EOS vs. EOI
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund II (EOS) and Eaton Vance Enhanced Equity Income Fund (EOI).
EOS is an actively managed fund by Eaton Vance. It was launched on Jan 26, 2005. EOI is managed by Eaton Vance. It was launched on Oct 29, 2004.
Performance
EOS vs. EOI - Performance Comparison
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EOS vs. EOI - 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% |
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% |
Returns By Period
In the year-to-date period, EOS achieves a -10.77% return, which is significantly lower than EOI's -6.83% return. Both investments have delivered pretty close results over the past 10 years, with EOS having a 12.63% annualized return and EOI not far behind at 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%
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%
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EOS vs. EOI - Expense Ratio Comparison
EOS has a 1.09% expense ratio, which is higher than EOI's 0.01% expense ratio.
Return for Risk
EOS vs. EOI — Risk / Return Rank
EOS
EOI
EOS vs. EOI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund II (EOS) and Eaton Vance Enhanced Equity Income Fund (EOI). 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 | EOI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.44 | -0.20 |
Sortino ratioReturn per unit of downside risk | 0.51 | 0.74 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.11 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 0.65 | -0.33 |
Martin ratioReturn relative to average drawdown | 1.09 | 2.24 | -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
| EOS | EOI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.44 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.56 | -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 EOS and EOI 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
EOS vs. EOI - Dividend Comparison
EOS's dividend yield for the trailing twelve months is around 8.93%, more than EOI's 8.55% 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% |
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% |
Drawdowns
EOS vs. EOI - Drawdown Comparison
The maximum EOS drawdown since its inception was -55.74%, roughly equal to the maximum EOI drawdown of -53.72%. Use the drawdown chart below to compare losses from any high point for EOS and EOI.
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Drawdown Indicators
| EOS | EOI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.74% | -53.72% | -2.02% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -13.24% | -3.88% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -26.82% | -7.50% |
Max Drawdown (10Y)Largest decline over 10 years | -41.12% | -40.01% | -1.11% |
Current DrawdownCurrent decline from peak | -12.81% | -9.24% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -7.42% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 3.85% | +1.21% |
Volatility
EOS vs. EOI - Volatility Comparison
Eaton Vance Enhanced Equity Income Fund II (EOS) has a higher volatility of 7.56% compared to Eaton Vance Enhanced Equity Income Fund (EOI) at 6.49%. This indicates that EOS's price experiences larger fluctuations and is considered to be riskier than EOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOS | EOI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 6.49% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 10.14% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 19.15% | +2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 18.59% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 19.87% | +0.78% |