ETSIX vs. NAMFX
Compare and contrast key facts about Eaton Vance Strategic Income Fund Class I (ETSIX) and Virtus Newfleet Multi-Sector Intermediate Bond Fund (NAMFX).
ETSIX is an actively managed fund by Eaton Vance. It was launched on Jan 23, 1998. NAMFX is managed by Virtus. It was launched on Dec 14, 1989.
Performance
ETSIX vs. NAMFX - Performance Comparison
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ETSIX vs. NAMFX - 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% |
NAMFX Virtus Newfleet Multi-Sector Intermediate Bond Fund | -1.02% | 7.83% | 4.55% | 8.35% | -9.55% | 0.98% | 5.92% | 11.34% | -3.69% | 7.20% |
Returns By Period
In the year-to-date period, ETSIX achieves a 0.45% return, which is significantly higher than NAMFX's -1.02% return. Over the past 10 years, ETSIX has outperformed NAMFX with an annualized return of 4.65%, while NAMFX has yielded a comparatively lower 3.79% annualized 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%
NAMFX
- 1D
- 0.11%
- 1M
- -2.46%
- YTD
- -1.02%
- 6M
- 0.31%
- 1Y
- 5.30%
- 3Y*
- 5.54%
- 5Y*
- 2.28%
- 10Y*
- 3.79%
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ETSIX vs. NAMFX - Expense Ratio Comparison
ETSIX has a 1.46% expense ratio, which is higher than NAMFX's 1.00% expense ratio.
Return for Risk
ETSIX vs. NAMFX — Risk / Return Rank
ETSIX
NAMFX
ETSIX vs. NAMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Strategic Income Fund Class I (ETSIX) and Virtus Newfleet Multi-Sector Intermediate Bond Fund (NAMFX). 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 | NAMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.05 | 1.81 | +1.25 |
Sortino ratioReturn per unit of downside risk | 4.31 | 2.65 | +1.66 |
Omega ratioGain probability vs. loss probability | 1.68 | 1.38 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 3.61 | 2.11 | +1.50 |
Martin ratioReturn relative to average drawdown | 14.55 | 8.38 | +6.18 |
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
| ETSIX | NAMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.05 | 1.81 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.49 | 0.62 | +0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.48 | 0.95 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.33 | 1.40 | -0.07 |
Correlation
The correlation between ETSIX and NAMFX is 0.51, 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. NAMFX - Dividend Comparison
ETSIX's dividend yield for the trailing twelve months is around 7.11%, more than NAMFX's 5.00% 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% |
NAMFX Virtus Newfleet Multi-Sector Intermediate Bond Fund | 5.00% | 5.51% | 5.11% | 4.57% | 4.49% | 2.93% | 3.53% | 4.10% | 4.54% | 4.30% | 4.23% | 4.71% |
Drawdowns
ETSIX vs. NAMFX - Drawdown Comparison
The maximum ETSIX drawdown since its inception was -12.63%, smaller than the maximum NAMFX drawdown of -26.56%. Use the drawdown chart below to compare losses from any high point for ETSIX and NAMFX.
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Drawdown Indicators
| ETSIX | NAMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.63% | -26.56% | +13.93% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -2.74% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -6.34% | -13.48% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -12.28% | -17.16% | +4.88% |
Current DrawdownCurrent decline from peak | -2.30% | -2.46% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -2.54% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 0.69% | -0.09% |
Volatility
ETSIX vs. NAMFX - Volatility Comparison
Eaton Vance Strategic Income Fund Class I (ETSIX) and Virtus Newfleet Multi-Sector Intermediate Bond Fund (NAMFX) have volatilities of 1.24% and 1.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETSIX | NAMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 1.21% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.91% | 2.01% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 3.22% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.16% | 3.71% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.15% | 3.99% | -0.84% |