EOI vs. AGRDX
EOI (Eaton Vance Enhanced Equity Income Fund) and AGRDX (JPMorgan Research Enhanced Equity Fund Class R6) are both mutual funds - EOI is a Derivative Income fund managed by Eaton Vance, while AGRDX is a Large Cap Blend Equities fund managed by JPMorgan. Over the past 10 years, EOI returned 12.42%/yr vs 15.89%/yr for AGRDX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. EOI charges 0.01%/yr vs 0.25%/yr for AGRDX.
Performance
EOI vs. AGRDX - Performance Comparison
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Returns By Period
In the year-to-date period, EOI achieves a 0.77% return, which is significantly lower than AGRDX's 1.10% return. Over the past 10 years, EOI has underperformed AGRDX with an annualized return of 12.42%, while AGRDX has yielded a comparatively higher 15.89% annualized return.
EOI
- 1D
- 0.66%
- 1M
- 0.77%
- 6M
- -1.84%
- YTD
- 0.77%
- 1Y
- 3.69%
- 3Y*
- 14.63%
- 5Y*
- 9.64%
- 10Y*
- 12.42%
- ALL TIME*
- 8.76%
AGRDX
- 1D
- 2.83%
- 1M
- -2.77%
- 6M
- 2.79%
- YTD
- 1.10%
- 1Y
- 11.24%
- 3Y*
- 16.84%
- 5Y*
- 9.79%
- 10Y*
- 15.89%
- ALL TIME*
- 14.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.29M | $1.21M | $1.34M |
EOI vs. AGRDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | 0.77% | 7.21% | 35.73% | 20.67% | -19.78% | 32.93% | 9.59% | 31.97% | -4.26% | 26.31% |
AGRDX JPMorgan Research Enhanced Equity Fund Class R6 | 1.10% | 15.66% | 26.66% | 43.81% | -31.15% | 28.29% | 35.69% | 35.89% | -1.22% | 29.85% |
Correlation
The correlation between EOI and AGRDX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.70 |
The correlation between EOI and AGRDX has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
EOI vs. AGRDX — Risk / Return Rank
EOI
AGRDX
EOI vs. AGRDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund (EOI) and JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EOI | AGRDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.10 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 0.56 | -0.39 |
| Martin ratioReturn relative to average drawdown | 0.52 | 1.69 | -1.18 |
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Drawdowns
EOI vs. AGRDX - Drawdown Comparison
The maximum EOI drawdown since its inception was -53.72%, which is greater than AGRDX's maximum drawdown of -34.73%. Use the drawdown chart below to compare losses from any high point for EOI and AGRDX.
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Drawdown Indicators
| EOI | AGRDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -34.73% | -18.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.52% | -16.55% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -23.15% | -24.12% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -34.73% | +7.91% |
Max Drawdown (10Y)Largest decline over 10 years | -40.01% | -34.73% | -5.28% |
Current DrawdownCurrent decline from peak | -1.84% | -7.49% | +5.65% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -5.89% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 5.45% | -1.46% |
Volatility
EOI vs. AGRDX - Volatility Comparison
The current volatility for Eaton Vance Enhanced Equity Income Fund (EOI) is 3.95%, while JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) has a volatility of 5.54%. This indicates that EOI experiences smaller price fluctuations and is considered to be less risky than AGRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOI | AGRDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 5.54% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 13.84% | -2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 17.43% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 21.83% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 21.41% | -1.50% |
EOI vs. AGRDX - Expense Ratio Comparison
EOI has a 0.01% expense ratio, which is lower than AGRDX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EOI vs. AGRDX - Dividend Comparison
EOI's dividend yield for the trailing twelve months is around 8.12%, less than AGRDX's 16.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGRDX JPMorgan Research Enhanced Equity Fund Class R6 | 16.08% | 16.25% | 5.72% | 4.64% | 5.01% | 9.55% | 5.24% | 5.86% | 13.94% | 9.95% | 4.58% | 6.71% |
EOI Eaton Vance Enhanced Equity Income Fund | 8.12% | 7.81% | 7.38% | 7.93% | 8.80% | 5.83% | 6.66% | 6.78% | 8.01% | 7.15% | 8.36% | 7.73% |
Frequently Asked Questions
EOI and AGRDX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGRDX has higher volatility (5.54%) compared to EOI (3.95%). In terms of maximum drawdown, EOI dropped -53.72% vs AGRDX's -34.73%.
AGRDX currently has the higher Sharpe Ratio (0.53 vs 0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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