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IWR vs. EVIBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWR vs. EVIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Midcap ETF (IWR) and Eaton Vance Income Fund of Boston (EVIBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWR achieves a 10.71% return, which is significantly higher than EVIBX's 0.64% return. Over the past 10 years, IWR has outperformed EVIBX with an annualized return of 11.41%, while EVIBX has yielded a comparatively lower 4.91% annualized return.


IWR

1D
0.08%
1M
1.05%
YTD
10.71%
6M
10.50%
1Y
19.23%
3Y*
16.25%
5Y*
7.68%
10Y*
11.41%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWR vs. EVIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWR
iShares Russell Midcap ETF
10.71%10.37%15.21%17.05%-17.48%22.44%16.93%30.23%-9.10%18.25%
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 IWR and EVIBX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2001

0.38

The correlation between IWR and EVIBX shifts across timeframes, from 0.38 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IWR vs. EVIBX — Risk / Return Rank

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

IWR
IWR Risk / Return Rank: 4949
Overall Rank
IWR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 4646
Sortino Ratio Rank
IWR Omega Ratio Rank: 4343
Omega Ratio Rank
IWR Calmar Ratio Rank: 5353
Calmar Ratio Rank
IWR Martin Ratio Rank: 5757
Martin Ratio Rank

EVIBX
EVIBX Risk / Return Rank: 6464
Overall Rank
EVIBX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EVIBX Sortino Ratio Rank: 7070
Sortino Ratio Rank
EVIBX Omega Ratio Rank: 7575
Omega Ratio Rank
EVIBX Calmar Ratio Rank: 5151
Calmar Ratio Rank
EVIBX Martin Ratio Rank: 7575
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.

IWR vs. EVIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) 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.


IWREVIBXDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.25

1.44

-0.19

Calmar ratioReturn relative to maximum drawdown

2.37

2.49

-0.12

Martin ratioReturn relative to average drawdown

9.09

12.66

-3.57

IWR vs. EVIBX - Sharpe Ratio Comparison

The current IWR Sharpe Ratio is 1.43, which is comparable to the EVIBX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of IWR and EVIBX, 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


IWREVIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.80

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.81

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.91

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.01

-0.52

Drawdowns

IWR vs. EVIBX - Drawdown Comparison

The maximum IWR drawdown since its inception was -58.78%, which is greater than EVIBX's maximum drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for IWR and EVIBX.


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Drawdown Indicators


IWREVIBXDifference

Max Drawdown

Largest peak-to-trough decline

-58.78%

-36.79%

-21.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-2.35%

-5.82%

Max Drawdown (3Y)

Largest decline over 3 years

-21.09%

-3.70%

-17.39%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-12.67%

-13.51%

Max Drawdown (10Y)

Largest decline over 10 years

-40.59%

-21.06%

-19.53%

Current Drawdown

Current decline from peak

-2.04%

-0.19%

-1.85%

Average Drawdown

Average peak-to-trough decline

-7.80%

-4.55%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

0.46%

+1.66%

Volatility

IWR vs. EVIBX - Volatility Comparison

iShares Russell Midcap ETF (IWR) has a higher volatility of 3.59% compared to Eaton Vance Income Fund of Boston (EVIBX) at 0.88%. This indicates that IWR'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


IWREVIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

0.88%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

2.47%

+7.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

3.24%

+10.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

4.88%

+13.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.38%

5.40%

+13.98%

IWR vs. EVIBX - Expense Ratio Comparison

IWR has a 0.19% expense ratio, which is lower than EVIBX's 1.00% expense ratio.


Dividends

IWR vs. EVIBX - Dividend Comparison

IWR's dividend yield for the trailing twelve months is around 1.17%, less than EVIBX's 6.10% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IWR
iShares Russell Midcap ETF
1.17%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%

Frequently Asked Questions


IWR and EVIBX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWR has higher volatility (3.59%) compared to EVIBX (0.88%). In terms of maximum drawdown, IWR dropped -58.78% vs EVIBX's -36.79%.

EVIBX currently has the higher Sharpe Ratio (1.80 vs 1.43), 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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