EOI vs. SSSYX
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund (EOI) and State Street Equity 500 Index Fund Class K (SSSYX).
EOI is managed by Eaton Vance. It was launched on Oct 29, 2004. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
EOI vs. SSSYX - Performance Comparison
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EOI vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | -4.84% | 7.21% | 35.73% | 20.67% | -19.78% | 32.93% | 9.59% | 31.97% | -4.26% | 26.31% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, EOI achieves a -4.84% return, which is significantly lower than SSSYX's -4.34% return. Over the past 10 years, EOI has underperformed SSSYX with an annualized return of 12.39%, while SSSYX has yielded a comparatively higher 14.02% annualized return.
EOI
- 1D
- 2.13%
- 1M
- -5.29%
- YTD
- -4.84%
- 6M
- -5.18%
- 1Y
- 10.41%
- 3Y*
- 17.08%
- 5Y*
- 10.83%
- 10Y*
- 12.39%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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EOI vs. SSSYX - Expense Ratio Comparison
EOI has a 0.01% expense ratio, which is lower than SSSYX's 0.02% 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%.
Return for Risk
EOI vs. SSSYX — Risk / Return Rank
EOI
SSSYX
EOI vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund (EOI) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.97 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.49 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.52 | -0.71 |
Martin ratioReturn relative to average drawdown | 2.76 | 7.30 | -4.54 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.97 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.70 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.11 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.11 | +0.30 |
Correlation
The correlation between EOI and SSSYX 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
EOI vs. SSSYX - Dividend Comparison
EOI's dividend yield for the trailing twelve months is around 8.37%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | 8.37% | 7.81% | 7.38% | 7.93% | 8.80% | 5.83% | 6.66% | 6.78% | 8.01% | 7.15% | 8.36% | 7.73% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
EOI vs. SSSYX - Drawdown Comparison
The maximum EOI drawdown since its inception was -53.72%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for EOI and SSSYX.
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Drawdown Indicators
| EOI | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -91.48% | +37.76% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -12.10% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -24.49% | -2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.01% | -91.48% | +51.47% |
Current DrawdownCurrent decline from peak | -7.30% | -6.22% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -4.20% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.52% | +1.35% |
Volatility
EOI vs. SSSYX - Volatility Comparison
Eaton Vance Enhanced Equity Income Fund (EOI) has a higher volatility of 6.92% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that EOI's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOI | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 5.34% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 9.53% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 18.29% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 16.89% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 124.43% | -104.55% |