 0.71%
- 6M
- 0.83%
- 1Y
- 3.68%
- 3Y*
- 4.43%
- 5Y*
- 3.03%
- 10Y*
- 2.81%
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EIRRX vs. STPZ - Expense Ratio Comparison
EIRRX has a 0.64% expense ratio, which is higher than STPZ's 0.20% expense ratio.
Return for Risk
EIRRX vs. STPZ — Risk / Return Rank
EIRRX
STPZ
EIRRX vs. STPZ - 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 PIMCO 1-5 Year US TIPS Index ETF (STPZ). 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 | STPZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.55 | +0.16 |
Sortino ratioReturn per unit of downside risk | 2.44 | 2.21 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.31 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.74 | +0.17 |
Martin ratioReturn relative to average drawdown | 12.86 | 8.15 | +4.70 |
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 | STPZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.55 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.35 | 0.92 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.37 | 0.94 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.89 | +0.21 |
Correlation
The correlation between EIRRX and STPZ is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EIRRX vs. STPZ - Dividend Comparison
EIRRX's dividend yield for the trailing twelve months is around 4.11%, more than STPZ's 3.08% yield.
| 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% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 3.08% | 3.65% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.23% | 1.51% | 0.65% | 0.49% |
Drawdowns
EIRRX vs. STPZ - Drawdown Comparison
The maximum EIRRX drawdown since its inception was -10.27%, which is greater than STPZ's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for EIRRX and STPZ.
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Drawdown Indicators
| EIRRX | STPZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.27% | -6.77% | -3.50% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -1.35% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -6.22% | -6.70% | +0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -10.27% | -6.77% | -3.50% |
Current DrawdownCurrent decline from peak | -0.44% | -0.50% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -1.01% | -1.32% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 0.45% | -0.18% |
Volatility
EIRRX vs. STPZ - Volatility Comparison
The current volatility for Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) is 0.69%, while PIMCO 1-5 Year US TIPS Index ETF (STPZ) has a volatility of 0.73%. This indicates that EIRRX experiences smaller price fluctuations and is considered to be less risky than STPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIRRX | STPZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 0.73% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 1.13% | 1.22% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 2.39% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.85% | 3.30% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.76% | 2.98% | -0.22% |