EVIFX vs. E
EVIFX (Eaton Vance Balanced Fund) is Diversified Portfolio fund managed by Eaton Vance, while E (Eni S.p.A.) is a stock. Over the past 10 years, EVIFX returned 9.09%/yr vs 12.97%/yr for E. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
EVIFX vs. E - Performance Comparison
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Returns By Period
In the year-to-date period, EVIFX achieves a 2.97% return, which is significantly lower than E's 49.82% return. Over the past 10 years, EVIFX has underperformed E with an annualized return of 9.09%, while E has yielded a comparatively higher 12.97% annualized return.
EVIFX
- 1D
- 1.52%
- 1M
- -0.31%
- 6M
- 2.48%
- YTD
- 2.97%
- 1Y
- 7.52%
- 3Y*
- 12.62%
- 5Y*
- 6.64%
- 10Y*
- 9.09%
- ALL TIME*
- 6.73%
E
- 1D
- 0.00%
- 1M
- 18.54%
- 6M
- 38.91%
- YTD
- 49.82%
- 1Y
- 72.88%
- 3Y*
- 30.16%
- 5Y*
- 26.94%
- 10Y*
- 12.97%
- ALL TIME*
- 9.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.39M | $21.06M | $21.85M | |
| $0.00 | $0.00 | $0.00 |
EVIFX vs. E - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVIFX Eaton Vance Balanced Fund | 2.97% | 11.01% | 19.05% | 16.05% | -15.61% | 13.97% | 14.22% | 26.25% | -3.42% | 13.53% |
E Eni S.p.A. | 49.82% | 48.40% | -13.95% | 26.73% | 10.92% | 43.12% | -28.73% | 4.29% | -0.98% | 7.27% |
Correlation
The correlation between EVIFX and E is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 1995 | 0.45 |
The correlation between EVIFX and E shifts across timeframes, from -0.01 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EVIFX vs. E — Risk / Return Rank
EVIFX
E
EVIFX vs. E - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Balanced Fund (EVIFX) and Eni S.p.A. (E). 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.
| EVIFX | E | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.46 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 3.64 | -2.70 |
| Martin ratioReturn relative to average drawdown | 4.03 | 12.58 | -8.54 |
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Drawdowns
EVIFX vs. E - Drawdown Comparison
The maximum EVIFX drawdown since its inception was -42.70%, smaller than the maximum E drawdown of -70.53%. Use the drawdown chart below to compare losses from any high point for EVIFX and E.
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Drawdown Indicators
| EVIFX | E | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.70% | -70.53% | +27.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -20.00% | +12.74% |
Max Drawdown (3Y)Largest decline over 3 years | -11.79% | -20.13% | +8.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | -33.71% | +8.77% |
Max Drawdown (10Y)Largest decline over 10 years | -24.94% | -61.59% | +36.65% |
Current DrawdownCurrent decline from peak | -1.32% | -2.47% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -6.20% | -23.02% | +16.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 5.79% | -4.09% |
Volatility
EVIFX vs. E - Volatility Comparison
The current volatility for Eaton Vance Balanced Fund (EVIFX) is 2.78%, while Eni S.p.A. (E) has a volatility of 10.66%. This indicates that EVIFX experiences smaller price fluctuations and is considered to be less risky than E based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVIFX | E | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 10.66% | -7.88% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 21.89% | -14.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.09% | 25.66% | -16.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.18% | 25.37% | -13.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 28.17% | -16.48% |
Dividends
EVIFX vs. E - Dividend Comparison
EVIFX's dividend yield for the trailing twelve months is around 5.00%, more than E's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
E Eni S.p.A. | 4.34% | 5.88% | 7.69% | 5.74% | 6.38% | 5.79% | 5.91% | 6.11% | 5.15% | 3.96% | 3.98% | 5.14% |
EVIFX Eaton Vance Balanced Fund | 5.00% | 5.13% | 5.48% | 2.01% | 5.77% | 8.22% | 2.71% | 5.84% | 6.50% | 4.68% | 1.84% | 6.07% |
Frequently Asked Questions
EVIFX and E have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
E has higher volatility (10.66%) compared to EVIFX (2.78%). In terms of maximum drawdown, EVIFX dropped -42.70% vs E's -70.53%.
E currently has the higher Sharpe Ratio (2.84 vs 0.76), 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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