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EIM vs QVAL

Comparison between Eaton Vance Municipal Bond Fund (EIM, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF (QVAL, ETF).

5-Year PerformanceQVAL has outperformed EIM, delivering a return of +12.0% compared to -1.6%

EIM vs QVAL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EIM
$543M
Winner
QVAL
$545M
Expense Ratio
EIM
N/A
QVAL
0.28%
Max Drawdown
EIM
56.59%
Winner
QVAL
53.34%
Sharpe Ratio
EIM
0.43
Winner
QVAL
1.64
5Y Beta
Winner
EIM
0.13
QVAL
0.83
P/E Ratio
EIM
N/A
QVAL
12.78
Forward P/E
EIM
N/A
QVAL
11.24
PEG Ratio
EIM
N/A
QVAL
0.25
5Y Dividends CAGR
EIM
2.10%
Winner
QVAL
8.34%
5Y EPS CAGR
EIM
N/A
QVAL
23.75%
Debt to Equity
EIM
N/A
QVAL
-98.90%
P/S Ratio
EIM
N/A
QVAL
0.91
P/B Ratio
EIM
N/A
QVAL
2.32

EIM vs QVAL - Historical Returns

Returns include dividend reinvestment.

1M
EIM
-1.91%
Winner
QVAL
+2.92%
3M
EIM
-1.49%
Winner
QVAL
+5.98%
6M
EIM
+0.79%
Winner
QVAL
+15.06%
1Y
EIM
+7.29%
Winner
QVAL
+30.09%
5Y(CAGR)
EIM
-1.61%
Winner
QVAL
+12.05%
10Y(CAGR)
EIM
+1.45%
Winner
QVAL
+11.52%
Max(CAGR)
EIM
+4.31%
Winner
QVAL
+11.02%

EIM vs QVAL - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

YearEIMQVAL
2026+2.60%+13.13%
2025-0.67%+11.27%
2024+8.21%+12.04%
2023+3.26%+31.82%
2022-19.82%-11.30%
2021+4.58%+34.69%
2020+10.73%-6.12%
2019+17.96%+22.17%
2018-5.45%-18.51%
2017+6.28%+24.51%
2016+0.62%+13.13%
2015+7.23%N/A
2014+21.23%N/A
2013-15.89%N/A
2012+17.58%N/A
2011+20.30%N/A
2010-1.71%N/A
2009+42.16%N/A
2008-34.49%N/A
2007-4.87%N/A
2006+13.91%N/A
2005+23.19%N/A
2004+4.61%N/A
2003+9.41%N/A
2002-8.99%N/A

EIM vs QVAL Drawdown Comparison

The maximum drawdown for EIM was -52.49%, occurring on Dec 15, 2008. Recovery took 597 trading sessions.

The maximum drawdown for QVAL was -51.47%, occurring on Mar 23, 2020. Recovery took 786 trading sessions.

The current EIM drawdown is -10.82%. The current QVAL drawdown is -1.23%.

RankEIMQVAL
#1-52.49%
Jan 14, 2008 - May 27, 2010
-51.47%
Jan 26, 2018 - Mar 12, 2021
#2-31.68%
Sep 15, 2021 - Oct 25, 2023
-27.14%
Nov 16, 2021 - Sep 1, 2023
#3-26.00%
Dec 6, 2012 - Jan 28, 2015
-21.41%
Dec 2, 2024 - Oct 1, 2025
#4-24.04%
Feb 25, 2020 - Jul 21, 2020
-13.23%
Mar 21, 2016 - Aug 15, 2016
#5-23.12%
Oct 4, 2010 - Dec 27, 2011
-12.04%
Jan 4, 2016 - Mar 2, 2016
#6-15.00%
Jul 8, 2016 - May 13, 2019
-8.14%
Sep 14, 2023 - Dec 1, 2023
#7-14.38%
Mar 18, 2004 - Oct 19, 2004
-7.57%
May 7, 2021 - Aug 11, 2021
#8-12.21%
Sep 5, 2002 - May 13, 2003
-7.52%
Jul 31, 2024 - Sep 19, 2024
#9-11.75%
May 3, 2007 - Jan 11, 2008
-7.21%
Aug 23, 2016 - Nov 11, 2016
#10-10.50%
Jun 19, 2003 - Jan 12, 2004
-6.04%
Feb 11, 2026 - Apr 9, 2026
#11-8.57%
Dec 29, 2005 - Aug 17, 2006
-5.99%
Sep 2, 2021 - Oct 22, 2021
#12-7.84%
Jan 30, 2015 - Oct 20, 2015
-5.73%
May 31, 2024 - Jul 16, 2024
#13-7.62%
Feb 14, 2005 - May 4, 2005
-5.50%
Mar 28, 2024 - May 31, 2024
#14-7.30%
Mar 5, 2012 - May 9, 2012
-5.06%
Oct 3, 2025 - Nov 12, 2025
#15-4.71%
Oct 19, 2004 - Jan 13, 2005
-5.00%
Apr 27, 2017 - Aug 7, 2017

Correlation

Correlation between EIM and QVAL is 0.41 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.41
-101

Dividend Comparison (2002 - 2026)

EIM vs QVAL dividend yield comparison.

YearEIMQVAL
20262.62%0.38%
20256.27%1.44%
20245.65%1.72%
20234.07%1.76%
20224.87%2.00%
20214.38%1.23%
20204.29%1.86%
20194.00%1.99%
20184.98%1.64%
20175.48%1.08%
20165.64%1.30%
20155.90%0.00%
20145.97%0.00%
20136.78%0.00%
20125.56%0.00%
20117.15%0.00%
20107.96%0.00%
20096.74%0.00%
20088.76%0.00%
20076.80%0.00%
20067.10%0.00%
200510.57%0.00%
20046.92%0.00%
20036.59%0.00%
20021.69%0.00%

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