EOI vs. EOS
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund (EOI) and Eaton Vance Enhanced Equity Income Fund II (EOS).
EOI is managed by Eaton Vance. It was launched on Oct 29, 2004. EOS is an actively managed fund by Eaton Vance. It was launched on Jan 26, 2005.
Performance
EOI vs. EOS - Performance Comparison
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EOI vs. EOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | -6.83% | 7.21% | 35.73% | 20.67% | -19.78% | 32.93% | 9.59% | 31.97% | -4.26% | 26.31% |
EOS Eaton Vance Enhanced Equity Income Fund II | -10.77% | 5.77% | 38.69% | 22.59% | -26.50% | 20.30% | 29.45% | 30.32% | 2.77% | 27.89% |
Returns By Period
In the year-to-date period, EOI achieves a -6.83% return, which is significantly higher than EOS's -10.77% return. Both investments have delivered pretty close results over the past 10 years, with EOI having a 12.16% annualized return and EOS not far ahead at 12.63%.
EOI
- 1D
- 3.59%
- 1M
- -7.58%
- YTD
- -6.83%
- 6M
- -6.93%
- 1Y
- 8.39%
- 3Y*
- 16.26%
- 5Y*
- 10.36%
- 10Y*
- 12.16%
EOS
- 1D
- 5.19%
- 1M
- -6.29%
- YTD
- -10.77%
- 6M
- -10.96%
- 1Y
- 5.04%
- 3Y*
- 16.62%
- 5Y*
- 6.83%
- 10Y*
- 12.63%
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EOI vs. EOS - Expense Ratio Comparison
EOI has a 0.01% expense ratio, which is lower than EOS's 1.09% expense ratio.
Return for Risk
EOI vs. EOS — Risk / Return Rank
EOI
EOS
EOI vs. EOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund (EOI) and Eaton Vance Enhanced Equity Income Fund II (EOS). 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.
| EOI | EOS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.24 | +0.20 |
Sortino ratioReturn per unit of downside risk | 0.74 | 0.51 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.07 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 0.32 | +0.33 |
Martin ratioReturn relative to average drawdown | 2.24 | 1.09 | +1.15 |
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
| EOI | EOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.24 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.35 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.61 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.41 | -0.01 |
Correlation
The correlation between EOI and EOS is 0.76, 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
EOI vs. EOS - Dividend Comparison
EOI's dividend yield for the trailing twelve months is around 8.55%, less than EOS's 8.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | 8.55% | 7.81% | 7.38% | 7.93% | 8.80% | 5.83% | 6.66% | 6.78% | 8.01% | 7.15% | 8.36% | 7.73% |
EOS Eaton Vance Enhanced Equity Income Fund II | 8.93% | 7.81% | 7.17% | 7.38% | 9.69% | 5.60% | 5.01% | 6.65% | 7.16% | 6.90% | 8.20% | 7.70% |
Drawdowns
EOI vs. EOS - Drawdown Comparison
The maximum EOI drawdown since its inception was -53.72%, roughly equal to the maximum EOS drawdown of -55.74%. Use the drawdown chart below to compare losses from any high point for EOI and EOS.
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Drawdown Indicators
| EOI | EOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -55.74% | +2.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -17.12% | +3.88% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -34.32% | +7.50% |
Max Drawdown (10Y)Largest decline over 10 years | -40.01% | -41.12% | +1.11% |
Current DrawdownCurrent decline from peak | -9.24% | -12.81% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -7.85% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 5.06% | -1.21% |
Volatility
EOI vs. EOS - Volatility Comparison
The current volatility for Eaton Vance Enhanced Equity Income Fund (EOI) is 6.49%, while Eaton Vance Enhanced Equity Income Fund II (EOS) has a volatility of 7.56%. This indicates that EOI experiences smaller price fluctuations and is considered to be less risky than EOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOI | EOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 7.56% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 12.10% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.15% | 21.34% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 19.62% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.87% | 20.65% | -0.78% |