EIRRX vs. TDTT
Compare and contrast key facts about Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) and FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT).
EIRRX is managed by Eaton Vance. It was launched on Mar 31, 2010. TDTT is a passively managed fund by Northern Trust that tracks the performance of the iBoxx 3-Year Target Duration TIPS. It was launched on Sep 19, 2011.
Performance
EIRRX vs. TDTT - Performance Comparison
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EIRRX vs. TDTT - 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% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 0.69% | 6.67% | 3.96% | 4.40% | -4.58% | 5.49% | 6.84% | 5.74% | 0.25% | 0.43% |
Returns By Period
In the year-to-date period, EIRRX achieves a 0.45% return, which is significantly lower than TDTT's 0.69% return. Over the past 10 years, EIRRX has outperformed TDTT with an annualized return of 3.76%, while TDTT has yielded a comparatively lower 3.03% 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%
TDTT
- 1D
- -0.06%
- 1M
- -0.14%
- YTD
- 0.69%
- 6M
- 0.85%
- 1Y
- 3.66%
- 3Y*
- 4.29%
- 5Y*
- 3.00%
- 10Y*
- 3.03%
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EIRRX vs. TDTT - Expense Ratio Comparison
EIRRX has a 0.64% expense ratio, which is higher than TDTT's 0.18% expense ratio.
Return for Risk
EIRRX vs. TDTT — Risk / Return Rank
EIRRX
TDTT
EIRRX vs. TDTT - 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 FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). 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 | TDTT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.56 | +0.15 |
Sortino ratioReturn per unit of downside risk | 2.44 | 2.31 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.32 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.64 | +0.27 |
Martin ratioReturn relative to average drawdown | 12.86 | 8.57 | +4.29 |
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 | TDTT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.56 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.35 | 0.82 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.37 | 0.90 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.68 | +0.42 |
Correlation
The correlation between EIRRX and TDTT is 0.70, 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. TDTT - Dividend Comparison
EIRRX's dividend yield for the trailing twelve months is around 4.11%, more than TDTT's 3.70% 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% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 3.70% | 4.52% | 4.01% | 3.88% | 6.97% | 4.53% | 1.15% | 1.91% | 2.48% | 1.88% | 1.01% | 0.00% |
Drawdowns
EIRRX vs. TDTT - Drawdown Comparison
The maximum EIRRX drawdown since its inception was -10.27%, which is greater than TDTT's maximum drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for EIRRX and TDTT.
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Drawdown Indicators
| EIRRX | TDTT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.27% | -6.97% | -3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -1.40% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -6.22% | -6.97% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -10.27% | -6.97% | -3.30% |
Current DrawdownCurrent decline from peak | -0.44% | -0.51% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -1.01% | -1.62% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 0.43% | -0.16% |
Volatility
EIRRX vs. TDTT - Volatility Comparison
Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) has a higher volatility of 0.69% compared to FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) at 0.65%. This indicates that EIRRX's price experiences larger fluctuations and is considered to be riskier than TDTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIRRX | TDTT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 0.65% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 1.13% | 1.19% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 2.35% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.85% | 3.68% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.76% | 3.38% | -0.62% |