EVG vs. VMSAX
Compare and contrast key facts about Eaton Vance Short Duration Diversified Income Fund (EVG) and Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX).
EVG is managed by Eaton Vance. It was launched on Feb 28, 2005. VMSAX is an actively managed fund by Vanguard. It was launched on Oct 12, 2021.
Performance
EVG vs. VMSAX - Performance Comparison
Loading graphics...
EVG vs. VMSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EVG Eaton Vance Short Duration Diversified Income Fund | -0.06% | 8.43% | 14.80% | 11.90% | -12.28% |
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, EVG achieves a -0.06% return, which is significantly higher than VMSAX's -0.99% return.
EVG
- 1D
- 2.39%
- 1M
- -1.23%
- YTD
- -0.06%
- 6M
- -1.61%
- 1Y
- 5.61%
- 3Y*
- 9.78%
- 5Y*
- 5.09%
- 10Y*
- 6.08%
VMSAX
- 1D
- 0.22%
- 1M
- -1.98%
- YTD
- -0.99%
- 6M
- 0.66%
- 1Y
- 6.00%
- 3Y*
- 7.21%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EVG vs. VMSAX - Expense Ratio Comparison
EVG has a 0.02% expense ratio, which is lower than VMSAX's 0.30% expense ratio.
Return for Risk
EVG vs. VMSAX — Risk / Return Rank
EVG
VMSAX
EVG vs. VMSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Diversified Income Fund (EVG) 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.
| EVG | VMSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.05 | +0.47 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.32 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.12 | 2.07 | -0.96 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.11 | +0.70 |
Martin ratioReturn relative to average drawdown | 3.00 | 1.75 | +1.25 |
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
| EVG | VMSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.05 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.06 | +0.28 |
Correlation
The correlation between EVG and VMSAX is 0.36, 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. VMSAX - Dividend Comparison
EVG's dividend yield for the trailing twelve months is around 8.35%, more than VMSAX's 5.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVG Eaton Vance Short Duration Diversified Income Fund | 8.35% | 8.15% | 8.69% | 9.18% | 12.40% | 8.75% | 6.67% | 6.96% | 6.63% | 6.68% | 7.79% | 8.05% |
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
EVG vs. VMSAX - Drawdown Comparison
The maximum EVG drawdown since its inception was -40.60%, smaller than the maximum VMSAX drawdown of -54.84%. Use the drawdown chart below to compare losses from any high point for EVG and VMSAX.
Loading graphics...
Drawdown Indicators
| EVG | VMSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.60% | -54.84% | +14.24% |
Max Drawdown (1Y)Largest decline over 1 year | -6.88% | -54.84% | +47.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.75% | — | — |
Current DrawdownCurrent decline from peak | -2.66% | -2.03% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -3.21% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 3.50% | -1.63% |
Volatility
EVG vs. VMSAX - Volatility Comparison
Eaton Vance Short Duration Diversified Income Fund (EVG) has a higher volatility of 4.30% compared to Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX) at 1.19%. This indicates that EVG's price experiences larger fluctuations and is considered to be riskier than VMSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EVG | VMSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 1.19% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 112.83% | -106.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 133.59% | -122.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.17% | 65.65% | -53.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.95% | 65.65% | -52.70% |