EACPX vs. EPIVX
EACPX (Eaton Vance Tax Managed Multi Cap Growth Fund) and EPIVX (EuroPac International Value Fund) are both mutual funds - EACPX is a Large Cap Growth Equities fund managed by BlackRock, while EPIVX is a Foreign Large Cap Equities fund managed by Euro Pacific. Over the past 10 years, EACPX returned 13.63%/yr vs 8.02%/yr for EPIVX. Their 0.48 correlation means their historical movements had little consistent relationship. EACPX charges 1.25%/yr vs 1.75%/yr for EPIVX.
Performance
EACPX vs. EPIVX - Performance Comparison
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Returns By Period
In the year-to-date period, EACPX achieves a 3.96% return, which is significantly higher than EPIVX's -0.01% return. Over the past 10 years, EACPX has outperformed EPIVX with an annualized return of 13.63%, while EPIVX has yielded a comparatively lower 8.02% annualized return.
EACPX
- 1D
- 2.03%
- 1M
- 2.97%
- 6M
- 5.01%
- YTD
- 3.96%
- 1Y
- 10.06%
- 3Y*
- 14.60%
- 5Y*
- 7.48%
- 10Y*
- 13.63%
- ALL TIME*
- 8.99%
EPIVX
- 1D
- -2.03%
- 1M
- 2.19%
- 6M
- -4.48%
- YTD
- -0.01%
- 1Y
- 20.58%
- 3Y*
- 15.88%
- 5Y*
- 11.17%
- 10Y*
- 8.02%
- ALL TIME*
- 4.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EACPX vs. EPIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EACPX Eaton Vance Tax Managed Multi Cap Growth Fund | 3.96% | 9.13% | 21.92% | 41.77% | -29.56% | 18.48% | 33.61% | 31.91% | -0.04% | 25.78% |
EPIVX EuroPac International Value Fund | -0.01% | 47.14% | 5.08% | 9.80% | 0.47% | 7.11% | 18.37% | 18.24% | -14.48% | 15.09% |
Correlation
The correlation between EACPX and EPIVX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2010 | 0.48 |
The correlation between EACPX and EPIVX shifts across timeframes, from 0.30 (3 years) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EACPX vs. EPIVX — Risk / Return Rank
EACPX
EPIVX
EACPX vs. EPIVX - 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 EuroPac International Value Fund (EPIVX). 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.
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.
| EACPX | EPIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.22 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.40 | -0.92 |
| Martin ratioReturn relative to average drawdown | 1.53 | 3.09 | -1.55 |
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Drawdowns
EACPX vs. EPIVX - Drawdown Comparison
The maximum EACPX drawdown since its inception was -63.39%, which is greater than EPIVX's maximum drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for EACPX and EPIVX.
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Drawdown Indicators
| EACPX | EPIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.39% | -46.27% | -17.12% |
Max Drawdown (1Y)Largest decline over 1 year | -16.26% | -15.00% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -15.00% | -5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -21.75% | -11.95% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | -31.29% | -2.41% |
Current DrawdownCurrent decline from peak | -1.82% | -10.37% | +8.55% |
Average DrawdownAverage peak-to-trough decline | -12.70% | -13.26% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 6.80% | -1.73% |
Volatility
EACPX vs. EPIVX - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX) is 4.16%, while EuroPac International Value Fund (EPIVX) has a volatility of 4.59%. This indicates that EACPX experiences smaller price fluctuations and is considered to be less risky than EPIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EACPX | EPIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.59% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.13% | 14.50% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 17.41% | -2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 14.28% | +6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 15.38% | +5.65% |
EACPX vs. EPIVX - Expense Ratio Comparison
EACPX has a 1.25% expense ratio, which is lower than EPIVX's 1.75% expense ratio.
Dividends
EACPX vs. EPIVX - Dividend Comparison
EACPX's dividend yield for the trailing twelve months is around 8.00%, more than EPIVX's 7.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EACPX Eaton Vance Tax Managed Multi Cap Growth Fund | 8.00% | 8.31% | 4.43% | 0.00% | 0.00% | 3.17% | 3.14% | 2.22% | 2.39% | 0.24% | 0.00% | 0.00% |
EPIVX EuroPac International Value Fund | 7.23% | 7.23% | 1.84% | 2.22% | 1.52% | 1.61% | 0.88% | 2.63% | 1.61% | 1.57% | 0.69% | 2.31% |
Frequently Asked Questions
EACPX and EPIVX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPIVX has higher volatility (4.59%) compared to EACPX (4.16%). In terms of maximum drawdown, EACPX dropped -63.39% vs EPIVX's -46.27%.
EPIVX currently has the higher Sharpe Ratio (1.21 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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