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Eaton Vance Strategic Income Fund Class A ETSIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ETSIX | Replication |
|---|---|---|
| Annualized growth | 5.0% | 2.4% |
| Annualized volatility | 3.7% | 2.7% |
| Sharpe ratio | 1.34 | 0.89 |
| Maximum drawdown | 6.2% | 9.5% |
| Replication fit (R²) | 0.62 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model ETSIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 43.7% |
| VCSH | FI · Short Corp | 27.7% |
| BKLN | FI · Senior Bank Loans | 9.6% |
| VWOB | FI · EM Bonds USD | 9.5% |
| EMLC | FI · EM Local Currency | 9.5% |