VGI vs. ESIIX
Compare and contrast key facts about Virtus Global Multi-Sector Income Fund (VGI) and Eaton Vance Strategic Income Fund Class I (ESIIX).
VGI is managed by Virtus. ESIIX is an actively managed fund by Eaton Vance. It was launched on Apr 3, 2009.
Performance
VGI vs. ESIIX - Performance Comparison
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VGI vs. ESIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | -2.66% | 16.14% | 10.43% | 14.58% | -21.70% | 1.40% | 9.81% | 27.29% | -28.73% | 27.46% |
ESIIX Eaton Vance Strategic Income Fund Class I | 0.83% | 12.46% | 6.66% | 8.52% | -2.32% | 1.59% | 7.80% | 7.65% | -2.44% | 5.16% |
Returns By Period
In the year-to-date period, VGI achieves a -2.66% return, which is significantly lower than ESIIX's 0.83% return. Over the past 10 years, VGI has outperformed ESIIX with an annualized return of 5.60%, while ESIIX has yielded a comparatively lower 5.15% annualized return.
VGI
- 1D
- 0.27%
- 1M
- -4.97%
- YTD
- -2.66%
- 6M
- -1.28%
- 1Y
- 7.42%
- 3Y*
- 11.56%
- 5Y*
- 2.24%
- 10Y*
- 5.60%
ESIIX
- 1D
- 0.29%
- 1M
- -1.43%
- YTD
- 0.83%
- 6M
- 3.43%
- 1Y
- 9.56%
- 3Y*
- 8.62%
- 5Y*
- 5.25%
- 10Y*
- 5.15%
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VGI vs. ESIIX - Expense Ratio Comparison
Return for Risk
VGI vs. ESIIX — Risk / Return Rank
VGI
ESIIX
VGI vs. ESIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Multi-Sector Income Fund (VGI) and Eaton Vance Strategic Income Fund Class I (ESIIX). 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.
| VGI | ESIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 3.22 | -2.46 |
Sortino ratioReturn per unit of downside risk | 1.00 | 4.58 | -3.58 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.73 | -0.57 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.99 | -2.99 |
Martin ratioReturn relative to average drawdown | 3.72 | 16.51 | -12.78 |
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
| VGI | ESIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 3.22 | -2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 1.67 | -1.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 1.64 | -1.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.46 | -0.16 |
Correlation
The correlation between VGI and ESIIX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VGI vs. ESIIX - Dividend Comparison
VGI's dividend yield for the trailing twelve months is around 12.97%, more than ESIIX's 7.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | 12.97% | 12.24% | 12.57% | 12.26% | 13.42% | 10.22% | 11.81% | 12.10% | 15.00% | 10.70% | 12.21% | 15.60% |
ESIIX Eaton Vance Strategic Income Fund Class I | 7.37% | 7.01% | 7.23% | 7.19% | 5.82% | 4.57% | 4.44% | 5.29% | 4.25% | 3.95% | 4.18% | 4.59% |
Drawdowns
VGI vs. ESIIX - Drawdown Comparison
The maximum VGI drawdown since its inception was -48.08%, which is greater than ESIIX's maximum drawdown of -26.87%. Use the drawdown chart below to compare losses from any high point for VGI and ESIIX.
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Drawdown Indicators
| VGI | ESIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -26.87% | -21.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -2.44% | -5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -33.79% | -6.18% | -27.61% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | -12.25% | -35.83% |
Current DrawdownCurrent decline from peak | -5.93% | -1.86% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -10.51% | -4.76% | -5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 0.59% | +1.62% |
Volatility
VGI vs. ESIIX - Volatility Comparison
Virtus Global Multi-Sector Income Fund (VGI) has a higher volatility of 4.28% compared to Eaton Vance Strategic Income Fund Class I (ESIIX) at 1.33%. This indicates that VGI's price experiences larger fluctuations and is considered to be riskier than ESIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGI | ESIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 1.33% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 5.94% | 1.98% | +3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 3.04% | +6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 3.15% | +7.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 3.16% | +13.56% |