EVG vs. VGI
Compare and contrast key facts about Eaton Vance Short Duration Diversified Income Fund (EVG) and Virtus Global Multi-Sector Income Fund (VGI).
EVG is managed by Eaton Vance. It was launched on Feb 28, 2005. VGI is managed by Virtus.
Performance
EVG vs. VGI - Performance Comparison
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EVG vs. VGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVG Eaton Vance Short Duration Diversified Income Fund | -0.34% | 8.43% | 14.80% | 11.90% | -14.12% | 17.10% | -1.68% | 16.48% | -7.59% | 10.82% |
VGI Virtus Global Multi-Sector Income Fund | -2.66% | 16.14% | 10.43% | 14.58% | -21.70% | 1.40% | 9.81% | 27.29% | -28.73% | 27.46% |
Returns By Period
In the year-to-date period, EVG achieves a -0.34% return, which is significantly higher than VGI's -2.66% return. Over the past 10 years, EVG has outperformed VGI with an annualized return of 6.05%, while VGI has yielded a comparatively lower 5.60% annualized return.
EVG
- 1D
- -0.28%
- 1M
- -1.17%
- YTD
- -0.34%
- 6M
- -0.75%
- 1Y
- 4.74%
- 3Y*
- 9.67%
- 5Y*
- 5.03%
- 10Y*
- 6.05%
VGI
- 1D
- 0.27%
- 1M
- -4.97%
- YTD
- -2.66%
- 6M
- -1.28%
- 1Y
- 7.42%
- 3Y*
- 11.56%
- 5Y*
- 2.24%
- 10Y*
- 5.60%
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EVG vs. VGI - Expense Ratio Comparison
Return for Risk
EVG vs. VGI — Risk / Return Rank
EVG
VGI
EVG vs. VGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Diversified Income Fund (EVG) and Virtus Global Multi-Sector Income Fund (VGI). 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.
| EVG | VGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.76 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.00 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.16 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.00 | -0.23 |
Martin ratioReturn relative to average drawdown | 2.83 | 3.72 | -0.90 |
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
| EVG | VGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.76 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.21 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.34 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.30 | +0.05 |
Correlation
The correlation between EVG and VGI is 0.30, 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
EVG vs. VGI - Dividend Comparison
EVG's dividend yield for the trailing twelve months is around 8.38%, less than VGI's 12.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVG Eaton Vance Short Duration Diversified Income Fund | 8.38% | 8.15% | 8.69% | 9.18% | 12.40% | 8.75% | 6.67% | 6.96% | 6.63% | 6.68% | 7.79% | 8.05% |
VGI Virtus Global Multi-Sector Income Fund | 12.97% | 12.24% | 12.57% | 12.26% | 13.42% | 10.22% | 11.81% | 12.10% | 15.00% | 10.70% | 12.21% | 15.60% |
Drawdowns
EVG vs. VGI - Drawdown Comparison
The maximum EVG drawdown since its inception was -40.60%, smaller than the maximum VGI drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for EVG and VGI.
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Drawdown Indicators
| EVG | VGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.60% | -48.08% | +7.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.72% | -8.21% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -33.79% | +10.44% |
Max Drawdown (10Y)Largest decline over 10 years | -32.75% | -48.08% | +15.33% |
Current DrawdownCurrent decline from peak | -2.94% | -5.93% | +2.99% |
Average DrawdownAverage peak-to-trough decline | -6.26% | -10.51% | +4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.21% | -0.33% |
Volatility
EVG vs. VGI - Volatility Comparison
Eaton Vance Short Duration Diversified Income Fund (EVG) and Virtus Global Multi-Sector Income Fund (VGI) have volatilities of 4.28% and 4.28%, 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
| EVG | VGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 4.28% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.09% | 5.94% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 9.89% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.16% | 10.97% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.95% | 16.72% | -3.77% |