EAERX vs. SPY
Compare and contrast key facts about Eaton Vance Stock Fund (EAERX) and State Street SPDR S&P 500 ETF (SPY).
EAERX is managed by Eaton Vance. It was launched on Nov 1, 2001. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
EAERX vs. SPY - Performance Comparison
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EAERX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAERX Eaton Vance Stock Fund | -6.26% | 13.24% | 53.09% | 24.22% | -16.94% | 22.85% | 18.22% | 35.04% | -5.94% | 19.90% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, EAERX achieves a -6.26% return, which is significantly lower than SPY's -3.65% return. Both investments have delivered pretty close results over the past 10 years, with EAERX having a 14.61% annualized return and SPY not far behind at 14.06%.
EAERX
- 1D
- 3.01%
- 1M
- -5.22%
- YTD
- -6.26%
- 6M
- -4.79%
- 1Y
- 11.50%
- 3Y*
- 24.07%
- 5Y*
- 14.33%
- 10Y*
- 14.61%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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EAERX vs. SPY - Expense Ratio Comparison
EAERX has a 0.98% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
EAERX vs. SPY — Risk / Return Rank
EAERX
SPY
EAERX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Stock Fund (EAERX) and State Street SPDR S&P 500 ETF (SPY). 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.
| EAERX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.96 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.49 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.53 | -0.48 |
Martin ratioReturn relative to average drawdown | 4.34 | 7.27 | -2.93 |
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
| EAERX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.96 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.70 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.79 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.56 | -0.04 |
Correlation
The correlation between EAERX and SPY is 0.97, 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
EAERX vs. SPY - Dividend Comparison
EAERX's dividend yield for the trailing twelve months is around 9.55%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAERX Eaton Vance Stock Fund | 9.55% | 8.95% | 29.39% | 17.32% | 14.50% | 12.48% | 1.96% | 3.92% | 12.04% | 7.77% | 2.87% | 8.13% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
EAERX vs. SPY - Drawdown Comparison
The maximum EAERX drawdown since its inception was -48.72%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EAERX and SPY.
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Drawdown Indicators
| EAERX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.72% | -55.19% | +6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.05% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -22.71% | -24.50% | +1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -33.72% | -0.11% |
Current DrawdownCurrent decline from peak | -7.99% | -5.53% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -9.09% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.54% | +0.39% |
Volatility
EAERX vs. SPY - Volatility Comparison
Eaton Vance Stock Fund (EAERX) has a higher volatility of 5.66% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that EAERX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAERX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 5.35% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 9.50% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 19.06% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 17.06% | +4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 17.92% | +2.34% |