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 9.48%/yr vs 12.35%/yr for E. At a 0.45 correlation, their price movements are largely independent.
Performance
EVIFX vs. E - Performance Comparison
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Returns By Period
In the year-to-date period, EVIFX achieves a 4.17% return, which is significantly lower than E's 46.53% return. Over the past 10 years, EVIFX has underperformed E with an annualized return of 9.48%, while E has yielded a comparatively higher 12.35% annualized return.
EVIFX
- 1D
- 0.00%
- 1M
- 2.62%
- YTD
- 4.17%
- 6M
- 4.03%
- 1Y
- 13.24%
- 3Y*
- 14.54%
- 5Y*
- 7.74%
- 10Y*
- 9.48%
E
- 1D
- 0.54%
- 1M
- -2.20%
- YTD
- 46.53%
- 6M
- 45.27%
- 1Y
- 90.13%
- 3Y*
- 32.55%
- 5Y*
- 24.42%
- 10Y*
- 12.35%
EVIFX vs. E - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVIFX Eaton Vance Balanced Fund | 4.17% | 11.01% | 19.05% | 16.05% | -15.61% | 13.97% | 14.22% | 26.25% | -3.42% | 13.53% |
E Eni S.p.A. | 46.53% | 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 is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 1995 | 0.45 |
Over the past year, the correlation between EVIFX and E has dropped to 0.01 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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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.
| EVIFX | E | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.63 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 9.74 | -7.87 |
| Martin ratioReturn relative to average drawdown | 8.38 | 33.40 | -25.02 |
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
| EVIFX | E | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 4.00 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.98 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.44 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.32 | +0.18 |
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% | -9.30% | +2.04% |
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 | 0.00% | -4.61% | +4.61% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -23.08% | +16.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.71% | -1.09% |
Volatility
EVIFX vs. E - Volatility Comparison
The current volatility for Eaton Vance Balanced Fund (EVIFX) is 2.25%, while Eni S.p.A. (E) has a volatility of 8.76%. 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 | 2.25% | 8.76% | -6.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 19.59% | -13.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.30% | 22.68% | -14.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.08% | 25.03% | -12.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.64% | 28.35% | -16.71% |
Dividends
EVIFX vs. E - Dividend Comparison
EVIFX's dividend yield for the trailing twelve months is around 4.93%, more than E's 4.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
E Eni S.p.A. | 4.43% | 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 | 4.93% | 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 (8.76%) compared to EVIFX (2.25%). In terms of maximum drawdown, EVIFX dropped -42.70% vs E's -70.53%.
E currently has the higher Sharpe Ratio (4.00 vs 1.64), 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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