EAEAX vs. AAAAX
Compare and contrast key facts about Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
EAEAX is managed by BlackRock. It was launched on Mar 3, 2002. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
EAEAX vs. AAAAX - Performance Comparison
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EAEAX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AAAAX DWS RREEF Real Assets Fund - Class A | 8.59% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, EAEAX achieves a -6.63% return, which is significantly lower than AAAAX's 8.59% return. Over the past 10 years, EAEAX has outperformed AAAAX with an annualized return of 10.18%, while AAAAX has yielded a comparatively lower 7.28% annualized return.
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%
AAAAX
- 1D
- 0.36%
- 1M
- -4.37%
- YTD
- 8.59%
- 6M
- 10.72%
- 1Y
- 16.80%
- 3Y*
- 9.80%
- 5Y*
- 6.74%
- 10Y*
- 7.28%
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EAEAX vs. AAAAX - Expense Ratio Comparison
EAEAX has a 1.25% expense ratio, which is higher than AAAAX's 1.22% expense ratio.
Return for Risk
EAEAX vs. AAAAX — Risk / Return Rank
EAEAX
AAAAX
EAEAX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| EAEAX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.49 | -0.95 |
Sortino ratioReturn per unit of downside risk | 0.88 | 2.00 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.30 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.80 | -1.22 |
Martin ratioReturn relative to average drawdown | 2.62 | 9.69 | -7.07 |
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
| EAEAX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.49 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.56 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.58 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.38 | +0.06 |
Correlation
The correlation between EAEAX and AAAAX is 0.75, 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
EAEAX vs. AAAAX - Dividend Comparison
EAEAX's dividend yield for the trailing twelve months is around 4.60%, more than AAAAX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.26% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
EAEAX vs. AAAAX - Drawdown Comparison
The maximum EAEAX drawdown since its inception was -53.71%, which is greater than AAAAX's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for EAEAX and AAAAX.
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Drawdown Indicators
| EAEAX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.71% | -40.47% | -13.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -9.55% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -22.62% | -2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.74% | -29.41% | -5.33% |
Current DrawdownCurrent decline from peak | -9.37% | -4.57% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -6.89% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 1.77% | +0.83% |
Volatility
EAEAX vs. AAAAX - Volatility Comparison
Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) has a higher volatility of 4.15% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.03%. This indicates that EAEAX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAEAX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 3.03% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 7.22% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 11.60% | +5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 12.18% | +3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 12.66% | +4.14% |