CAPEX vs. VTCLX
Compare and contrast key facts about Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX).
CAPEX is managed by BlackRock. It was launched on Mar 28, 1966. VTCLX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
CAPEX vs. VTCLX - Performance Comparison
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CAPEX vs. VTCLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAPEX Eaton Vance Tax Managed Growth 1.0 Fund | -8.46% | 16.83% | 25.45% | 28.62% | -19.92% | 25.05% | 23.49% | 29.70% | -4.95% | 22.72% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | -6.78% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -4.98% | 22.40% |
Returns By Period
In the year-to-date period, CAPEX achieves a -8.46% return, which is significantly lower than VTCLX's -6.78% return. Both investments have delivered pretty close results over the past 10 years, with CAPEX having a 13.40% annualized return and VTCLX not far ahead at 13.66%.
CAPEX
- 1D
- -0.15%
- 1M
- -8.01%
- YTD
- -8.46%
- 6M
- -6.22%
- 1Y
- 11.44%
- 3Y*
- 16.79%
- 5Y*
- 10.42%
- 10Y*
- 13.40%
VTCLX
- 1D
- -0.40%
- 1M
- -7.66%
- YTD
- -6.78%
- 6M
- -4.38%
- 1Y
- 14.65%
- 3Y*
- 16.84%
- 5Y*
- 10.69%
- 10Y*
- 13.66%
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CAPEX vs. VTCLX - Expense Ratio Comparison
CAPEX has a 0.45% expense ratio, which is higher than VTCLX's 0.09% expense ratio.
Return for Risk
CAPEX vs. VTCLX — Risk / Return Rank
CAPEX
VTCLX
CAPEX vs. VTCLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CAPEX | VTCLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.84 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.30 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.06 | -0.24 |
Martin ratioReturn relative to average drawdown | 3.57 | 5.18 | -1.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAPEX | VTCLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.84 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.63 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.75 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.49 | +0.04 |
Correlation
The correlation between CAPEX and VTCLX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CAPEX vs. VTCLX - Dividend Comparison
CAPEX's dividend yield for the trailing twelve months is around 3.64%, more than VTCLX's 1.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAPEX Eaton Vance Tax Managed Growth 1.0 Fund | 3.64% | 3.19% | 2.40% | 0.83% | 0.97% | 0.63% | 0.88% | 1.15% | 1.36% | 1.20% | 1.41% | 1.39% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 1.01% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Drawdowns
CAPEX vs. VTCLX - Drawdown Comparison
The maximum CAPEX drawdown since its inception was -51.71%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for CAPEX and VTCLX.
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Drawdown Indicators
| CAPEX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -55.18% | +3.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -12.20% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.87% | -24.98% | -0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -32.94% | -34.56% | +1.62% |
Current DrawdownCurrent decline from peak | -10.52% | -8.79% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -7.61% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.50% | +0.21% |
Volatility
CAPEX vs. VTCLX - Volatility Comparison
Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) have volatilities of 4.49% and 4.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPEX | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.33% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 9.24% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 18.24% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 17.19% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 18.24% | +0.06% |