EOS vs. QQQ
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund II (EOS) and Invesco QQQ ETF (QQQ).
EOS is an actively managed fund by Eaton Vance. It was launched on Jan 26, 2005. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
EOS vs. QQQ - Performance Comparison
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EOS vs. QQQ - 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% |
QQQ Invesco QQQ ETF | -5.93% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, EOS achieves a -10.77% return, which is significantly lower than QQQ's -5.93% return. Over the past 10 years, EOS has underperformed QQQ with an annualized return of 12.63%, while QQQ has yielded a comparatively higher 18.85% 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%
QQQ
- 1D
- 3.39%
- 1M
- -4.84%
- YTD
- -5.93%
- 6M
- -3.62%
- 1Y
- 23.68%
- 3Y*
- 22.32%
- 5Y*
- 12.88%
- 10Y*
- 18.85%
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EOS vs. QQQ - Expense Ratio Comparison
EOS has a 1.09% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
EOS vs. QQQ — Risk / Return Rank
EOS
QQQ
EOS vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund II (EOS) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 1.05 | -0.81 |
Sortino ratioReturn per unit of downside risk | 0.51 | 1.63 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.23 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.88 | -1.55 |
Martin ratioReturn relative to average drawdown | 1.09 | 6.95 | -5.86 |
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 | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 1.05 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.58 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.85 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.37 | +0.04 |
Correlation
The correlation between EOS and QQQ is 0.69, 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. QQQ - Dividend Comparison
EOS's dividend yield for the trailing twelve months is around 8.93%, more than QQQ's 0.49% 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% |
QQQ Invesco QQQ ETF | 0.49% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
EOS vs. QQQ - Drawdown Comparison
The maximum EOS drawdown since its inception was -55.74%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for EOS and QQQ.
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Drawdown Indicators
| EOS | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.74% | -82.97% | +27.23% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -12.62% | -4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -35.12% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -41.12% | -35.12% | -6.00% |
Current DrawdownCurrent decline from peak | -12.81% | -8.98% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -32.99% | +25.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 3.41% | +1.65% |
Volatility
EOS vs. QQQ - Volatility Comparison
Eaton Vance Enhanced Equity Income Fund II (EOS) has a higher volatility of 7.56% compared to Invesco QQQ ETF (QQQ) at 6.51%. This indicates that EOS's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOS | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 6.51% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 12.77% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 22.67% | -1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 22.39% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 22.25% | -1.60% |