EAEAX vs. ECAT
Compare and contrast key facts about Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and BlackRock ESG Capital Allocation Term Trust (ECAT).
EAEAX is managed by BlackRock. It was launched on Mar 3, 2002. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.
Performance
EAEAX vs. ECAT - Performance Comparison
Loading graphics...
EAEAX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EAEAX Eaton Vance Tax-Managed Equity Asset Allocation Fund | -6.63% | 12.06% | 17.99% | 20.69% | -18.19% | 6.93% |
ECAT BlackRock ESG Capital Allocation Term Trust | -6.71% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Returns By Period
The year-to-date returns for both stocks are quite close, with EAEAX having a -6.63% return and ECAT slightly lower at -6.71%.
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%
ECAT
- 1D
- 1.49%
- 1M
- -8.56%
- YTD
- -6.71%
- 6M
- -7.80%
- 1Y
- 7.03%
- 3Y*
- 13.21%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EAEAX vs. ECAT - Expense Ratio Comparison
EAEAX has a 1.25% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Return for Risk
EAEAX vs. ECAT — Risk / Return Rank
EAEAX
ECAT
EAEAX vs. ECAT - 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 BlackRock ESG Capital Allocation Term Trust (ECAT). 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 | ECAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.42 | +0.12 |
Sortino ratioReturn per unit of downside risk | 0.88 | 0.68 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.09 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 0.47 | +0.11 |
Martin ratioReturn relative to average drawdown | 2.62 | 1.75 | +0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EAEAX | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.42 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.32 | +0.12 |
Correlation
The correlation between EAEAX and ECAT is 0.73, 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. ECAT - Dividend Comparison
EAEAX's dividend yield for the trailing twelve months is around 4.60%, less than ECAT's 25.39% 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% |
ECAT BlackRock ESG Capital Allocation Term Trust | 25.39% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EAEAX vs. ECAT - Drawdown Comparison
The maximum EAEAX drawdown since its inception was -53.71%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for EAEAX and ECAT.
Loading graphics...
Drawdown Indicators
| EAEAX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.71% | -32.23% | -21.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -12.90% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.74% | — | — |
Current DrawdownCurrent decline from peak | -9.37% | -10.48% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -9.41% | +1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.49% | -0.89% |
Volatility
EAEAX vs. ECAT - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) is 4.15%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 5.97%. This indicates that EAEAX experiences smaller price fluctuations and is considered to be less risky than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EAEAX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.97% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 10.34% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 16.97% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 16.95% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 16.95% | -0.15% |