ERBIX vs. GAOAX
Compare and contrast key facts about Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) and JPMorgan Global Allocation Fund A (GAOAX).
ERBIX is managed by Eaton Vance. It was launched on Oct 11, 2010. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
ERBIX vs. GAOAX - Performance Comparison
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ERBIX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ERBIX Eaton Vance Richard Bernstein Equity Strategy Fund | -2.81% | 18.35% | 15.00% | 14.63% | -14.75% | 17.75% | 16.49% | 36.69% | -11.86% | 20.94% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, ERBIX achieves a -2.81% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, ERBIX has outperformed GAOAX with an annualized return of 11.21%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
ERBIX
- 1D
- 3.16%
- 1M
- -6.32%
- YTD
- -2.81%
- 6M
- 0.68%
- 1Y
- 17.69%
- 3Y*
- 12.66%
- 5Y*
- 7.17%
- 10Y*
- 11.21%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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ERBIX vs. GAOAX - Expense Ratio Comparison
ERBIX has a 0.93% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
ERBIX vs. GAOAX — Risk / Return Rank
ERBIX
GAOAX
ERBIX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| ERBIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.86 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.24 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.10 | +0.51 |
Martin ratioReturn relative to average drawdown | 6.94 | 4.47 | +2.47 |
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
| ERBIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.86 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.17 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.53 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.54 | +0.15 |
Correlation
The correlation between ERBIX and GAOAX is 0.95, 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
ERBIX vs. GAOAX - Dividend Comparison
ERBIX's dividend yield for the trailing twelve months is around 18.67%, more than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERBIX Eaton Vance Richard Bernstein Equity Strategy Fund | 18.67% | 18.14% | 4.12% | 8.82% | 5.97% | 13.08% | 2.63% | 16.82% | 5.93% | 5.78% | 3.59% | 2.32% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
ERBIX vs. GAOAX - Drawdown Comparison
The maximum ERBIX drawdown since its inception was -29.18%, roughly equal to the maximum GAOAX drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for ERBIX and GAOAX.
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Drawdown Indicators
| ERBIX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.18% | -29.02% | -0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -8.95% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -29.02% | +4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -29.18% | -29.02% | -0.16% |
Current DrawdownCurrent decline from peak | -7.59% | -7.61% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -6.01% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.20% | +0.44% |
Volatility
ERBIX vs. GAOAX - Volatility Comparison
Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) has a higher volatility of 6.49% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that ERBIX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ERBIX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 4.98% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 7.55% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 11.53% | +5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 11.03% | +3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 10.81% | +5.55% |