ETSIX vs. VMSAX
Compare and contrast key facts about Eaton Vance Strategic Income Fund Class I (ETSIX) and Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX).
ETSIX is an actively managed fund by Eaton Vance. It was launched on Jan 23, 1998. VMSAX is an actively managed fund by Vanguard. It was launched on Oct 12, 2021.
Performance
ETSIX vs. VMSAX - Performance Comparison
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ETSIX vs. VMSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ETSIX Eaton Vance Strategic Income Fund Class I | 0.45% | 10.88% | 6.38% | 8.24% | -2.49% |
VMSAX Vanguard Multi-Sector Income Bond Fund Admiral Shares | -0.99% | 9.08% | 6.86% | 10.53% | -8.42% |
Returns By Period
In the year-to-date period, ETSIX achieves a 0.45% return, which is significantly higher than VMSAX's -0.99% 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%
VMSAX
- 1D
- 0.22%
- 1M
- -1.98%
- YTD
- -0.99%
- 6M
- 0.66%
- 1Y
- 6.00%
- 3Y*
- 7.21%
- 5Y*
- —
- 10Y*
- —
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ETSIX vs. VMSAX - Expense Ratio Comparison
ETSIX has a 1.46% expense ratio, which is higher than VMSAX's 0.30% expense ratio.
Return for Risk
ETSIX vs. VMSAX — Risk / Return Rank
ETSIX
VMSAX
ETSIX vs. VMSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Strategic Income Fund Class I (ETSIX) and Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX). 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 | VMSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.05 | 0.05 | +3.01 |
Sortino ratioReturn per unit of downside risk | 4.31 | 1.32 | +2.99 |
Omega ratioGain probability vs. loss probability | 1.68 | 2.07 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 3.61 | 0.11 | +3.50 |
Martin ratioReturn relative to average drawdown | 14.55 | 1.75 | +12.80 |
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 | VMSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.05 | 0.05 | +3.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.49 | — | — |
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 | 0.06 | +1.27 |
Correlation
The correlation between ETSIX and VMSAX is 0.62, 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. VMSAX - Dividend Comparison
ETSIX's dividend yield for the trailing twelve months is around 7.11%, more than VMSAX's 5.17% 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% |
VMSAX Vanguard Multi-Sector Income Bond Fund Admiral Shares | 5.17% | 5.66% | 6.48% | 5.52% | 3.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ETSIX vs. VMSAX - Drawdown Comparison
The maximum ETSIX drawdown since its inception was -12.63%, smaller than the maximum VMSAX drawdown of -54.84%. Use the drawdown chart below to compare losses from any high point for ETSIX and VMSAX.
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Drawdown Indicators
| ETSIX | VMSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.63% | -54.84% | +42.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -54.84% | +52.41% |
Max Drawdown (5Y)Largest decline over 5 years | -6.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -12.28% | — | — |
Current DrawdownCurrent decline from peak | -2.30% | -2.03% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -3.21% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 3.50% | -2.90% |
Volatility
ETSIX vs. VMSAX - Volatility Comparison
Eaton Vance Strategic Income Fund Class I (ETSIX) and Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX) have volatilities of 1.24% and 1.19%, 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 | VMSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 1.19% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 1.91% | 112.83% | -110.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 133.59% | -130.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.16% | 65.65% | -62.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.15% | 65.65% | -62.50% |