GABFX vs. EARRX
Compare and contrast key facts about GMO Asset Allocation Bond Fund (GABFX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX).
GABFX is managed by GMO. It was launched on Mar 17, 2009. EARRX is managed by Eaton Vance. It was launched on Mar 31, 2010.
Performance
GABFX vs. EARRX - Performance Comparison
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GABFX vs. EARRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GABFX GMO Asset Allocation Bond Fund | -0.91% | 8.82% | -12.60% | 8.33% | -14.86% | 1.34% | 11.28% | 8.00% | 0.78% | 2.41% |
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 0.38% | 5.46% | 5.39% | 5.95% | -3.22% | 7.50% | 5.05% | 5.29% | -0.49% | 1.81% |
Returns By Period
In the year-to-date period, GABFX achieves a -0.91% return, which is significantly lower than EARRX's 0.38% return. Over the past 10 years, GABFX has underperformed EARRX with an annualized return of 0.78%, while EARRX has yielded a comparatively higher 3.61% annualized return.
GABFX
- 1D
- 0.22%
- 1M
- -2.99%
- YTD
- -0.91%
- 6M
- -1.17%
- 1Y
- -0.47%
- 3Y*
- -1.06%
- 5Y*
- -2.21%
- 10Y*
- 0.78%
EARRX
- 1D
- 0.10%
- 1M
- -0.01%
- YTD
- 0.38%
- 6M
- 0.33%
- 1Y
- 3.08%
- 3Y*
- 4.84%
- 5Y*
- 3.78%
- 10Y*
- 3.61%
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GABFX vs. EARRX - Expense Ratio Comparison
GABFX has a 0.32% expense ratio, which is lower than EARRX's 0.85% expense ratio.
Return for Risk
GABFX vs. EARRX — Risk / Return Rank
GABFX
EARRX
GABFX vs. EARRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Asset Allocation Bond Fund (GABFX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). 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.
| GABFX | EARRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 1.66 | -1.57 |
Sortino ratioReturn per unit of downside risk | 0.22 | 2.37 | -2.15 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 2.61 | -2.48 |
Martin ratioReturn relative to average drawdown | 0.28 | 11.45 | -11.18 |
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
| GABFX | EARRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 1.66 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 1.37 | -1.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 1.33 | -1.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.05 | -0.89 |
Correlation
The correlation between GABFX and EARRX is 0.39, 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
GABFX vs. EARRX - Dividend Comparison
GABFX's dividend yield for the trailing twelve months is around 2.71%, less than EARRX's 3.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABFX GMO Asset Allocation Bond Fund | 2.71% | 2.69% | 4.19% | 5.03% | 0.71% | 1.81% | 1.20% | 4.72% | 5.13% | 1.07% | 0.00% | 7.43% |
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 3.87% | 4.36% | 3.83% | 4.24% | 4.82% | 3.32% | 2.02% | 2.46% | 2.67% | 1.90% | 2.00% | 1.73% |
Drawdowns
GABFX vs. EARRX - Drawdown Comparison
The maximum GABFX drawdown since its inception was -27.84%, which is greater than EARRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for GABFX and EARRX.
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Drawdown Indicators
| GABFX | EARRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.84% | -10.27% | -17.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.04% | -1.18% | -9.86% |
Max Drawdown (5Y)Largest decline over 5 years | -27.84% | -6.39% | -21.45% |
Max Drawdown (10Y)Largest decline over 10 years | -27.84% | -10.27% | -17.57% |
Current DrawdownCurrent decline from peak | -15.18% | -0.41% | -14.77% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -1.09% | -6.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.04% | 0.27% | +4.77% |
Volatility
GABFX vs. EARRX - Volatility Comparison
GMO Asset Allocation Bond Fund (GABFX) has a higher volatility of 3.44% compared to Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) at 0.59%. This indicates that GABFX's price experiences larger fluctuations and is considered to be riskier than EARRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABFX | EARRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 0.59% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 1.06% | +5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 1.87% | +11.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 2.78% | +11.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.28% | 2.71% | +7.57% |