EALCX vs. ETY
Compare and contrast key facts about Eaton Vance Growth Fund (EALCX) and Eaton Vance Tax Managed Diversified Equity Income Closed Fund (ETY).
EALCX is managed by Eaton Vance. It was launched on Sep 9, 2002. ETY is an actively managed fund by Eaton Vance. It was launched on Nov 27, 2006.
Performance
EALCX vs. ETY - Performance Comparison
Loading graphics...
EALCX vs. ETY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EALCX Eaton Vance Growth Fund | -8.55% | 14.63% | 32.44% | 38.46% | -29.60% | 19.52% | 37.19% | 30.32% | -0.21% | 25.41% |
ETY Eaton Vance Tax Managed Diversified Equity Income Closed Fund | -7.42% | 11.02% | 33.11% | 21.83% | -21.21% | 32.61% | 7.27% | 33.68% | -8.96% | 28.72% |
Returns By Period
In the year-to-date period, EALCX achieves a -8.55% return, which is significantly lower than ETY's -7.42% return. Over the past 10 years, EALCX has outperformed ETY with an annualized return of 14.29%, while ETY has yielded a comparatively lower 11.66% annualized return.
EALCX
- 1D
- 3.62%
- 1M
- -5.55%
- YTD
- -8.55%
- 6M
- -7.65%
- 1Y
- 14.52%
- 3Y*
- 19.67%
- 5Y*
- 9.25%
- 10Y*
- 14.29%
ETY
- 1D
- 0.94%
- 1M
- -5.89%
- YTD
- -7.42%
- 6M
- -8.71%
- 1Y
- 5.70%
- 3Y*
- 14.96%
- 5Y*
- 10.29%
- 10Y*
- 11.66%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EALCX vs. ETY - Expense Ratio Comparison
EALCX has a 1.05% expense ratio, which is lower than ETY's 1.06% expense ratio.
Return for Risk
EALCX vs. ETY — Risk / Return Rank
EALCX
ETY
EALCX vs. ETY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Growth Fund (EALCX) and Eaton Vance Tax Managed Diversified Equity Income Closed Fund (ETY). 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.
| EALCX | ETY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.28 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.19 | 0.56 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.08 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.39 | +0.69 |
Martin ratioReturn relative to average drawdown | 3.92 | 1.45 | +2.47 |
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
| EALCX | ETY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.28 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.58 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.59 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.38 | +0.34 |
Correlation
The correlation between EALCX and ETY 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
EALCX vs. ETY - Dividend Comparison
EALCX's dividend yield for the trailing twelve months is around 16.19%, more than ETY's 8.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EALCX Eaton Vance Growth Fund | 16.19% | 14.80% | 7.04% | 9.15% | 5.74% | 8.49% | 6.99% | 9.02% | 14.01% | 4.91% | 1.92% | 4.35% |
ETY Eaton Vance Tax Managed Diversified Equity Income Closed Fund | 8.55% | 7.76% | 7.59% | 7.92% | 10.04% | 7.01% | 8.26% | 8.08% | 9.92% | 8.30% | 9.77% | 9.03% |
Drawdowns
EALCX vs. ETY - Drawdown Comparison
The maximum EALCX drawdown since its inception was -33.96%, smaller than the maximum ETY drawdown of -53.06%. Use the drawdown chart below to compare losses from any high point for EALCX and ETY.
Loading graphics...
Drawdown Indicators
| EALCX | ETY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.96% | -53.06% | +19.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.36% | -14.40% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -33.96% | -24.06% | -9.90% |
Max Drawdown (10Y)Largest decline over 10 years | -33.96% | -42.46% | +8.50% |
Current DrawdownCurrent decline from peak | -11.26% | -9.46% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -7.62% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 3.87% | +0.10% |
Volatility
EALCX vs. ETY - Volatility Comparison
The current volatility for Eaton Vance Growth Fund (EALCX) is 6.43%, while Eaton Vance Tax Managed Diversified Equity Income Closed Fund (ETY) has a volatility of 7.04%. This indicates that EALCX experiences smaller price fluctuations and is considered to be less risky than ETY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EALCX | ETY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 7.04% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 10.46% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 20.27% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 17.85% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.29% | 19.85% | +1.44% |