EOS vs. CLPAX
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund II (EOS) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX).
EOS is an actively managed fund by Eaton Vance. It was launched on Jan 26, 2005. CLPAX is managed by Catalyst Mutual Funds. It was launched on Dec 30, 2013.
Performance
EOS vs. CLPAX - Performance Comparison
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EOS vs. CLPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | -7.05% | 12.32% | 11.42% | 35.92% | -30.54% | 13.11% | 5.25% | 19.41% | -3.65% | 8.20% |
Returns By Period
In the year-to-date period, EOS achieves a -10.77% return, which is significantly lower than CLPAX's -7.05% return. Over the past 10 years, EOS has outperformed CLPAX with an annualized return of 12.63%, while CLPAX has yielded a comparatively lower 5.33% annualized return.
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%
CLPAX
- 1D
- -0.56%
- 1M
- -5.79%
- YTD
- -7.05%
- 6M
- -6.80%
- 1Y
- 14.47%
- 3Y*
- 11.10%
- 5Y*
- 4.94%
- 10Y*
- 5.33%
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EOS vs. CLPAX - Expense Ratio Comparison
EOS has a 1.09% expense ratio, which is lower than CLPAX's 1.74% expense ratio.
Return for Risk
EOS vs. CLPAX — Risk / Return Rank
EOS
CLPAX
EOS vs. CLPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund II (EOS) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX). 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.
| EOS | CLPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.87 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.51 | 1.36 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 0.96 | -0.64 |
Martin ratioReturn relative to average drawdown | 1.09 | 2.91 | -1.82 |
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
| EOS | CLPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.87 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.32 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.37 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.34 | +0.08 |
Correlation
The correlation between EOS and CLPAX is 0.71, 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
EOS vs. CLPAX - Dividend Comparison
EOS's dividend yield for the trailing twelve months is around 8.93%, less than CLPAX's 9.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | 9.79% | 9.10% | 0.00% | 0.00% | 2.68% | 0.32% | 0.49% | 5.41% | 0.30% | 0.02% | 0.00% | 17.26% |
Drawdowns
EOS vs. CLPAX - Drawdown Comparison
The maximum EOS drawdown since its inception was -55.74%, which is greater than CLPAX's maximum drawdown of -32.47%. Use the drawdown chart below to compare losses from any high point for EOS and CLPAX.
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Drawdown Indicators
| EOS | CLPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.74% | -32.47% | -23.27% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -12.87% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -32.47% | -1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -41.12% | -32.47% | -8.65% |
Current DrawdownCurrent decline from peak | -12.81% | -12.87% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -8.16% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 4.26% | +0.80% |
Volatility
EOS vs. CLPAX - Volatility Comparison
Eaton Vance Enhanced Equity Income Fund II (EOS) has a higher volatility of 7.56% compared to Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) at 3.18%. This indicates that EOS's price experiences larger fluctuations and is considered to be riskier than CLPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOS | CLPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 3.18% | +4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 9.87% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 16.59% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 15.63% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 14.38% | +6.27% |