EAEAX vs. EACPX
Compare and contrast key facts about Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX).
EAEAX is managed by BlackRock. It was launched on Mar 3, 2002. EACPX is managed by BlackRock. It was launched on Jun 30, 2000.
Performance
EAEAX vs. EACPX - Performance Comparison
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EAEAX vs. EACPX - 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% |
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% |
Returns By Period
In the year-to-date period, EAEAX achieves a -6.63% return, which is significantly higher than EACPX's -14.19% return. Over the past 10 years, EAEAX has underperformed EACPX with an annualized return of 10.18%, while EACPX has yielded a comparatively higher 12.12% 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%
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%
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EAEAX vs. EACPX - Expense Ratio Comparison
Both EAEAX and EACPX have an expense ratio of 1.25%.
Return for Risk
EAEAX vs. EACPX — Risk / Return Rank
EAEAX
EACPX
EAEAX vs. EACPX - 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 Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX). 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 | EACPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.10 | +0.44 |
Sortino ratioReturn per unit of downside risk | 0.88 | 0.29 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.04 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | -0.06 | +0.64 |
Martin ratioReturn relative to average drawdown | 2.62 | -0.22 | +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
| EAEAX | EACPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.10 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.30 | +0.15 |
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 | 0.36 | +0.08 |
Correlation
The correlation between EAEAX and EACPX 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
EAEAX vs. EACPX - Dividend Comparison
EAEAX's dividend yield for the trailing twelve months is around 4.60%, less than EACPX's 9.69% 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% |
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% |
Drawdowns
EAEAX vs. EACPX - Drawdown Comparison
The maximum EAEAX drawdown since its inception was -53.71%, smaller than the maximum EACPX drawdown of -63.39%. Use the drawdown chart below to compare losses from any high point for EAEAX and EACPX.
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Drawdown Indicators
| EAEAX | EACPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.71% | -63.39% | +9.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -16.26% | +4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -33.70% | +8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -34.74% | -33.70% | -1.04% |
Current DrawdownCurrent decline from peak | -9.37% | -16.23% | +6.86% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -12.82% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 4.48% | -1.88% |
Volatility
EAEAX vs. EACPX - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) is 4.15%, while Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX) has a volatility of 5.01%. This indicates that EAEAX experiences smaller price fluctuations and is considered to be less risky than EACPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAEAX | EACPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.01% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 10.45% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 20.05% | -3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 20.46% | -4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 20.96% | -4.16% |