ESIIX vs. VGSH
Compare and contrast key facts about Eaton Vance Strategic Income Fund Class I (ESIIX) and Vanguard Short-Term Treasury ETF (VGSH).
ESIIX is an actively managed fund by Eaton Vance. It was launched on Apr 3, 2009. VGSH is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Nov 19, 2009.
Performance
ESIIX vs. VGSH - Performance Comparison
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ESIIX vs. VGSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESIIX Eaton Vance Strategic Income Fund Class I | 0.83% | 12.46% | 6.66% | 8.52% | -2.32% | 1.59% | 7.80% | 7.65% | -2.44% | 5.16% |
VGSH Vanguard Short-Term Treasury ETF | 0.25% | 5.07% | 4.00% | 4.31% | -3.86% | -0.60% | 3.04% | 3.52% | 1.55% | 0.04% |
Returns By Period
In the year-to-date period, ESIIX achieves a 0.83% return, which is significantly higher than VGSH's 0.25% return. Over the past 10 years, ESIIX has outperformed VGSH with an annualized return of 5.15%, while VGSH has yielded a comparatively lower 1.74% annualized return.
ESIIX
- 1D
- 0.29%
- 1M
- -1.43%
- YTD
- 0.83%
- 6M
- 3.43%
- 1Y
- 9.56%
- 3Y*
- 8.62%
- 5Y*
- 5.25%
- 10Y*
- 5.15%
VGSH
- 1D
- -0.02%
- 1M
- -0.33%
- YTD
- 0.25%
- 6M
- 1.24%
- 1Y
- 3.68%
- 3Y*
- 3.97%
- 5Y*
- 1.79%
- 10Y*
- 1.74%
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ESIIX vs. VGSH - Expense Ratio Comparison
ESIIX has a 1.21% expense ratio, which is higher than VGSH's 0.03% expense ratio.
Return for Risk
ESIIX vs. VGSH — Risk / Return Rank
ESIIX
VGSH
ESIIX vs. VGSH - 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 Treasury ETF (VGSH). 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 | VGSH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.22 | 2.57 | +0.65 |
Sortino ratioReturn per unit of downside risk | 4.58 | 4.13 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.73 | 1.55 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.99 | 4.21 | -0.22 |
Martin ratioReturn relative to average drawdown | 16.51 | 15.93 | +0.58 |
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 | VGSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.22 | 2.57 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 0.92 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.64 | 1.11 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.01 | -0.56 |
Correlation
The correlation between ESIIX and VGSH is 0.10, 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. VGSH - Dividend Comparison
ESIIX's dividend yield for the trailing twelve months is around 7.37%, more than VGSH's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESIIX Eaton Vance Strategic Income Fund Class I | 7.37% | 7.01% | 7.23% | 7.19% | 5.82% | 4.57% | 4.44% | 5.29% | 4.25% | 3.95% | 4.18% | 4.59% |
VGSH Vanguard Short-Term Treasury ETF | 3.93% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Drawdowns
ESIIX vs. VGSH - Drawdown Comparison
The maximum ESIIX drawdown since its inception was -26.87%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for ESIIX and VGSH.
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Drawdown Indicators
| ESIIX | VGSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.87% | -5.70% | -21.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.44% | -0.88% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -6.18% | -5.70% | -0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -12.25% | -5.70% | -6.55% |
Current DrawdownCurrent decline from peak | -1.86% | -0.52% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -0.60% | -4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.23% | +0.36% |
Volatility
ESIIX vs. VGSH - Volatility Comparison
Eaton Vance Strategic Income Fund Class I (ESIIX) has a higher volatility of 1.33% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.52%. This indicates that ESIIX's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIIX | VGSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 0.52% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 0.84% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.04% | 1.44% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.15% | 1.96% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 1.57% | +1.59% |