PortfoliosLab logoPortfoliosLab logo
EVSD vs. FUSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVSD vs. FUSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Short Duration Income ETF (EVSD) and American Century Multisector Floating Income ETF (FUSI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EVSD vs. FUSI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EVSD achieves a 0.10% return, which is significantly lower than FUSI's 1.05% return.


EVSD

1D
0.20%
1M
-0.83%
YTD
0.10%
6M
1.42%
1Y
5.06%
3Y*
5Y*
10Y*

FUSI

1D
0.10%
1M
0.20%
YTD
1.05%
6M
1.90%
1Y
4.82%
3Y*
5.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EVSD vs. FUSI - Expense Ratio Comparison

EVSD has a 0.24% expense ratio, which is lower than FUSI's 0.28% expense ratio.


Return for Risk

EVSD vs. FUSI — Risk / Return Rank

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

EVSD
EVSD Risk / Return Rank: 9797
Overall Rank
EVSD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EVSD Sortino Ratio Rank: 9898
Sortino Ratio Rank
EVSD Omega Ratio Rank: 9797
Omega Ratio Rank
EVSD Calmar Ratio Rank: 9595
Calmar Ratio Rank
EVSD Martin Ratio Rank: 9696
Martin Ratio Rank

FUSI
FUSI Risk / Return Rank: 9999
Overall Rank
FUSI Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FUSI Sortino Ratio Rank: 9999
Sortino Ratio Rank
FUSI Omega Ratio Rank: 9999
Omega Ratio Rank
FUSI Calmar Ratio Rank: 9898
Calmar Ratio Rank
FUSI Martin Ratio Rank: 9898
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.

EVSD vs. FUSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Income ETF (EVSD) and American Century Multisector Floating Income ETF (FUSI). 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.


EVSDFUSIDifference

Sharpe ratio

Return per unit of total volatility

2.90

4.05

-1.15

Sortino ratio

Return per unit of downside risk

4.50

5.78

-1.28

Omega ratio

Gain probability vs. loss probability

1.62

2.24

-0.62

Calmar ratio

Return relative to maximum drawdown

3.97

8.55

-4.57

Martin ratio

Return relative to average drawdown

17.90

41.67

-23.77

EVSD vs. FUSI - Sharpe Ratio Comparison

The current EVSD Sharpe Ratio is 2.90, which is comparable to the FUSI Sharpe Ratio of 4.05. The chart below compares the historical Sharpe Ratios of EVSD and FUSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EVSDFUSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.90

4.05

-1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

3.10

5.40

-2.30

Correlation

The correlation between EVSD and FUSI is 0.25, 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

EVSD vs. FUSI - Dividend Comparison

EVSD's dividend yield for the trailing twelve months is around 4.61%, less than FUSI's 5.41% yield.


TTM202520242023
EVSD
Eaton Vance Short Duration Income ETF
4.61%4.64%2.91%0.00%
FUSI
American Century Multisector Floating Income ETF
5.41%5.28%5.98%4.97%

Drawdowns

EVSD vs. FUSI - Drawdown Comparison

The maximum EVSD drawdown since its inception was -1.26%, which is greater than FUSI's maximum drawdown of -0.70%. Use the drawdown chart below to compare losses from any high point for EVSD and FUSI.


Loading graphics...

Drawdown Indicators


EVSDFUSIDifference

Max Drawdown

Largest peak-to-trough decline

-1.26%

-0.70%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-0.45%

-0.81%

Current Drawdown

Current decline from peak

-0.83%

-0.01%

-0.82%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.05%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.12%

+0.16%

Volatility

EVSD vs. FUSI - Volatility Comparison

Eaton Vance Short Duration Income ETF (EVSD) has a higher volatility of 0.73% compared to American Century Multisector Floating Income ETF (FUSI) at 0.36%. This indicates that EVSD's price experiences larger fluctuations and is considered to be riskier than FUSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EVSDFUSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.36%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

0.75%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

1.75%

1.20%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.97%

1.11%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.97%

1.11%

+0.86%