EAEAX vs. SCHG
Compare and contrast key facts about Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
EAEAX is managed by Blackrock. It was launched on Mar 3, 2002. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAEAX or SCHG.
Correlation
The correlation between EAEAX and SCHG 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.
Performance
EAEAX vs. SCHG - Performance Comparison
Key characteristics
EAEAX:
1.48
SCHG:
1.63
EAEAX:
2.05
SCHG:
2.18
EAEAX:
1.28
SCHG:
1.29
EAEAX:
2.30
SCHG:
2.36
EAEAX:
8.00
SCHG:
8.91
EAEAX:
2.12%
SCHG:
3.27%
EAEAX:
11.42%
SCHG:
17.93%
EAEAX:
-57.02%
SCHG:
-34.59%
EAEAX:
-1.01%
SCHG:
-0.65%
Returns By Period
In the year-to-date period, EAEAX achieves a 4.31% return, which is significantly higher than SCHG's 3.73% return. Over the past 10 years, EAEAX has underperformed SCHG with an annualized return of 8.41%, while SCHG has yielded a comparatively higher 16.51% annualized return.
EAEAX
4.31%
2.07%
6.16%
17.98%
9.98%
8.41%
SCHG
3.73%
2.19%
13.00%
31.53%
18.91%
16.51%
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EAEAX vs. SCHG - Expense Ratio Comparison
EAEAX has a 1.25% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
EAEAX vs. SCHG — Risk-Adjusted Performance Rank
EAEAX
SCHG
EAEAX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
EAEAX vs. SCHG - Dividend Comparison
EAEAX's dividend yield for the trailing twelve months is around 0.10%, less than SCHG's 0.38% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAEAX Eaton Vance Tax-Managed Equity Asset Allocation Fund | 0.10% | 0.11% | 0.53% | 0.56% | 0.33% | 0.57% | 0.66% | 0.88% | 0.85% | 0.93% | 0.75% | 0.60% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
Drawdowns
EAEAX vs. SCHG - Drawdown Comparison
The maximum EAEAX drawdown since its inception was -57.02%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for EAEAX and SCHG. For additional features, visit the drawdowns tool.
Volatility
EAEAX vs. SCHG - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) is 2.45%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.99%. This indicates that EAEAX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.