- ISIN
- US2779116571
- CUSIP
- 277911657
- Issuer
- BlackRock
- Inception Date
- Dec 27, 1999
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
EATVX Performance Chart
Eaton Vance Tax Managed Value Fund (EATVX) is up 18.8% since the beginning of the year. EATVX is currently trading at $52 per share. Investors who bought $1,000 worth of EATVX shares 5 years ago would now be looking at an investment worth $1,716.
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Returns By Period
Eaton Vance Tax Managed Value Fund (EATVX) has returned 18.79% so far this year and 33.50% over the past 12 months. Over the last ten years, EATVX has returned 12.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Eaton Vance Tax Managed Value Fund
- 1D
- 1.23%
- 1M
- 4.27%
- YTD
- 18.79%
- 6M
- 18.30%
- 1Y
- 33.50%
- 3Y*
- 17.93%
- 5Y*
- 11.41%
- 10Y*
- 12.00%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EATVX Monthly Returns History
Based on dividend-adjusted daily data since Dec 27, 1999, EATVX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.1%, while the worst month was Oct 2008 at -16.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, EATVX closed higher 52% of trading days. The best single day was Oct 28, 2008 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.98% | 2.25% | -5.68% | 8.91% | 4.95% | 2.66% | 18.79% | ||||||
| 2025 | 5.12% | -1.89% | -3.57% | -4.22% | 4.23% | 3.93% | 0.84% | 2.25% | 2.22% | 1.17% | 2.08% | 0.49% | 12.86% |
| 2024 | -0.30% | 4.51% | 5.61% | -2.64% | 3.46% | -0.35% | 2.51% | 2.37% | 1.51% | -1.68% | 6.31% | -7.00% | 14.37% |
| 2023 | 4.74% | -3.55% | -1.32% | 2.36% | -4.30% | 5.30% | 3.87% | -2.50% | -4.30% | -3.53% | 7.41% | 5.99% | 9.44% |
| 2022 | -2.92% | -1.90% | 1.21% | -6.52% | 2.53% | -7.50% | 6.51% | -4.31% | -7.69% | 10.43% | 6.24% | -4.35% | -9.77% |
| 2021 | -1.36% | 5.29% | 4.79% | 4.37% | 1.22% | -0.32% | 1.56% | 2.89% | -3.92% | 6.74% | -2.74% | 5.41% | 25.92% |
Benchmark Metrics
Eaton Vance Tax Managed Value Fund has an annualized alpha of 2.77%, beta of 0.91, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since December 27, 1999.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.72%) than losses (85.90%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.77% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.91 and R2 of 0.90, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.77%
- Beta
- 0.91
- R²
- 0.90
- Upside Capture
- 95.72%
- Downside Capture
- 85.90%
Expense Ratio
EATVX has a high expense ratio of 1.15%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
EATVX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Eaton Vance Tax Managed Value Fund (EATVX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EATVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.37 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 2.78 | +1.40 |
| Martin ratioReturn relative to average drawdown | 17.88 | 12.44 | +5.44 |
Dividends
Dividend History
Eaton Vance Tax Managed Value Fund provided a 3.51% dividend yield over the last twelve months, with an annual payout of $1.82 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.82 | $1.82 | $1.51 | $1.18 | $0.75 | $1.75 | $0.42 | $0.35 | $0.39 | $0.25 | $0.25 | $1.83 |
Dividend yield | 3.51% | 4.16% | 3.75% | 3.24% | 2.17% | 4.50% | 1.29% | 1.13% | 1.57% | 0.95% | 1.10% | 8.71% |
Monthly Dividends
The table displays the monthly dividend distributions for Eaton Vance Tax Managed Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.82 | $1.82 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.51 | $1.51 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.18 | $1.18 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.75 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.75 | $1.75 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Eaton Vance Tax Managed Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Eaton Vance Tax Managed Value Fund was 53.01%, occurring on Mar 9, 2009. Recovery took 1029 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.01%Mar 2009 | 1y 5mo | 4y 1mo | 5y 6moOct 2007 - Apr 2013 |
COVID crash2020 | -38.63%Mar 2020 | 1mo 4d | 8mo 6d | 9mo 10dFeb 2020 - Nov 2020 |
Dot-com crash2000–2002 | -29.74%Oct 2002 | 1y 4mo | 1y 3mo | 2y 7moJun 2001 - Jan 2004 |
Bear market2022 | -20.70%Sep 2022 | 8mo 28d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
Rate-hike selloffLate 2018 | -18.94%Dec 2018 | 3mo 1d | 4mo | 7mo 1dSep 2018 - Apr 2019 |
Drawdown Indicators
| EATVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.01% | -56.78% | +3.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -9.10% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -18.90% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -20.70% | -25.43% | +4.73% |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | -33.92% | -4.71% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -10.71% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.03% | -0.16% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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