ESIIX vs. VCSH
Compare and contrast key facts about Eaton Vance Strategic Income Fund Class I (ESIIX) and Vanguard Short-Term Corporate Bond ETF (VCSH).
ESIIX is an actively managed fund by Eaton Vance. It was launched on Apr 3, 2009. VCSH is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. 1-5 Year Corporate Index. It was launched on Nov 19, 2009.
Performance
ESIIX vs. VCSH - Performance Comparison
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ESIIX vs. VCSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESIIX Eaton Vance Strategic Income Fund Class I | 0.53% | 12.46% | 6.66% | 8.52% | -2.32% | 1.59% | 7.80% | 7.65% | -2.44% | 5.16% |
VCSH Vanguard Short-Term Corporate Bond ETF | 0.13% | 6.77% | 4.91% | 6.20% | -5.62% | -0.63% | 5.13% | 7.02% | 0.92% | 2.17% |
Returns By Period
In the year-to-date period, ESIIX achieves a 0.53% return, which is significantly higher than VCSH's 0.13% return. Over the past 10 years, ESIIX has outperformed VCSH with an annualized return of 5.12%, while VCSH has yielded a comparatively lower 2.72% annualized return.
ESIIX
- 1D
- 0.15%
- 1M
- -2.15%
- YTD
- 0.53%
- 6M
- 3.43%
- 1Y
- 9.40%
- 3Y*
- 8.51%
- 5Y*
- 5.22%
- 10Y*
- 5.12%
VCSH
- 1D
- 0.29%
- 1M
- -0.83%
- YTD
- 0.13%
- 6M
- 1.37%
- 1Y
- 4.93%
- 3Y*
- 5.36%
- 5Y*
- 2.37%
- 10Y*
- 2.72%
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ESIIX vs. VCSH - Expense Ratio Comparison
ESIIX has a 1.21% expense ratio, which is higher than VCSH's 0.04% expense ratio.
Return for Risk
ESIIX vs. VCSH — Risk / Return Rank
ESIIX
VCSH
ESIIX vs. VCSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Strategic Income Fund Class I (ESIIX) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.
| ESIIX | VCSH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.12 | 2.17 | +0.95 |
Sortino ratioReturn per unit of downside risk | 4.43 | 3.19 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.71 | 1.45 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 3.99 | 3.52 | +0.47 |
Martin ratioReturn relative to average drawdown | 16.84 | 14.44 | +2.40 |
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
| ESIIX | VCSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.12 | 2.17 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 0.83 | +0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.63 | 0.81 | +0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.01 | -0.56 |
Correlation
The correlation between ESIIX and VCSH is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ESIIX vs. VCSH - Dividend Comparison
ESIIX's dividend yield for the trailing twelve months is around 7.40%, more than VCSH's 4.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESIIX Eaton Vance Strategic Income Fund Class I | 7.40% | 7.01% | 7.23% | 7.19% | 5.82% | 4.57% | 4.44% | 5.29% | 4.25% | 3.95% | 4.18% | 4.59% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.41% | 4.35% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% |
Drawdowns
ESIIX vs. VCSH - Drawdown Comparison
The maximum ESIIX drawdown since its inception was -26.87%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for ESIIX and VCSH.
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Drawdown Indicators
| ESIIX | VCSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.87% | -12.86% | -14.01% |
Max Drawdown (1Y)Largest decline over 1 year | -2.44% | -1.40% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -6.18% | -9.48% | +3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -12.25% | -12.86% | +0.61% |
Current DrawdownCurrent decline from peak | -2.15% | -0.83% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -0.97% | -3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.34% | +0.24% |
Volatility
ESIIX vs. VCSH - Volatility Comparison
Eaton Vance Strategic Income Fund Class I (ESIIX) has a higher volatility of 1.32% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 0.94%. This indicates that ESIIX's price experiences larger fluctuations and is considered to be riskier than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIIX | VCSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 0.94% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 1.97% | 1.29% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.03% | 2.28% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.15% | 2.86% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.15% | 3.35% | -0.20% |