Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | +0.30% | -2.22% | -7.08% | -7.42% | -7.42% | -9.65% | -0.07% | -6.09% | -2.84% | -2.67% |
| Market-price total return | +0.30% | -1.53% | -5.13% | -3.51% | -1.51% | -1.90% | +8.69% | +2.78% | +5.28% | +5.14% |
| NAV return | +0.19% | -1.46% | -3.22% | -4.16% | -4.83% | -4.58% | +0.69% | -4.26% | -3.28% | -2.57% |
| NAV total return | +0.19% | -0.80% | -1.28% | -0.29% | +0.99% | +3.28% | +9.23% | +4.50% | +4.31% | +4.66% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.09% | 0.03% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.03% | as above |
| Volatility, 5 years | 0.12% | 0.04% | as above |
| Maximum drawdown, 3 years | -8.24% | -3.08% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.44 | 1.78 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.64 | 2.69 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.49 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.44 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Eaton Vance Short Duration Diversified Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.