EAEAX vs. VEIEX
Compare and contrast key facts about Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX).
EAEAX is managed by BlackRock. It was launched on Mar 3, 2002. VEIEX is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Markets All Cap China A Inclusion Index. It was launched on May 4, 1994.
Performance
EAEAX vs. VEIEX - Performance Comparison
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EAEAX vs. VEIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAEAX Eaton Vance Tax-Managed Equity Asset Allocation Fund | -4.06% | 12.06% | 17.99% | 20.69% | -18.19% | 21.24% | 15.47% | 27.44% | -5.86% | 19.16% |
VEIEX Vanguard Emerging Markets Stock Index Fund Investor Shares | -0.26% | 24.58% | 11.15% | 8.66% | -17.91% | 0.72% | 15.05% | 20.11% | -14.73% | 31.14% |
Returns By Period
In the year-to-date period, EAEAX achieves a -4.06% return, which is significantly lower than VEIEX's -0.26% return. Over the past 10 years, EAEAX has outperformed VEIEX with an annualized return of 10.48%, while VEIEX has yielded a comparatively lower 7.36% annualized return.
EAEAX
- 1D
- 2.74%
- 1M
- -5.51%
- YTD
- -4.06%
- 6M
- -1.96%
- 1Y
- 10.93%
- 3Y*
- 13.14%
- 5Y*
- 7.36%
- 10Y*
- 10.48%
VEIEX
- 1D
- 2.35%
- 1M
- -6.43%
- YTD
- -0.26%
- 6M
- 0.31%
- 1Y
- 21.25%
- 3Y*
- 13.15%
- 5Y*
- 3.42%
- 10Y*
- 7.36%
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EAEAX vs. VEIEX - Expense Ratio Comparison
EAEAX has a 1.25% expense ratio, which is higher than VEIEX's 0.29% expense ratio.
Return for Risk
EAEAX vs. VEIEX — Risk / Return Rank
EAEAX
VEIEX
EAEAX vs. VEIEX - 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 Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX). 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 | VEIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.42 | -0.75 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.93 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.27 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.92 | -0.90 |
Martin ratioReturn relative to average drawdown | 4.51 | 7.00 | -2.49 |
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 | VEIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.42 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.23 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.45 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.31 | +0.13 |
Correlation
The correlation between EAEAX and VEIEX is 0.71, 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. VEIEX - Dividend Comparison
EAEAX's dividend yield for the trailing twelve months is around 4.47%, more than VEIEX's 2.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAEAX Eaton Vance Tax-Managed Equity Asset Allocation Fund | 4.47% | 4.29% | 0.80% | 0.53% | 0.79% | 2.58% | 0.57% | 1.87% | 2.12% | 3.13% | 1.10% | 6.32% |
VEIEX Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.55% | 2.59% | 2.97% | 3.32% | 3.87% | 2.41% | 1.72% | 3.07% | 2.67% | 2.14% | 2.33% | 3.04% |
Drawdowns
EAEAX vs. VEIEX - Drawdown Comparison
The maximum EAEAX drawdown since its inception was -53.71%, smaller than the maximum VEIEX drawdown of -66.47%. Use the drawdown chart below to compare losses from any high point for EAEAX and VEIEX.
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Drawdown Indicators
| EAEAX | VEIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.71% | -66.47% | +12.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -11.10% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -32.73% | +8.01% |
Max Drawdown (10Y)Largest decline over 10 years | -34.74% | -36.30% | +1.56% |
Current DrawdownCurrent decline from peak | -6.88% | -8.97% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -17.29% | +9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 3.04% | -0.41% |
Volatility
EAEAX vs. VEIEX - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) is 5.19%, while Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) has a volatility of 6.91%. This indicates that EAEAX experiences smaller price fluctuations and is considered to be less risky than VEIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAEAX | VEIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 6.91% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 10.92% | -2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.90% | 15.41% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 15.22% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 16.39% | +0.43% |