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ETHYX vs. EIAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHYX vs. EIAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance High Yield Municipal Income Fund (ETHYX) and Eaton Vance Multi-Asset Credit Fund (EIAMX). The values are adjusted to include any dividend payments, if applicable.

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ETHYX vs. EIAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETHYX
Eaton Vance High Yield Municipal Income Fund
-0.24%3.97%5.17%6.93%-12.25%3.87%3.90%10.07%1.46%7.97%
EIAMX
Eaton Vance Multi-Asset Credit Fund
-1.08%6.31%8.22%9.93%-6.18%4.57%1.89%11.67%-2.45%11.61%

Returns By Period

In the year-to-date period, ETHYX achieves a -0.24% return, which is significantly higher than EIAMX's -1.08% return. Over the past 10 years, ETHYX has underperformed EIAMX with an annualized return of 2.82%, while EIAMX has yielded a comparatively higher 4.78% annualized return.


ETHYX

1D
0.25%
1M
-2.80%
YTD
-0.24%
6M
1.62%
1Y
3.31%
3Y*
4.51%
5Y*
1.11%
10Y*
2.82%

EIAMX

1D
0.00%
1M
-1.43%
YTD
-1.08%
6M
-0.04%
1Y
4.63%
3Y*
6.59%
5Y*
3.91%
10Y*
4.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETHYX vs. EIAMX - Expense Ratio Comparison

ETHYX has a 0.73% expense ratio, which is higher than EIAMX's 0.71% expense ratio.


Return for Risk

ETHYX vs. EIAMX — Risk / Return Rank

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

ETHYX
ETHYX Risk / Return Rank: 2626
Overall Rank
ETHYX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ETHYX Sortino Ratio Rank: 2222
Sortino Ratio Rank
ETHYX Omega Ratio Rank: 4040
Omega Ratio Rank
ETHYX Calmar Ratio Rank: 2424
Calmar Ratio Rank
ETHYX Martin Ratio Rank: 1919
Martin Ratio Rank

EIAMX
EIAMX Risk / Return Rank: 9292
Overall Rank
EIAMX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EIAMX Sortino Ratio Rank: 9595
Sortino Ratio Rank
EIAMX Omega Ratio Rank: 9696
Omega Ratio Rank
EIAMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
EIAMX Martin Ratio Rank: 9191
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. EIAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance High Yield Municipal Income Fund (ETHYX) and Eaton Vance Multi-Asset Credit Fund (EIAMX). 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.


ETHYXEIAMXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.89

-1.24

Sortino ratio

Return per unit of downside risk

0.90

3.13

-2.23

Omega ratio

Gain probability vs. loss probability

1.18

1.58

-0.40

Calmar ratio

Return relative to maximum drawdown

0.71

2.30

-1.59

Martin ratio

Return relative to average drawdown

1.96

10.45

-8.50

ETHYX vs. EIAMX - Sharpe Ratio Comparison

The current ETHYX Sharpe Ratio is 0.65, which is lower than the EIAMX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ETHYX and EIAMX, 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


ETHYXEIAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.89

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

1.24

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.21

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.22

+0.75

Correlation

The correlation between ETHYX and EIAMX is 0.20, 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

ETHYX vs. EIAMX - Dividend Comparison

ETHYX's dividend yield for the trailing twelve months is around 4.47%, less than EIAMX's 6.52% yield.


TTM20252024202320222021202020192018201720162015
ETHYX
Eaton Vance High Yield Municipal Income Fund
4.47%5.43%4.56%3.36%3.85%3.04%3.41%4.66%3.82%3.74%4.04%4.10%
EIAMX
Eaton Vance Multi-Asset Credit Fund
6.52%7.04%7.35%5.52%5.46%4.10%4.46%4.94%2.41%2.88%3.15%3.77%

Drawdowns

ETHYX vs. EIAMX - Drawdown Comparison

The maximum ETHYX drawdown since its inception was -43.98%, roughly equal to the maximum EIAMX drawdown of -43.35%. Use the drawdown chart below to compare losses from any high point for ETHYX and EIAMX.


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Drawdown Indicators


ETHYXEIAMXDifference

Max Drawdown

Largest peak-to-trough decline

-43.98%

-43.35%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-2.14%

-4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-17.10%

-10.02%

-7.08%

Max Drawdown (10Y)

Largest decline over 10 years

-17.10%

-43.35%

+26.25%

Current Drawdown

Current decline from peak

-2.80%

-11.15%

+8.35%

Average Drawdown

Average peak-to-trough decline

-3.99%

-16.21%

+12.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

0.47%

+1.93%

Volatility

ETHYX vs. EIAMX - Volatility Comparison

Eaton Vance High Yield Municipal Income Fund (ETHYX) has a higher volatility of 1.28% compared to Eaton Vance Multi-Asset Credit Fund (EIAMX) at 0.67%. This indicates that ETHYX's price experiences larger fluctuations and is considered to be riskier than EIAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHYXEIAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

0.67%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

1.71%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

6.69%

2.74%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

3.17%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

22.48%

-17.82%