PortfoliosLab logoPortfoliosLab logo
TIILX vs. EIRRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIILX vs. EIRRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Inflation-Linked Bond Fund (TIILX) and Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TIILX vs. EIRRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIILX
TIAA-CREF Inflation-Linked Bond Fund
0.46%7.09%3.28%4.35%-7.22%5.26%8.10%6.60%-0.49%1.74%
EIRRX
Eaton Vance Short Duration Inflation-Protected Income Fund
0.35%4.63%5.65%6.33%-3.08%7.84%5.25%5.60%-0.15%1.94%

Returns By Period

In the year-to-date period, TIILX achieves a 0.46% return, which is significantly higher than EIRRX's 0.35% return. Over the past 10 years, TIILX has underperformed EIRRX with an annualized return of 2.84%, while EIRRX has yielded a comparatively higher 3.75% annualized return.


TIILX

1D
-0.09%
1M
-0.73%
YTD
0.46%
6M
0.47%
1Y
3.73%
3Y*
4.03%
5Y*
2.49%
10Y*
2.84%

EIRRX

1D
-0.10%
1M
0.05%
YTD
0.35%
6M
0.45%
1Y
3.44%
3Y*
4.71%
5Y*
3.80%
10Y*
3.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TIILX vs. EIRRX - Expense Ratio Comparison

TIILX has a 0.23% expense ratio, which is lower than EIRRX's 0.64% expense ratio.


Return for Risk

TIILX vs. EIRRX — Risk / Return Rank

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

TIILX
TIILX Risk / Return Rank: 5454
Overall Rank
TIILX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TIILX Sortino Ratio Rank: 5454
Sortino Ratio Rank
TIILX Omega Ratio Rank: 4343
Omega Ratio Rank
TIILX Calmar Ratio Rank: 6161
Calmar Ratio Rank
TIILX Martin Ratio Rank: 5858
Martin Ratio Rank

EIRRX
EIRRX Risk / Return Rank: 8686
Overall Rank
EIRRX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EIRRX Sortino Ratio Rank: 8383
Sortino Ratio Rank
EIRRX Omega Ratio Rank: 8484
Omega Ratio Rank
EIRRX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EIRRX Martin Ratio Rank: 9292
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.

TIILX vs. EIRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Inflation-Linked Bond Fund (TIILX) and Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX). 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.


TIILXEIRRXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.65

-0.49

Sortino ratio

Return per unit of downside risk

1.69

2.36

-0.67

Omega ratio

Gain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratio

Return relative to maximum drawdown

1.81

2.74

-0.93

Martin ratio

Return relative to average drawdown

7.10

11.99

-4.89

TIILX vs. EIRRX - Sharpe Ratio Comparison

The current TIILX Sharpe Ratio is 1.16, which is comparable to the EIRRX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of TIILX and EIRRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TIILXEIRRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.65

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

1.34

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

1.36

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.10

-0.40

Correlation

The correlation between TIILX and EIRRX is 0.65, 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

TIILX vs. EIRRX - Dividend Comparison

TIILX's dividend yield for the trailing twelve months is around 3.12%, less than EIRRX's 4.12% yield.


TTM20252024202320222021202020192018201720162015
TIILX
TIAA-CREF Inflation-Linked Bond Fund
3.12%3.95%3.45%3.38%8.60%6.29%1.28%1.85%2.59%2.00%1.55%0.33%
EIRRX
Eaton Vance Short Duration Inflation-Protected Income Fund
4.12%3.57%4.08%4.50%5.07%3.54%2.21%2.66%2.91%2.13%2.24%2.05%

Drawdowns

TIILX vs. EIRRX - Drawdown Comparison

The maximum TIILX drawdown since its inception was -14.24%, which is greater than EIRRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for TIILX and EIRRX.


Loading graphics...

Drawdown Indicators


TIILXEIRRXDifference

Max Drawdown

Largest peak-to-trough decline

-14.24%

-10.27%

-3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.12%

-1.18%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-6.22%

-3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-9.57%

-10.27%

+0.70%

Current Drawdown

Current decline from peak

-1.01%

-0.54%

-0.47%

Average Drawdown

Average peak-to-trough decline

-2.94%

-1.01%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.27%

+0.27%

Volatility

TIILX vs. EIRRX - Volatility Comparison

TIAA-CREF Inflation-Linked Bond Fund (TIILX) has a higher volatility of 1.01% compared to Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) at 0.69%. This indicates that TIILX's price experiences larger fluctuations and is considered to be riskier than EIRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TIILXEIRRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.69%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.75%

1.13%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

1.96%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

2.85%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.83%

2.76%

+1.07%