EACPX vs. EAEAX
Compare and contrast key facts about Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX) and Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX).
EACPX is managed by BlackRock. It was launched on Jun 30, 2000. EAEAX is managed by BlackRock. It was launched on Mar 3, 2002.
Performance
EACPX vs. EAEAX - Performance Comparison
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EACPX vs. EAEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EACPX Eaton Vance Tax Managed Multi Cap Growth Fund | -14.19% | 9.13% | 21.92% | 41.77% | -29.56% | 18.48% | 33.61% | 31.91% | -0.04% | 25.78% |
EAEAX Eaton Vance Tax-Managed Equity Asset Allocation Fund | -6.63% | 12.06% | 17.99% | 20.69% | -18.19% | 21.24% | 15.47% | 27.44% | -5.86% | 19.16% |
Returns By Period
In the year-to-date period, EACPX achieves a -14.19% return, which is significantly lower than EAEAX's -6.63% return. Over the past 10 years, EACPX has outperformed EAEAX with an annualized return of 12.12%, while EAEAX has yielded a comparatively lower 10.18% annualized return.
EACPX
- 1D
- 0.04%
- 1M
- -8.85%
- YTD
- -14.19%
- 6M
- -13.11%
- 1Y
- 1.59%
- 3Y*
- 12.43%
- 5Y*
- 6.19%
- 10Y*
- 12.12%
EAEAX
- 1D
- -0.25%
- 1M
- -8.13%
- YTD
- -6.63%
- 6M
- -4.39%
- 1Y
- 8.28%
- 3Y*
- 12.12%
- 5Y*
- 7.03%
- 10Y*
- 10.18%
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EACPX vs. EAEAX - Expense Ratio Comparison
Both EACPX and EAEAX have an expense ratio of 1.25%.
Return for Risk
EACPX vs. EAEAX — Risk / Return Rank
EACPX
EAEAX
EACPX vs. EAEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX) and Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX). 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.
| EACPX | EAEAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 0.53 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.29 | 0.88 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.13 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | 0.58 | -0.64 |
Martin ratioReturn relative to average drawdown | -0.22 | 2.62 | -2.84 |
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
| EACPX | EAEAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 0.53 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.45 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.61 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.44 | -0.08 |
Correlation
The correlation between EACPX and EAEAX is 0.92, 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
EACPX vs. EAEAX - Dividend Comparison
EACPX's dividend yield for the trailing twelve months is around 9.69%, more than EAEAX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EACPX Eaton Vance Tax Managed Multi Cap Growth Fund | 9.69% | 8.31% | 4.43% | 0.00% | 0.00% | 3.17% | 3.14% | 2.22% | 2.39% | 0.24% | 0.00% | 0.00% |
EAEAX Eaton Vance Tax-Managed Equity Asset Allocation Fund | 4.60% | 4.29% | 0.80% | 0.53% | 0.79% | 2.58% | 0.57% | 1.87% | 2.12% | 3.13% | 1.10% | 6.32% |
Drawdowns
EACPX vs. EAEAX - Drawdown Comparison
The maximum EACPX drawdown since its inception was -63.39%, which is greater than EAEAX's maximum drawdown of -53.71%. Use the drawdown chart below to compare losses from any high point for EACPX and EAEAX.
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Drawdown Indicators
| EACPX | EAEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.39% | -53.71% | -9.68% |
Max Drawdown (1Y)Largest decline over 1 year | -16.26% | -11.67% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -24.72% | -8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | -34.74% | +1.04% |
Current DrawdownCurrent decline from peak | -16.23% | -9.37% | -6.86% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -7.87% | -4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 2.60% | +1.88% |
Volatility
EACPX vs. EAEAX - Volatility Comparison
Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX) has a higher volatility of 5.01% compared to Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) at 4.15%. This indicates that EACPX's price experiences larger fluctuations and is considered to be riskier than EAEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EACPX | EAEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.15% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 8.32% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 16.71% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 15.61% | +4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.96% | 16.80% | +4.16% |