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EVTR vs. ILCG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVTR vs. ILCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Total Return Bond ETF (EVTR) and iShares Morningstar Growth ETF (ILCG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVTR achieves a -0.18% return, which is significantly lower than ILCG's 10.48% return.


EVTR

1D
-0.10%
1M
-0.81%
YTD
-0.18%
6M
0.39%
1Y
5.42%
3Y*
5Y*
10Y*

ILCG

1D
0.76%
1M
0.01%
YTD
10.48%
6M
9.79%
1Y
24.11%
3Y*
25.09%
5Y*
14.03%
10Y*
17.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVTR vs. ILCG - Yearly Performance Comparison


2026 (YTD)20252024
EVTR
Eaton Vance Total Return Bond ETF
-0.18%8.10%4.07%
ILCG
iShares Morningstar Growth ETF
10.48%16.71%18.92%

Correlation

The correlation between EVTR and ILCG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2024

0.18

The correlation between EVTR and ILCG shifts across timeframes, from 0.18 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EVTR vs. ILCG — Risk / Return Rank

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

EVTR
EVTR Risk / Return Rank: 4545
Overall Rank
EVTR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EVTR Sortino Ratio Rank: 5050
Sortino Ratio Rank
EVTR Omega Ratio Rank: 4646
Omega Ratio Rank
EVTR Calmar Ratio Rank: 4242
Calmar Ratio Rank
EVTR Martin Ratio Rank: 4141
Martin Ratio Rank

ILCG
ILCG Risk / Return Rank: 4141
Overall Rank
ILCG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ILCG Sortino Ratio Rank: 4343
Sortino Ratio Rank
ILCG Omega Ratio Rank: 4545
Omega Ratio Rank
ILCG Calmar Ratio Rank: 3434
Calmar Ratio Rank
ILCG Martin Ratio Rank: 3838
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.

EVTR vs. ILCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Total Return Bond ETF (EVTR) and iShares Morningstar Growth ETF (ILCG). 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.


EVTRILCGDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.26

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

1.90

1.55

+0.35

Martin ratioReturn relative to average drawdown

5.94

5.43

+0.51

EVTR vs. ILCG - Sharpe Ratio Comparison

The current EVTR Sharpe Ratio is 1.50, which is comparable to the ILCG Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of EVTR and ILCG, 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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Sharpe Ratios by Period


EVTRILCGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.44

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.58

+0.69

Drawdowns

EVTR vs. ILCG - Drawdown Comparison

The maximum EVTR drawdown since its inception was -4.08%, smaller than the maximum ILCG drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for EVTR and ILCG.


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Drawdown Indicators


EVTRILCGDifference

Max Drawdown

Largest peak-to-trough decline

-4.08%

-52.98%

+48.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-15.65%

+12.79%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

Max Drawdown (5Y)

Largest decline over 5 years

-35.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.38%

Current Drawdown

Current decline from peak

-1.90%

-4.48%

+2.58%

Average Drawdown

Average peak-to-trough decline

-0.97%

-8.22%

+7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

4.45%

-3.54%

Volatility

EVTR vs. ILCG - Volatility Comparison

The current volatility for Eaton Vance Total Return Bond ETF (EVTR) is 1.40%, while iShares Morningstar Growth ETF (ILCG) has a volatility of 6.01%. This indicates that EVTR experiences smaller price fluctuations and is considered to be less risky than ILCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVTRILCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

6.01%

-4.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

13.55%

-10.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.64%

16.85%

-13.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

22.08%

-17.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.31%

21.58%

-17.27%

EVTR vs. ILCG - Expense Ratio Comparison

EVTR has a 0.32% expense ratio, which is higher than ILCG's 0.04% expense ratio.


Dividends

EVTR vs. ILCG - Dividend Comparison

EVTR's dividend yield for the trailing twelve months is around 4.70%, more than ILCG's 0.42% yield.


PositionTTM20252024202320222021202020192018201720162015
EVTR
Eaton Vance Total Return Bond ETF
4.70%4.51%4.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILCG
iShares Morningstar Growth ETF
0.42%0.47%0.50%0.69%0.75%0.34%0.28%0.54%0.81%0.89%0.95%0.99%

Frequently Asked Questions


EVTR and ILCG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILCG has higher volatility (6.01%) compared to EVTR (1.40%). In terms of maximum drawdown, EVTR dropped -4.08% vs ILCG's -52.98%.

On 1-year performance, ILCG leads with 24.11% vs 5.42% for EVTR. On fees, ILCG is cheaper at 0.04% per year. On volatility, EVTR has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ILCG has performed better with a 24.11% return vs 5.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILCG is cheaper with a 0.04% expense ratio, compared with 0.32% for EVTR.

EVTR has the higher dividend yield at 4.70%, compared with 0.42% for ILCG.

EVTR is categorized as Intermediate Core-Plus Bond, while ILCG is Large Cap Growth Equities. They also come from different issuers: Eaton Vance and iShares. Their fees differ too: 0.32% for EVTR and 0.04% for ILCG.

EVTR currently has the higher Sharpe Ratio (1.50 vs 1.44), 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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