EOS vs. PLTY

Last updated Apr 1, 2026

Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund II (EOS) and YieldMax PLTR Option Income Strategy ETF (PLTY).

EOS is an actively managed fund by Eaton Vance. It was launched on Jan 26, 2005. PLTY is an actively managed fund by YieldMax. It was launched on Oct 7, 2024.

Performance

EOS vs. PLTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Enhanced Equity Income Fund II (EOS) and YieldMax PLTR Option Income Strategy ETF (PLTY). The values are adjusted to include any dividend payments, if applicable.

EOS vs. PLTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EOS Eaton Vance Enhanced Equity Income Fund II	-10.77%	5.77%	11.65%
PLTY YieldMax PLTR Option Income Strategy ETF	-13.43%	78.06%	49.98%

Returns By Period

In the year-to-date period, EOS achieves a -10.77% return, which is significantly higher than PLTY's -13.43% 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%

PLTY

• 1D: 5.38%
• 1M: 6.96%
• YTD: -13.43%
• 6M: -15.39%
• 1Y: 46.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EOS vs. PLTY - Expense Ratio Comparison

EOS has a 1.09% expense ratio, which is higher than PLTY's 0.99% expense ratio.

EOS

Eaton Vance Enhanced Equity Income Fund II

PLTY

YieldMax PLTR Option Income Strategy ETF

Return for Risk

EOS vs. PLTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EOS

EOS Risk / Return Rank: 12
EOS Sharpe Ratio Rank: 10
EOS Sortino Ratio Rank: 12
EOS Omega Ratio Rank: 12
EOS Calmar Ratio Rank: 13
EOS Martin Ratio Rank: 13

PLTY

PLTY Risk / Return Rank: 55
PLTY Sharpe Ratio Rank: 61
PLTY Sortino Ratio Rank: 61
PLTY Omega Ratio Rank: 58
PLTY Calmar Ratio Rank: 56
PLTY Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EOS vs. PLTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund II (EOS) and YieldMax PLTR Option Income Strategy ETF (PLTY). 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	PLTY	Difference
Sharpe ratio Return per unit of total volatility	0.24	1.01	-0.77
Sortino ratio Return per unit of downside risk	0.51	1.47	-0.95
Omega ratio Gain probability vs. loss probability	1.07	1.20	-0.13
Calmar ratio Return relative to maximum drawdown	0.32	1.28	-0.96
Martin ratio Return relative to average drawdown	1.09	3.21	-2.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EOS vs. PLTY - Sharpe Ratio Comparison

The current EOS Sharpe Ratio is 0.24, which is lower than the PLTY Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of EOS and PLTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EOS	PLTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	1.01	-0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	1.44	-1.03

Correlation

The correlation between EOS and PLTY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EOS vs. PLTY - Dividend Comparison

EOS's dividend yield for the trailing twelve months is around 8.93%, less than PLTY's 120.04% 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%
PLTY YieldMax PLTR Option Income Strategy ETF	120.04%	112.44%	7.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EOS vs. PLTY - Drawdown Comparison

The maximum EOS drawdown since its inception was -55.74%, which is greater than PLTY's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for EOS and PLTY.

Drawdown Indicators

	EOS	PLTY	Difference
Max Drawdown Largest peak-to-trough decline	-55.74%	-36.61%	-19.13%
Max Drawdown (1Y) Largest decline over 1 year	-17.12%	-34.41%	+17.29%
Max Drawdown (5Y) Largest decline over 5 years	-34.32%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.12%	—	—
Current Drawdown Current decline from peak	-12.81%	-24.92%	+12.11%
Average Drawdown Average peak-to-trough decline	-7.85%	-11.08%	+3.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.06%	13.72%	-8.66%

Volatility

EOS vs. PLTY - Volatility Comparison

The current volatility for Eaton Vance Enhanced Equity Income Fund II (EOS) is 7.56%, while YieldMax PLTR Option Income Strategy ETF (PLTY) has a volatility of 11.97%. This indicates that EOS experiences smaller price fluctuations and is considered to be less risky than PLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EOS	PLTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.56%	11.97%	-4.41%
Volatility (6M) Calculated over the trailing 6-month period	12.10%	32.39%	-20.29%
Volatility (1Y) Calculated over the trailing 1-year period	21.34%	46.37%	-25.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.62%	53.61%	-33.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.65%	53.61%	-32.96%