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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Eaton Vance Large-Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Eaton Vance Large-Cap Value Fund (EHSTX) has returned -1.54% so far this year and 9.16% over the past 12 months. Over the last ten years, EHSTX has returned 9.60% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Eaton Vance Large-Cap Value Fund
- 1D
- -0.45%
- 1M
- -8.06%
- YTD
- -1.54%
- 6M
- 2.60%
- 1Y
- 9.16%
- 3Y*
- 10.32%
- 5Y*
- 7.60%
- 10Y*
- 9.60%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 1980, EHSTX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Jan 1984 at -17.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, EHSTX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Jan 3, 1984 at -16.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.52% | 2.47% | -8.06% | -1.54% | |||||||||
| 2025 | 4.06% | -0.53% | -2.31% | -4.45% | 4.87% | 3.03% | 0.08% | 1.63% | 1.34% | 1.11% | 1.53% | 1.50% | 12.11% |
| 2024 | -1.65% | 4.46% | 4.77% | -2.12% | 2.68% | -1.42% | 3.61% | 1.07% | 1.65% | -1.38% | 6.52% | -6.72% | 11.25% |
| 2023 | 4.37% | -3.22% | -2.28% | 2.33% | -3.73% | 5.29% | 3.95% | -3.05% | -3.85% | -4.22% | 6.70% | 6.43% | 7.93% |
| 2022 | -0.37% | 0.17% | 2.37% | -5.78% | 2.15% | -7.77% | 6.26% | -2.45% | -7.21% | 11.05% | 5.06% | -4.48% | -2.80% |
| 2021 | -1.43% | 6.43% | 5.77% | 4.04% | 1.74% | -1.22% | 0.54% | 1.64% | -3.32% | 5.57% | -4.08% | 7.06% | 24.25% |
Benchmark Metrics
Eaton Vance Large-Cap Value Fund has an annualized alpha of 0.76%, beta of 0.84, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since January 03, 1980.
- This fund participated in 91.13% of S&P 500 Index downside but only 88.18% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.76%
- Beta
- 0.84
- R²
- 0.81
- Upside Capture
- 88.18%
- Downside Capture
- 91.13%
Expense Ratio
EHSTX has a high expense ratio of 1.01%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
EHSTX ranks 25 for risk / return — below 25% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and compare them to a chosen benchmark (S&P 500 Index).
| EHSTX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.90 | -0.24 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.39 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.40 | -0.65 |
Martin ratioReturn relative to average drawdown | 3.13 | 6.61 | -3.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore EHSTX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Eaton Vance Large-Cap Value Fund provided a 6.18% dividend yield over the last twelve months, with an annual payout of $1.62 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.62 | $1.64 | $1.02 | $0.69 | $0.96 | $1.78 | $0.41 | $0.58 | $1.80 | $1.15 | $0.24 | $1.84 |
Dividend yield | 6.18% | 6.12% | 4.03% | 2.93% | 4.25% | 7.32% | 1.94% | 2.76% | 10.94% | 5.88% | 1.33% | 11.02% |
Monthly Dividends
The table displays the monthly dividend distributions for Eaton Vance Large-Cap 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 | $0.05 | $0.05 | |||||||||
| 2025 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $1.45 | $1.64 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.87 | $1.02 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.52 | $0.69 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.79 | $0.96 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $1.60 | $1.78 |
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 Large-Cap 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 Large-Cap Value Fund was 53.47%, occurring on Mar 9, 2009. Recovery took 1029 trading sessions.
The current Eaton Vance Large-Cap Value Fund drawdown is 8.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.47% | Oct 15, 2007 | 352 | Mar 9, 2009 | 1029 | Apr 10, 2013 | 1381 |
| -39.3% | Jan 21, 2020 | 44 | Mar 23, 2020 | 197 | Dec 31, 2020 | 241 |
| -29.97% | Aug 26, 1987 | 75 | Dec 10, 1987 | 413 | Jul 31, 1989 | 488 |
| -29.89% | May 22, 2001 | 346 | Oct 9, 2002 | 325 | Jan 26, 2004 | 671 |
| -25.66% | Oct 11, 1983 | 161 | May 30, 1984 | 371 | Nov 14, 1985 | 532 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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