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RAVI vs. EVSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAVI vs. EVSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Ultra-Short Income ETF (RAVI) and Eaton Vance Short Duration Income ETF (EVSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RAVI achieves a 1.52% return, which is significantly higher than EVSD's 0.85% return.


RAVI

1D
-0.00%
1M
0.35%
YTD
1.52%
6M
1.92%
1Y
4.45%
3Y*
5.20%
5Y*
3.50%
10Y*
2.67%

EVSD

1D
0.08%
1M
0.34%
YTD
0.85%
6M
1.28%
1Y
4.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAVI vs. EVSD - Yearly Performance Comparison


2026 (YTD)20252024
RAVI
FlexShares Ultra-Short Income ETF
1.52%4.98%2.92%
EVSD
Eaton Vance Short Duration Income ETF
0.85%6.80%3.87%

Correlation

The correlation between RAVI and EVSD is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2024

0.46

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Return for Risk

RAVI vs. EVSD — Risk / Return Rank

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

RAVI
RAVI Risk / Return Rank: 9999
Overall Rank
RAVI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RAVI Sortino Ratio Rank: 9999
Sortino Ratio Rank
RAVI Omega Ratio Rank: 9999
Omega Ratio Rank
RAVI Calmar Ratio Rank: 9999
Calmar Ratio Rank
RAVI Martin Ratio Rank: 9999
Martin Ratio Rank

EVSD
EVSD Risk / Return Rank: 8787
Overall Rank
EVSD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EVSD Sortino Ratio Rank: 9494
Sortino Ratio Rank
EVSD Omega Ratio Rank: 9393
Omega Ratio Rank
EVSD Calmar Ratio Rank: 7676
Calmar Ratio Rank
EVSD Martin Ratio Rank: 8181
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.

RAVI vs. EVSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Ultra-Short Income ETF (RAVI) and Eaton Vance Short Duration Income ETF (EVSD). 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.


RAVIEVSDDifference
Sharpe ratioReturn per unit of total volatility

+7.80

Sortino ratioReturn per unit of downside risk

+18.47

Omega ratioGain probability vs. loss probability

5.33

1.65

+3.67

Calmar ratioReturn relative to maximum drawdown

38.26

3.76

+34.50

Martin ratioReturn relative to average drawdown

229.11

15.79

+213.32

RAVI vs. EVSD - Sharpe Ratio Comparison

The current RAVI Sharpe Ratio is 10.91, which is higher than the EVSD Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of RAVI and EVSD, 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


RAVIEVSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.91

3.10

+7.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.09

Sharpe Ratio (All Time)

Calculated using the full available price history

2.03

3.05

-1.02

Drawdowns

RAVI vs. EVSD - Drawdown Comparison

The maximum RAVI drawdown since its inception was -3.72%, which is greater than EVSD's maximum drawdown of -1.26%. Use the drawdown chart below to compare losses from any high point for RAVI and EVSD.


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Drawdown Indicators


RAVIEVSDDifference

Max Drawdown

Largest peak-to-trough decline

-3.72%

-1.26%

-2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

-1.26%

+1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-3.72%

Current Drawdown

Current decline from peak

-0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.19%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.30%

-0.28%

Volatility

RAVI vs. EVSD - Volatility Comparison

The current volatility for FlexShares Ultra-Short Income ETF (RAVI) is 0.15%, while Eaton Vance Short Duration Income ETF (EVSD) has a volatility of 0.47%. This indicates that RAVI experiences smaller price fluctuations and is considered to be less risky than EVSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAVIEVSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.47%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.30%

1.14%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

1.54%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.41%

1.94%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.28%

1.94%

-0.66%

RAVI vs. EVSD - Expense Ratio Comparison

RAVI has a 0.25% expense ratio, which is higher than EVSD's 0.24% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

RAVI vs. EVSD - Dividend Comparison

RAVI's dividend yield for the trailing twelve months is around 4.38%, less than EVSD's 4.61% yield.


PositionTTM2025202420232022202120202019201820172016
EVSD
Eaton Vance Short Duration Income ETF
4.61%4.64%2.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RAVI
FlexShares Ultra-Short Income ETF
4.38%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%

Frequently Asked Questions


RAVI and EVSD have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVSD has higher volatility (0.47%) compared to RAVI (0.15%). In terms of maximum drawdown, RAVI dropped -3.72% vs EVSD's -1.26%.

On 1-year performance, EVSD leads with 4.72% vs 4.45% for RAVI. On fees, EVSD is cheaper at 0.24% per year. On volatility, RAVI has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EVSD has performed better with a 4.72% return vs 4.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EVSD is cheaper with a 0.24% expense ratio, compared with 0.25% for RAVI.

EVSD has the higher dividend yield at 4.61%, compared with 4.38% for RAVI.

RAVI is categorized as Ultrashort Bond, while EVSD is Short-Term Bond. They also come from different issuers: FlexShares and Eaton Vance. Their fees differ too: 0.25% for RAVI and 0.24% for EVSD.

RAVI currently has the higher Sharpe Ratio (10.90 vs 3.10), 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.

Portfolio Optimizer

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