EAEAX vs. VUG
Compare and contrast key facts about Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) and Vanguard Growth ETF (VUG).
EAEAX is managed by BlackRock. It was launched on Mar 3, 2002. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
EAEAX vs. VUG - Performance Comparison
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EAEAX vs. VUG - 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% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, EAEAX achieves a -6.63% return, which is significantly higher than VUG's -10.37% return. Over the past 10 years, EAEAX has underperformed VUG with an annualized return of 10.18%, while VUG has yielded a comparatively higher 16.03% 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%
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
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EAEAX vs. VUG - Expense Ratio Comparison
EAEAX has a 1.25% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
EAEAX vs. VUG — Risk / Return Rank
EAEAX
VUG
EAEAX vs. VUG - 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 Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.81 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.31 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.11 | -0.53 |
Martin ratioReturn relative to average drawdown | 2.62 | 3.96 | -1.34 |
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 | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.81 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.52 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.75 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.57 | -0.14 |
Correlation
The correlation between EAEAX and VUG 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. VUG - Dividend Comparison
EAEAX's dividend yield for the trailing twelve months is around 4.60%, more than VUG's 0.46% 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% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
EAEAX vs. VUG - Drawdown Comparison
The maximum EAEAX drawdown since its inception was -53.71%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for EAEAX and VUG.
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Drawdown Indicators
| EAEAX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.71% | -50.68% | -3.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -16.53% | +4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -35.61% | +10.89% |
Max Drawdown (10Y)Largest decline over 10 years | -34.74% | -35.61% | +0.87% |
Current DrawdownCurrent decline from peak | -9.37% | -13.20% | +3.83% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -7.13% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 4.66% | -2.06% |
Volatility
EAEAX vs. VUG - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Equity Asset Allocation Fund (EAEAX) is 4.15%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that EAEAX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAEAX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 7.00% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 12.65% | -4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 22.68% | -5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 22.23% | -6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 21.38% | -4.58% |