MZLSX vs. ETSIX
Compare and contrast key facts about Muzinich Low Duration Fund (MZLSX) and Eaton Vance Strategic Income Fund Class I (ETSIX).
MZLSX is managed by Muzinich. It was launched on Jun 29, 2016. ETSIX is an actively managed fund by Eaton Vance. It was launched on Jan 23, 1998.
Performance
MZLSX vs. ETSIX - Performance Comparison
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MZLSX vs. ETSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MZLSX Muzinich Low Duration Fund | -0.57% | 6.38% | 6.30% | 7.63% | -3.41% | 2.50% | 2.64% | 7.86% | 0.80% | 4.26% |
ETSIX Eaton Vance Strategic Income Fund Class I | 0.45% | 10.88% | 6.38% | 8.24% | -2.55% | 1.33% | 7.52% | 6.58% | -2.68% | 4.90% |
Returns By Period
In the year-to-date period, MZLSX achieves a -0.57% return, which is significantly lower than ETSIX's 0.45% return.
MZLSX
- 1D
- 0.11%
- 1M
- -1.38%
- YTD
- -0.57%
- 6M
- 0.72%
- 1Y
- 4.41%
- 3Y*
- 6.11%
- 5Y*
- 3.46%
- 10Y*
- —
ETSIX
- 1D
- 0.13%
- 1M
- -2.30%
- YTD
- 0.45%
- 6M
- 3.28%
- 1Y
- 9.09%
- 3Y*
- 7.80%
- 5Y*
- 4.68%
- 10Y*
- 4.65%
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MZLSX vs. ETSIX - Expense Ratio Comparison
MZLSX has a 0.50% expense ratio, which is lower than ETSIX's 1.46% expense ratio.
Return for Risk
MZLSX vs. ETSIX — Risk / Return Rank
MZLSX
ETSIX
MZLSX vs. ETSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Muzinich Low Duration Fund (MZLSX) and Eaton Vance Strategic Income Fund Class I (ETSIX). 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.
| MZLSX | ETSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.80 | 3.05 | -0.25 |
Sortino ratioReturn per unit of downside risk | 4.00 | 4.31 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.71 | 1.68 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 3.61 | -0.62 |
Martin ratioReturn relative to average drawdown | 14.39 | 14.55 | -0.17 |
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
| MZLSX | ETSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 3.05 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.19 | 1.49 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.69 | 1.33 | +0.35 |
Correlation
The correlation between MZLSX and ETSIX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MZLSX vs. ETSIX - Dividend Comparison
MZLSX's dividend yield for the trailing twelve months is around 7.01%, less than ETSIX's 7.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MZLSX Muzinich Low Duration Fund | 7.01% | 7.03% | 4.77% | 4.88% | 3.85% | 6.36% | 2.08% | 2.24% | 8.62% | 1.86% | 0.79% | 0.00% |
ETSIX Eaton Vance Strategic Income Fund Class I | 7.11% | 5.65% | 6.97% | 6.93% | 5.56% | 4.31% | 4.19% | 4.29% | 3.98% | 3.70% | 3.94% | 4.32% |
Drawdowns
MZLSX vs. ETSIX - Drawdown Comparison
The maximum MZLSX drawdown since its inception was -12.66%, roughly equal to the maximum ETSIX drawdown of -12.63%. Use the drawdown chart below to compare losses from any high point for MZLSX and ETSIX.
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Drawdown Indicators
| MZLSX | ETSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.66% | -12.63% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -1.50% | -2.43% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -6.09% | -6.34% | +0.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.28% | — |
Current DrawdownCurrent decline from peak | -1.40% | -2.30% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -0.86% | -1.44% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 0.60% | -0.29% |
Volatility
MZLSX vs. ETSIX - Volatility Comparison
The current volatility for Muzinich Low Duration Fund (MZLSX) is 0.81%, while Eaton Vance Strategic Income Fund Class I (ETSIX) has a volatility of 1.24%. This indicates that MZLSX experiences smaller price fluctuations and is considered to be less risky than ETSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MZLSX | ETSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 1.24% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 1.13% | 1.91% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.57% | 3.00% | -1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.58% | 3.16% | -1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.13% | 3.15% | -1.02% |