PortfoliosLab logoPortfoliosLab logo
ISIN
US2779058088
CUSIP
277905808
Inception Date
Sep 23, 1931
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

EHSTX Performance Chart

Eaton Vance Large-Cap Value Fund (EHSTX) is up 12.8% since the beginning of the year. EHSTX is currently trading at $30 per share. Investors who bought $1,000 worth of EHSTX shares 5 years ago would now be looking at an investment worth $1,622.


Loading charts...

S&P 500 Index

Returns By Period

Eaton Vance Large-Cap Value Fund (EHSTX) has returned 12.75% so far this year and 23.62% over the past 12 months. Over the last ten years, EHSTX has returned 11.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Eaton Vance Large-Cap Value Fund

1D
0.77%
1M
1.02%
YTD
12.75%
6M
12.12%
1Y
23.62%
3Y*
14.26%
5Y*
10.15%
10Y*
11.05%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHSTX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1980, EHSTX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 64% of months were positive and 36% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.52%2.47%-6.07%8.00%3.31%0.45%12.75%
20254.06%-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%
20234.37%-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 0.79%, beta of 0.84, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since January 02, 1980.

  • This fund participated in 91.01% of S&P 500 Index downside but only 88.10% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.79%
Beta
0.84
0.81
Upside Capture
88.10%
Downside Capture
91.01%

Expense Ratio

EHSTX has a high expense ratio of 1.01%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

EHSTX ranks 58 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


EHSTX Risk / Return Rank: 5858
Overall Rank
EHSTX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EHSTX Sortino Ratio Rank: 5656
Sortino Ratio Rank
EHSTX Omega Ratio Rank: 5353
Omega Ratio Rank
EHSTX Calmar Ratio Rank: 6262
Calmar Ratio Rank
EHSTX Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) 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.


EHSTXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.88

2.78

+0.10

Martin ratioReturn relative to average drawdown

11.57

12.44

-0.87

Dividends

Dividend History

Eaton Vance Large-Cap Value Fund provided a 5.37% dividend yield over the last twelve months, with an annual payout of $1.61 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.61$1.64$1.02$0.69$0.96$1.78$0.41$0.58$1.80$1.15$0.24$1.84

Dividend yield

5.37%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.00$0.00$0.06$0.12
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.


Loading charts...

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 1.05%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-53.47%Mar 2009
1y 4mo4y 1mo
5y 5moOct 2007 - Apr 2013
COVID crash2020
-39.30%Mar 2020
2mo 2d9mo 13d
11mo 15dJan 2020 - Dec 2020
Black Monday1987
-29.97%Dec 1987
3mo 16d1y 7mo
1y 11moAug 1987 - Jul 1989
Dot-com crash2000–2002
-29.89%Oct 2002
1y 4mo1y 3mo
2y 8moMay 2001 - Jan 2004
1984 bear market1984
-25.66%May 1984
7mo 22d1y 5mo
2y 1moOct 1983 - Nov 1985

Drawdown Indicators


EHSTXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.47%

-56.78%

+3.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-9.10%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-16.44%

-18.90%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-16.44%

-25.43%

+8.99%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-33.92%

-5.38%

Current Drawdown

Current decline from peak

-1.05%

-1.80%

+0.75%

Average Drawdown

Average peak-to-trough decline

-7.40%

-10.71%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.03%

+0.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with EHSTX

Add Eaton Vance Large-Cap Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with EHSTX