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ETHYX vs. BATEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHYX vs. BATEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance High Yield Municipal Income Fund (ETHYX) and BlackRock Allocation Target Shares Series E Portfolio (BATEX). The values are adjusted to include any dividend payments, if applicable.

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ETHYX vs. BATEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETHYX
Eaton Vance High Yield Municipal Income Fund
0.13%3.97%5.17%6.93%-12.25%3.87%3.90%10.07%1.46%7.97%
BATEX
BlackRock Allocation Target Shares Series E Portfolio
-0.39%3.22%4.74%6.45%-14.23%8.28%5.77%10.92%1.75%8.76%

Returns By Period

In the year-to-date period, ETHYX achieves a 0.13% return, which is significantly higher than BATEX's -0.39% return. Both investments have delivered pretty close results over the past 10 years, with ETHYX having a 2.86% annualized return and BATEX not far ahead at 2.99%.


ETHYX

1D
0.38%
1M
-2.20%
YTD
0.13%
6M
1.88%
1Y
3.31%
3Y*
4.64%
5Y*
1.17%
10Y*
2.86%

BATEX

1D
0.51%
1M
-2.17%
YTD
-0.39%
6M
0.76%
1Y
1.94%
3Y*
3.68%
5Y*
0.78%
10Y*
2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETHYX vs. BATEX - Expense Ratio Comparison

ETHYX has a 0.73% expense ratio, which is higher than BATEX's 0.11% expense ratio.


Return for Risk

ETHYX vs. BATEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETHYX
ETHYX Risk / Return Rank: 1919
Overall Rank
ETHYX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ETHYX Sortino Ratio Rank: 1414
Sortino Ratio Rank
ETHYX Omega Ratio Rank: 2626
Omega Ratio Rank
ETHYX Calmar Ratio Rank: 2020
Calmar Ratio Rank
ETHYX Martin Ratio Rank: 1515
Martin Ratio Rank

BATEX
BATEX Risk / Return Rank: 1111
Overall Rank
BATEX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BATEX Sortino Ratio Rank: 88
Sortino Ratio Rank
BATEX Omega Ratio Rank: 1212
Omega Ratio Rank
BATEX Calmar Ratio Rank: 1313
Calmar Ratio Rank
BATEX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETHYX vs. BATEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance High Yield Municipal Income Fund (ETHYX) and BlackRock Allocation Target Shares Series E Portfolio (BATEX). 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.


ETHYXBATEXDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.29

+0.27

Sortino ratio

Return per unit of downside risk

0.78

0.44

+0.34

Omega ratio

Gain probability vs. loss probability

1.16

1.10

+0.06

Calmar ratio

Return relative to maximum drawdown

0.71

0.43

+0.28

Martin ratio

Return relative to average drawdown

1.96

1.09

+0.86

ETHYX vs. BATEX - Sharpe Ratio Comparison

The current ETHYX Sharpe Ratio is 0.56, which is higher than the BATEX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of ETHYX and BATEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETHYXBATEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.29

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.14

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.51

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.59

+0.39

Correlation

The correlation between ETHYX and BATEX is 0.80, 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

ETHYX vs. BATEX - Dividend Comparison

ETHYX's dividend yield for the trailing twelve months is around 4.45%, less than BATEX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
ETHYX
Eaton Vance High Yield Municipal Income Fund
4.45%5.43%4.56%3.36%3.85%3.04%3.41%4.66%3.82%3.74%4.04%4.10%
BATEX
BlackRock Allocation Target Shares Series E Portfolio
4.70%5.01%3.74%2.98%5.41%3.29%3.50%3.80%4.75%2.88%0.98%0.13%

Drawdowns

ETHYX vs. BATEX - Drawdown Comparison

The maximum ETHYX drawdown since its inception was -43.98%, which is greater than BATEX's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for ETHYX and BATEX.


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Drawdown Indicators


ETHYXBATEXDifference

Max Drawdown

Largest peak-to-trough decline

-43.98%

-19.90%

-24.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-7.14%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-17.10%

-19.90%

+2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-17.10%

-19.90%

+2.80%

Current Drawdown

Current decline from peak

-2.44%

-2.45%

+0.01%

Average Drawdown

Average peak-to-trough decline

-3.99%

-4.08%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.80%

-0.40%

Volatility

ETHYX vs. BATEX - Volatility Comparison

The current volatility for Eaton Vance High Yield Municipal Income Fund (ETHYX) is 1.37%, while BlackRock Allocation Target Shares Series E Portfolio (BATEX) has a volatility of 1.45%. This indicates that ETHYX experiences smaller price fluctuations and is considered to be less risky than BATEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHYXBATEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.45%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.21%

2.34%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

6.68%

7.69%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

5.73%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

5.87%

-1.21%