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EVIM vs. ENFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVIM vs. ENFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Intermediate Municipal Income ETF (EVIM) and Alerian Energy Infrastructure ETF (ENFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVIM achieves a 1.80% return, which is significantly lower than ENFR's 23.07% return.


EVIM

1D
0.00%
1M
1.51%
YTD
1.80%
6M
2.05%
1Y
7.43%
3Y*
5Y*
10Y*

ENFR

1D
1.01%
1M
-5.94%
YTD
23.07%
6M
24.76%
1Y
24.84%
3Y*
28.26%
5Y*
19.69%
10Y*
11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVIM vs. ENFR - Yearly Performance Comparison


2026 (YTD)202520242023
EVIM
Eaton Vance Intermediate Municipal Income ETF
1.80%5.85%1.65%6.83%
ENFR
Alerian Energy Infrastructure ETF
23.07%5.88%42.17%3.30%

Correlation

The correlation between EVIM and ENFR is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2023

-0.00

Over the past year, the inverse relationship between EVIM and ENFR has strengthened: their correlation has moved from -0.00 to -0.22, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

EVIM vs. ENFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EVIM
EVIM Risk / Return Rank: 7474
Overall Rank
EVIM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EVIM Sortino Ratio Rank: 9191
Sortino Ratio Rank
EVIM Omega Ratio Rank: 9494
Omega Ratio Rank
EVIM Calmar Ratio Rank: 5151
Calmar Ratio Rank
EVIM Martin Ratio Rank: 4848
Martin Ratio Rank

ENFR
ENFR Risk / Return Rank: 5050
Overall Rank
ENFR Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ENFR Sortino Ratio Rank: 4949
Sortino Ratio Rank
ENFR Omega Ratio Rank: 4646
Omega Ratio Rank
ENFR Calmar Ratio Rank: 6060
Calmar Ratio Rank
ENFR Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EVIM vs. ENFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Intermediate Municipal Income ETF (EVIM) and Alerian Energy Infrastructure ETF (ENFR). 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.


EVIMENFRDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.64

1.29

+0.35

Calmar ratioReturn relative to maximum drawdown

2.45

2.89

-0.44

Martin ratioReturn relative to average drawdown

7.78

7.40

+0.38

EVIM vs. ENFR - Sharpe Ratio Comparison

The current EVIM Sharpe Ratio is 2.70, which is higher than the ENFR Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of EVIM and ENFR, 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

EVIM vs. ENFR - Drawdown Comparison

The maximum EVIM drawdown since its inception was -4.23%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for EVIM and ENFR.


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Drawdown Indicators


EVIMENFRDifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-68.28%

+64.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-8.64%

+5.59%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

Current Drawdown

Current decline from peak

-0.59%

-6.12%

+5.53%

Average Drawdown

Average peak-to-trough decline

-0.88%

-15.94%

+15.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

3.36%

-2.40%

Volatility

EVIM vs. ENFR - Volatility Comparison

The current volatility for Eaton Vance Intermediate Municipal Income ETF (EVIM) is 0.70%, while Alerian Energy Infrastructure ETF (ENFR) has a volatility of 5.42%. This indicates that EVIM experiences smaller price fluctuations and is considered to be less risky than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVIMENFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

5.42%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

11.57%

-9.59%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

14.82%

-12.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.83%

19.24%

-15.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.83%

24.68%

-20.85%

EVIM vs. ENFR - Expense Ratio Comparison

EVIM has a 0.29% expense ratio, which is lower than ENFR's 0.35% expense ratio.


Dividends

EVIM vs. ENFR - Dividend Comparison

EVIM's dividend yield for the trailing twelve months is around 3.53%, less than ENFR's 4.08% yield.


PositionTTM20252024202320222021202020192018201720162015
ENFR
Alerian Energy Infrastructure ETF
4.08%4.77%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%
EVIM
Eaton Vance Intermediate Municipal Income ETF
3.53%3.58%3.56%0.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EVIM and ENFR have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENFR has higher volatility (5.42%) compared to EVIM (0.70%). In terms of maximum drawdown, EVIM dropped -4.23% vs ENFR's -68.28%.

On 1-year performance, ENFR leads with 24.84% vs 7.43% for EVIM. On fees, EVIM is cheaper at 0.29% per year. On volatility, EVIM has been the lower-risk option at 0.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ENFR has performed better with a 24.84% return vs 7.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EVIM is cheaper with a 0.29% expense ratio, compared with 0.35% for ENFR.

ENFR has the higher dividend yield at 4.08%, compared with 3.53% for EVIM.

EVIM is categorized as Municipal Bonds, while ENFR is Energy Equities. They also come from different issuers: Eaton Vance and SS&C. Their fees differ too: 0.29% for EVIM and 0.35% for ENFR.

EVIM currently has the higher Sharpe Ratio (2.70 vs 1.69), 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.

Portfolio Optimizer

Find the right allocation for EVIM and ENFR

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