EALCX vs. VOO
Compare and contrast key facts about Eaton Vance Growth Fund (EALCX) and Vanguard S&P 500 ETF (VOO).
EALCX is managed by Eaton Vance. It was launched on Sep 9, 2002. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
EALCX vs. VOO - Performance Comparison
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EALCX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, EALCX achieves a -8.55% return, which is significantly lower than VOO's -3.66% return. Both investments have delivered pretty close results over the past 10 years, with EALCX having a 14.29% annualized return and VOO not far behind at 14.14%.
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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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EALCX vs. VOO - Expense Ratio Comparison
EALCX has a 1.05% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
EALCX vs. VOO — Risk / Return Rank
EALCX
VOO
EALCX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Growth Fund (EALCX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.01 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.53 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.55 | -0.47 |
Martin ratioReturn relative to average drawdown | 3.92 | 7.31 | -3.39 |
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
| EALCX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.01 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.71 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.79 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.83 | -0.11 |
Correlation
The correlation between EALCX and VOO is 0.93, 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. VOO - Dividend Comparison
EALCX's dividend yield for the trailing twelve months is around 16.19%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
EALCX vs. VOO - Drawdown Comparison
The maximum EALCX drawdown since its inception was -33.96%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EALCX and VOO.
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Drawdown Indicators
| EALCX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.96% | -33.99% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.36% | -11.98% | -2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -33.96% | -24.52% | -9.44% |
Max Drawdown (10Y)Largest decline over 10 years | -33.96% | -33.99% | +0.03% |
Current DrawdownCurrent decline from peak | -11.26% | -5.55% | -5.71% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -3.72% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.55% | +1.42% |
Volatility
EALCX vs. VOO - Volatility Comparison
Eaton Vance Growth Fund (EALCX) has a higher volatility of 6.43% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that EALCX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EALCX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 5.34% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 9.47% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 18.11% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 16.82% | +4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.29% | 17.99% | +3.30% |