EOS vs. VOO
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund II (EOS) and Vanguard S&P 500 ETF (VOO).
EOS is an actively managed fund by Eaton Vance. It was launched on Jan 26, 2005. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
EOS vs. VOO - Performance Comparison
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EOS vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, EOS achieves a -10.77% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, EOS has underperformed VOO with an annualized return of 12.63%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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EOS vs. VOO - Expense Ratio Comparison
EOS has a 1.09% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
EOS vs. VOO — Risk / Return Rank
EOS
VOO
EOS vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund II (EOS) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.98 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.51 | 1.50 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.23 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.53 | -1.21 |
Martin ratioReturn relative to average drawdown | 1.09 | 7.29 | -6.20 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.98 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.70 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.78 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.83 | -0.42 |
Correlation
The correlation between EOS and VOO 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. VOO - Dividend Comparison
EOS's dividend yield for the trailing twelve months is around 8.93%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
EOS vs. VOO - Drawdown Comparison
The maximum EOS drawdown since its inception was -55.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EOS and VOO.
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Drawdown Indicators
| EOS | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.74% | -33.99% | -21.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -11.98% | -5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -24.52% | -9.80% |
Max Drawdown (10Y)Largest decline over 10 years | -41.12% | -33.99% | -7.13% |
Current DrawdownCurrent decline from peak | -12.81% | -6.29% | -6.52% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -3.72% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 2.52% | +2.54% |
Volatility
EOS vs. VOO - Volatility Comparison
Eaton Vance Enhanced Equity Income Fund II (EOS) has a higher volatility of 7.56% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that EOS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOS | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 5.29% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 9.44% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 18.10% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 16.82% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 17.99% | +2.66% |