ETSIX vs. MZLSX
Compare and contrast key facts about Eaton Vance Strategic Income Fund Class I (ETSIX) and Muzinich Low Duration Fund (MZLSX).
ETSIX is an actively managed fund by Eaton Vance. It was launched on Jan 23, 1998. MZLSX is managed by Muzinich. It was launched on Jun 29, 2016.
Performance
ETSIX vs. MZLSX - Performance Comparison
Loading graphics...
ETSIX vs. MZLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETSIX Eaton Vance Strategic Income Fund Class I | 0.45% | 10.88% | 6.38% | 8.24% | -2.55% | 1.33% | 7.52% | 6.58% | -2.68% | 4.90% |
MZLSX Muzinich Low Duration Fund | -0.57% | 6.38% | 6.30% | 7.63% | -3.41% | 2.50% | 2.64% | 7.86% | 0.80% | 4.26% |
Returns By Period
In the year-to-date period, ETSIX achieves a 0.45% return, which is significantly higher than MZLSX's -0.57% return.
ETSIX
- 1D
- 0.13%
- 1M
- -2.30%
- YTD
- 0.45%
- 6M
- 3.28%
- 1Y
- 9.09%
- 3Y*
- 7.80%
- 5Y*
- 4.68%
- 10Y*
- 4.65%
MZLSX
- 1D
- 0.11%
- 1M
- -1.38%
- YTD
- -0.57%
- 6M
- 0.72%
- 1Y
- 4.41%
- 3Y*
- 6.11%
- 5Y*
- 3.46%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ETSIX vs. MZLSX - Expense Ratio Comparison
ETSIX has a 1.46% expense ratio, which is higher than MZLSX's 0.50% expense ratio.
Return for Risk
ETSIX vs. MZLSX — Risk / Return Rank
ETSIX
MZLSX
ETSIX vs. MZLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Strategic Income Fund Class I (ETSIX) and Muzinich Low Duration Fund (MZLSX). 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.
| ETSIX | MZLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.05 | 2.80 | +0.25 |
Sortino ratioReturn per unit of downside risk | 4.31 | 4.00 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.68 | 1.71 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.61 | 2.99 | +0.62 |
Martin ratioReturn relative to average drawdown | 14.55 | 14.39 | +0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ETSIX | MZLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.05 | 2.80 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.49 | 2.19 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.33 | 1.69 | -0.35 |
Correlation
The correlation between ETSIX and MZLSX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ETSIX vs. MZLSX - Dividend Comparison
ETSIX's dividend yield for the trailing twelve months is around 7.11%, more than MZLSX's 7.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETSIX Eaton Vance Strategic Income Fund Class I | 7.11% | 5.65% | 6.97% | 6.93% | 5.56% | 4.31% | 4.19% | 4.29% | 3.98% | 3.70% | 3.94% | 4.32% |
MZLSX Muzinich Low Duration Fund | 7.01% | 7.03% | 4.77% | 4.88% | 3.85% | 6.36% | 2.08% | 2.24% | 8.62% | 1.86% | 0.79% | 0.00% |
Drawdowns
ETSIX vs. MZLSX - Drawdown Comparison
The maximum ETSIX drawdown since its inception was -12.63%, roughly equal to the maximum MZLSX drawdown of -12.66%. Use the drawdown chart below to compare losses from any high point for ETSIX and MZLSX.
Loading graphics...
Drawdown Indicators
| ETSIX | MZLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.63% | -12.66% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -1.50% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -6.34% | -6.09% | -0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -12.28% | — | — |
Current DrawdownCurrent decline from peak | -2.30% | -1.40% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -0.86% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 0.31% | +0.29% |
Volatility
ETSIX vs. MZLSX - Volatility Comparison
Eaton Vance Strategic Income Fund Class I (ETSIX) has a higher volatility of 1.24% compared to Muzinich Low Duration Fund (MZLSX) at 0.81%. This indicates that ETSIX's price experiences larger fluctuations and is considered to be riskier than MZLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ETSIX | MZLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 0.81% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 1.91% | 1.13% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 1.57% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.16% | 1.58% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.15% | 2.13% | +1.02% |