IJR vs. EVIBX
IJR (iShares Core S&P Small-Cap ETF) and EVIBX (Eaton Vance Income Fund of Boston) are both funds - IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index, while EVIBX is a High Yield Bonds fund managed by Eaton Vance. Over the past 10 years, IJR returned 10.61%/yr vs 4.91%/yr for EVIBX. At a 0.33 correlation, their price movements are largely independent. IJR charges 0.06%/yr vs 1.00%/yr for EVIBX.
Performance
IJR vs. EVIBX - Performance Comparison
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Returns By Period
In the year-to-date period, IJR achieves a 15.49% return, which is significantly higher than EVIBX's 0.64% return. Over the past 10 years, IJR has outperformed EVIBX with an annualized return of 10.61%, while EVIBX has yielded a comparatively lower 4.91% annualized return.
IJR
- 1D
- 0.65%
- 1M
- 0.17%
- YTD
- 15.49%
- 6M
- 15.12%
- 1Y
- 30.47%
- 3Y*
- 13.78%
- 5Y*
- 5.37%
- 10Y*
- 10.61%
EVIBX
- 1D
- -0.19%
- 1M
- 0.13%
- YTD
- 0.64%
- 6M
- 1.53%
- 1Y
- 5.82%
- 3Y*
- 7.22%
- 5Y*
- 3.96%
- 10Y*
- 4.91%
IJR vs. EVIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 15.49% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
EVIBX Eaton Vance Income Fund of Boston | 0.64% | 8.21% | 6.57% | 10.67% | -8.16% | 5.57% | 4.83% | 13.30% | -2.77% | 6.03% |
Correlation
The correlation between IJR and EVIBX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 30, 2000 | 0.33 |
The correlation between IJR and EVIBX shifts across timeframes, from 0.33 (all time) to 0.48 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IJR vs. EVIBX — Risk / Return Rank
IJR
EVIBX
IJR vs. EVIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) and Eaton Vance Income Fund of Boston (EVIBX). 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.
| IJR | EVIBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.44 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.49 | +1.04 |
| Martin ratioReturn relative to average drawdown | 11.72 | 12.66 | -0.94 |
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
| IJR | EVIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.80 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.81 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.91 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.01 | -0.58 |
Drawdowns
IJR vs. EVIBX - Drawdown Comparison
The maximum IJR drawdown since its inception was -58.15%, which is greater than EVIBX's maximum drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for IJR and EVIBX.
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Drawdown Indicators
| IJR | EVIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.15% | -36.79% | -21.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -2.35% | -6.33% |
Max Drawdown (3Y)Largest decline over 3 years | -28.02% | -3.70% | -24.32% |
Max Drawdown (5Y)Largest decline over 5 years | -28.02% | -12.67% | -15.35% |
Max Drawdown (10Y)Largest decline over 10 years | -44.36% | -21.06% | -23.30% |
Current DrawdownCurrent decline from peak | -1.20% | -0.19% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -4.55% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 0.46% | +2.15% |
Volatility
IJR vs. EVIBX - Volatility Comparison
iShares Core S&P Small-Cap ETF (IJR) has a higher volatility of 4.73% compared to Eaton Vance Income Fund of Boston (EVIBX) at 0.88%. This indicates that IJR's price experiences larger fluctuations and is considered to be riskier than EVIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJR | EVIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 0.88% | +3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 2.47% | +9.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 3.24% | +14.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.42% | 4.88% | +16.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.92% | 5.40% | +17.52% |
IJR vs. EVIBX - Expense Ratio Comparison
IJR has a 0.06% expense ratio, which is lower than EVIBX's 1.00% expense ratio.
Dividends
IJR vs. EVIBX - Dividend Comparison
IJR's dividend yield for the trailing twelve months is around 1.15%, less than EVIBX's 6.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVIBX Eaton Vance Income Fund of Boston | 6.10% | 5.91% | 5.36% | 4.59% | 5.65% | 5.04% | 5.69% | 5.62% | 6.01% | 5.53% | 5.85% | 6.54% |
IJR iShares Core S&P Small-Cap ETF | 1.15% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Frequently Asked Questions
IJR and EVIBX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJR has higher volatility (4.73%) compared to EVIBX (0.88%). In terms of maximum drawdown, IJR dropped -58.15% vs EVIBX's -36.79%.
EVIBX currently has the higher Sharpe Ratio (1.80 vs 1.74), 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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