EIVPX vs. SHIIX
Compare and contrast key facts about Parametric Volatility Risk Premium - Defensive Fund (EIVPX) and Catalyst Buffered Shield Fund (SHIIX).
EIVPX is managed by Eaton Vance. It was launched on Feb 8, 2017. SHIIX is managed by Catalyst Mutual Funds. It was launched on Apr 13, 2015.
Performance
EIVPX vs. SHIIX - Performance Comparison
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EIVPX vs. SHIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIVPX Parametric Volatility Risk Premium - Defensive Fund | -2.03% | 12.90% | 16.45% | 16.83% | -8.64% | 17.96% | 4.74% | 15.46% | -2.80% | 8.71% |
SHIIX Catalyst Buffered Shield Fund | -3.13% | 10.88% | 13.57% | 14.03% | -18.44% | 14.15% | 7.18% | 20.24% | -5.58% | 10.71% |
Returns By Period
In the year-to-date period, EIVPX achieves a -2.03% return, which is significantly higher than SHIIX's -3.13% return.
EIVPX
- 1D
- -0.12%
- 1M
- -3.53%
- YTD
- -2.03%
- 6M
- 1.22%
- 1Y
- 12.43%
- 3Y*
- 12.57%
- 5Y*
- 9.07%
- 10Y*
- —
SHIIX
- 1D
- -0.09%
- 1M
- -4.09%
- YTD
- -3.13%
- 6M
- -1.09%
- 1Y
- 10.03%
- 3Y*
- 10.44%
- 5Y*
- 4.67%
- 10Y*
- 6.69%
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EIVPX vs. SHIIX - Expense Ratio Comparison
EIVPX has a 0.47% expense ratio, which is lower than SHIIX's 1.23% expense ratio.
Return for Risk
EIVPX vs. SHIIX — Risk / Return Rank
EIVPX
SHIIX
EIVPX vs. SHIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Volatility Risk Premium - Defensive Fund (EIVPX) and Catalyst Buffered Shield Fund (SHIIX). 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.
| EIVPX | SHIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.06 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.56 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.28 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.20 | +0.08 |
Martin ratioReturn relative to average drawdown | 8.56 | 6.48 | +2.08 |
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
| EIVPX | SHIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.06 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.55 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.77 | -0.07 |
Correlation
The correlation between EIVPX and SHIIX is 0.87, 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
EIVPX vs. SHIIX - Dividend Comparison
EIVPX's dividend yield for the trailing twelve months is around 4.10%, more than SHIIX's 3.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EIVPX Parametric Volatility Risk Premium - Defensive Fund | 4.10% | 4.01% | 2.67% | 5.09% | 7.95% | 1.22% | 0.75% | 1.23% | 1.24% | 0.53% | 0.00% |
SHIIX Catalyst Buffered Shield Fund | 3.12% | 3.02% | 2.94% | 2.52% | 0.68% | 16.99% | 2.01% | 6.13% | 10.13% | 14.66% | 0.79% |
Drawdowns
EIVPX vs. SHIIX - Drawdown Comparison
The maximum EIVPX drawdown since its inception was -26.67%, which is greater than SHIIX's maximum drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for EIVPX and SHIIX.
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Drawdown Indicators
| EIVPX | SHIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -20.20% | -6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -7.44% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -14.07% | -20.20% | +6.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.20% | — |
Current DrawdownCurrent decline from peak | -3.81% | -4.27% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -2.51% | -4.18% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 1.38% | -0.01% |
Volatility
EIVPX vs. SHIIX - Volatility Comparison
Parametric Volatility Risk Premium - Defensive Fund (EIVPX) has a higher volatility of 2.57% compared to Catalyst Buffered Shield Fund (SHIIX) at 2.39%. This indicates that EIVPX's price experiences larger fluctuations and is considered to be riskier than SHIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIVPX | SHIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 2.39% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 5.29% | 3.76% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 9.97% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.81% | 8.60% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.89% | 8.57% | +3.32% |