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ETVAX vs. AFB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETVAX vs. AFB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Virginia Municipal Income Fund (ETVAX) and AllianceBernstein National Municipal Income Fund (AFB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETVAX achieves a 2.57% return, which is significantly lower than AFB's 7.53% return. Over the past 10 years, ETVAX has outperformed AFB with an annualized return of 1.91%, while AFB has yielded a comparatively lower 1.53% annualized return.


ETVAX

1D
0.14%
1M
1.93%
YTD
2.57%
6M
2.85%
1Y
9.09%
3Y*
4.42%
5Y*
0.97%
10Y*
1.91%

AFB

1D
-0.53%
1M
3.84%
YTD
7.53%
6M
8.03%
1Y
17.26%
3Y*
6.85%
5Y*
-1.45%
10Y*
1.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETVAX vs. AFB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETVAX
Eaton Vance Virginia Municipal Income Fund
2.57%5.36%2.77%3.93%-9.12%0.55%5.32%6.49%1.70%2.39%
AFB
AllianceBernstein National Municipal Income Fund
7.53%4.41%4.10%7.41%-25.93%7.25%7.80%20.13%-5.43%6.15%

Correlation

The correlation between ETVAX and AFB is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2002

0.24

The correlation between ETVAX and AFB shifts across timeframes, from 0.24 (all time) to 0.50 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ETVAX vs. AFB — Risk / Return Rank

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

ETVAX
ETVAX Risk / Return Rank: 8686
Overall Rank
ETVAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ETVAX Sortino Ratio Rank: 9696
Sortino Ratio Rank
ETVAX Omega Ratio Rank: 9797
Omega Ratio Rank
ETVAX Calmar Ratio Rank: 7878
Calmar Ratio Rank
ETVAX Martin Ratio Rank: 6262
Martin Ratio Rank

AFB
AFB Risk / Return Rank: 6767
Overall Rank
AFB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AFB Sortino Ratio Rank: 7979
Sortino Ratio Rank
AFB Omega Ratio Rank: 6969
Omega Ratio Rank
AFB Calmar Ratio Rank: 6363
Calmar Ratio Rank
AFB Martin Ratio Rank: 5858
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.

ETVAX vs. AFB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Virginia Municipal Income Fund (ETVAX) and AllianceBernstein National Municipal Income Fund (AFB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ETVAXAFBDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.66

Omega ratioGain probability vs. loss probability

1.86

1.42

+0.44

Calmar ratioReturn relative to maximum drawdown

3.35

2.91

+0.44

Martin ratioReturn relative to average drawdown

11.49

10.95

+0.54

ETVAX vs. AFB - Sharpe Ratio Comparison

The current ETVAX Sharpe Ratio is 3.13, which is higher than the AFB Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of ETVAX and AFB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETVAX vs. AFB - Drawdown Comparison

The maximum ETVAX drawdown since its inception was -30.84%, smaller than the maximum AFB drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for ETVAX and AFB.


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Drawdown Indicators


ETVAXAFBDifference

Max Drawdown

Largest peak-to-trough decline

-30.84%

-50.98%

+20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-5.96%

+3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-6.75%

-16.32%

+9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-13.79%

-35.17%

+21.38%

Max Drawdown (10Y)

Largest decline over 10 years

-13.79%

-35.17%

+21.38%

Current Drawdown

Current decline from peak

0.00%

-8.44%

+8.44%

Average Drawdown

Average peak-to-trough decline

-2.55%

-8.98%

+6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.58%

-0.79%

Volatility

ETVAX vs. AFB - Volatility Comparison

The current volatility for Eaton Vance Virginia Municipal Income Fund (ETVAX) is 0.81%, while AllianceBernstein National Municipal Income Fund (AFB) has a volatility of 2.72%. This indicates that ETVAX experiences smaller price fluctuations and is considered to be less risky than AFB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETVAXAFBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

2.72%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

6.05%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

8.08%

-5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

10.97%

-6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.94%

11.26%

-7.32%

ETVAX vs. AFB - Expense Ratio Comparison

ETVAX has a 0.69% expense ratio, which is lower than AFB's 1.56% expense ratio.


Dividends

ETVAX vs. AFB - Dividend Comparison

ETVAX's dividend yield for the trailing twelve months is around 3.28%, less than AFB's 5.07% yield.


PositionTTM20252024202320222021202020192018201720162015
AFB
AllianceBernstein National Municipal Income Fund
5.07%4.72%3.83%3.62%5.26%4.32%4.18%3.93%4.53%4.71%5.34%5.80%
ETVAX
Eaton Vance Virginia Municipal Income Fund
3.28%4.15%3.71%2.42%2.39%2.04%2.53%3.20%3.36%3.67%3.66%3.81%

Frequently Asked Questions


ETVAX and AFB have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AFB has higher volatility (2.72%) compared to ETVAX (0.81%). In terms of maximum drawdown, ETVAX dropped -30.84% vs AFB's -50.98%.

ETVAX currently has the higher Sharpe Ratio (3.13 vs 2.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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