EAEAX vs. TPDAX
Compare and contrast key facts about Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and Timothy Plan Defensive Strategies Fund (TPDAX).
EAEAX is managed by BlackRock. It was launched on Mar 3, 2002. TPDAX is managed by Timothy Plan. It was launched on Nov 3, 2009.
Performance
EAEAX vs. TPDAX - Performance Comparison
Loading graphics...
EAEAX vs. TPDAX - 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% |
TPDAX Timothy Plan Defensive Strategies Fund | 7.48% | 23.97% | 5.29% | 7.71% | -5.63% | 12.15% | 8.83% | 13.77% | -7.24% | 4.14% |
Returns By Period
In the year-to-date period, EAEAX achieves a -6.63% return, which is significantly lower than TPDAX's 7.48% return. Over the past 10 years, EAEAX has outperformed TPDAX with an annualized return of 10.18%, while TPDAX has yielded a comparatively lower 7.10% 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%
TPDAX
- 1D
- 0.05%
- 1M
- -6.08%
- YTD
- 7.48%
- 6M
- 12.53%
- 1Y
- 24.49%
- 3Y*
- 13.72%
- 5Y*
- 9.55%
- 10Y*
- 7.10%
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. TPDAX - Expense Ratio Comparison
EAEAX has a 1.25% expense ratio, which is lower than TPDAX's 1.37% expense ratio.
Return for Risk
EAEAX vs. TPDAX — Risk / Return Rank
EAEAX
TPDAX
EAEAX vs. TPDAX - 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 Timothy Plan Defensive Strategies Fund (TPDAX). 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 | TPDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 2.07 | -1.53 |
Sortino ratioReturn per unit of downside risk | 0.88 | 2.68 | -1.81 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.39 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 3.33 | -2.75 |
Martin ratioReturn relative to average drawdown | 2.62 | 12.75 | -10.13 |
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 | TPDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 2.07 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.95 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.72 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.58 | -0.15 |
Correlation
The correlation between EAEAX and TPDAX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EAEAX vs. TPDAX - Dividend Comparison
EAEAX's dividend yield for the trailing twelve months is around 4.60%, more than TPDAX's 0.75% 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% |
TPDAX Timothy Plan Defensive Strategies Fund | 0.75% | 0.80% | 2.76% | 2.35% | 4.48% | 0.50% | 0.00% | 2.89% | 2.69% | 0.13% | 0.33% | 0.00% |
Drawdowns
EAEAX vs. TPDAX - Drawdown Comparison
The maximum EAEAX drawdown since its inception was -53.71%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for EAEAX and TPDAX.
Loading graphics...
Drawdown Indicators
| EAEAX | TPDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.71% | -22.29% | -31.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -7.58% | -4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -17.58% | -7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -34.74% | -22.29% | -12.45% |
Current DrawdownCurrent decline from peak | -9.37% | -6.56% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -4.94% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 1.98% | +0.62% |
Volatility
EAEAX vs. TPDAX - Volatility Comparison
Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and Timothy Plan Defensive Strategies Fund (TPDAX) have volatilities of 4.15% and 4.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EAEAX | TPDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 4.00% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 9.73% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 12.21% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 10.12% | +5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 9.86% | +6.94% |