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EVIBX vs. BBIEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVIBX vs. BBIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Income Fund of Boston (EVIBX) and Bridge Builder International Equity Fund (BBIEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVIBX achieves a 0.58% return, which is significantly lower than BBIEX's 11.67% return. Over the past 10 years, EVIBX has underperformed BBIEX with an annualized return of 4.70%, while BBIEX has yielded a comparatively higher 8.64% annualized return.


EVIBX

1D
0.00%
1M
-0.96%
6M
0.26%
YTD
0.58%
1Y
4.13%
3Y*
6.50%
5Y*
3.67%
10Y*
4.70%
ALL TIME*
5.87%

BBIEX

1D
2.15%
1M
3.19%
6M
5.76%
YTD
11.67%
1Y
11.59%
3Y*
11.92%
5Y*
5.97%
10Y*
8.64%
ALL TIME*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

EVIBX vs. BBIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVIBX
Eaton Vance Income Fund of Boston
0.58%8.21%6.57%10.67%-8.16%5.57%4.83%13.30%-2.77%6.03%
BBIEX
Bridge Builder International Equity Fund
11.67%17.63%5.67%17.29%-18.01%10.54%15.76%23.14%-13.28%26.70%

Correlation

The correlation between EVIBX and BBIEX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.54

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (10Y)
Provides a long-term view across more market conditions.

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.51

The correlation between EVIBX and BBIEX has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.

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Return for Risk

EVIBX vs. BBIEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EVIBX
EVIBX Risk / Return Rank: 6060
Overall Rank
EVIBX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EVIBX Sortino Ratio Rank: 6565
Sortino Ratio Rank
EVIBX Omega Ratio Rank: 7070
Omega Ratio Rank
EVIBX Calmar Ratio Rank: 4848
Calmar Ratio Rank
EVIBX Martin Ratio Rank: 6969
Martin Ratio Rank

BBIEX
BBIEX Risk / Return Rank: 1919
Overall Rank
BBIEX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BBIEX Sortino Ratio Rank: 1717
Sortino Ratio Rank
BBIEX Omega Ratio Rank: 1919
Omega Ratio Rank
BBIEX Calmar Ratio Rank: 1919
Calmar Ratio Rank
BBIEX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EVIBX vs. BBIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Income Fund of Boston (EVIBX) and Bridge Builder International Equity Fund (BBIEX). 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.


EVIBXBBIEXDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.32

1.13

+0.18

Calmar ratioReturn relative to maximum drawdown

1.90

0.91

+0.98

Martin ratioReturn relative to average drawdown

8.80

2.86

+5.94

EVIBX vs. BBIEX - Sharpe Ratio Comparison

The current EVIBX Sharpe Ratio is 1.36, which is higher than the BBIEX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of EVIBX and BBIEX, 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

EVIBX vs. BBIEX - Drawdown Comparison

The maximum EVIBX drawdown since its inception was -36.79%, which is greater than BBIEX's maximum drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for EVIBX and BBIEX.


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Drawdown Indicators


EVIBXBBIEXDifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-32.92%

-3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.35%

-11.48%

+9.13%

Max Drawdown (3Y)

Largest decline over 3 years

-3.51%

-13.89%

+10.38%

Max Drawdown (5Y)

Largest decline over 5 years

-12.67%

-32.82%

+20.15%

Max Drawdown (10Y)

Largest decline over 10 years

-21.06%

-32.92%

+11.86%

Current Drawdown

Current decline from peak

-1.15%

0.00%

-1.15%

Average Drawdown

Average peak-to-trough decline

-4.53%

-6.83%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

3.66%

-3.15%

Volatility

EVIBX vs. BBIEX - Volatility Comparison

The current volatility for Eaton Vance Income Fund of Boston (EVIBX) is 0.68%, while Bridge Builder International Equity Fund (BBIEX) has a volatility of 3.96%. This indicates that EVIBX experiences smaller price fluctuations and is considered to be less risky than BBIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVIBXBBIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

3.96%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

12.33%

-9.72%

Volatility (1Y)

Calculated over the trailing 1-year period

3.28%

15.88%

-12.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

16.54%

-11.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

16.37%

-11.00%

EVIBX vs. BBIEX - Expense Ratio Comparison

EVIBX has a 1.00% expense ratio, which is higher than BBIEX's 0.37% expense ratio.


Dividends

EVIBX vs. BBIEX - Dividend Comparison

EVIBX's dividend yield for the trailing twelve months is around 5.67%, while BBIEX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BBIEX
Bridge Builder International Equity Fund
0.00%0.00%5.34%2.46%2.34%10.17%3.80%2.29%3.54%1.97%1.40%0.00%
EVIBX
Eaton Vance Income Fund of Boston
5.67%5.91%5.36%4.59%5.65%5.04%5.69%5.62%6.01%5.53%5.85%6.54%

Frequently Asked Questions


EVIBX and BBIEX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBIEX has higher volatility (3.96%) compared to EVIBX (0.68%). In terms of maximum drawdown, EVIBX dropped -36.79% vs BBIEX's -32.92%.

EVIBX currently has the higher Sharpe Ratio (1.36 vs 0.66), 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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