EALCX vs. VOOG
Compare and contrast key facts about Eaton Vance Growth Fund (EALCX) and Vanguard S&P 500 Growth ETF (VOOG).
EALCX is managed by Eaton Vance. It was launched on Sep 9, 2002. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019.
Performance
EALCX vs. VOOG - Performance Comparison
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EALCX vs. VOOG - 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% |
VOOG Vanguard S&P 500 Growth ETF | -6.97% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Returns By Period
In the year-to-date period, EALCX achieves a -8.55% return, which is significantly lower than VOOG's -6.97% return. Over the past 10 years, EALCX has underperformed VOOG with an annualized return of 14.29%, while VOOG has yielded a comparatively higher 15.86% 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%
VOOG
- 1D
- 1.30%
- 1M
- -4.28%
- YTD
- -6.97%
- 6M
- -5.29%
- 1Y
- 23.21%
- 3Y*
- 22.32%
- 5Y*
- 12.46%
- 10Y*
- 15.86%
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EALCX vs. VOOG - Expense Ratio Comparison
EALCX has a 1.05% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Return for Risk
EALCX vs. VOOG — Risk / Return Rank
EALCX
VOOG
EALCX vs. VOOG - 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 Growth ETF (VOOG). 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 | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.05 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.62 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.76 | -0.68 |
Martin ratioReturn relative to average drawdown | 3.92 | 6.81 | -2.89 |
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 | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.05 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.59 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.77 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.84 | -0.11 |
Correlation
The correlation between EALCX and VOOG 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
EALCX vs. VOOG - Dividend Comparison
EALCX's dividend yield for the trailing twelve months is around 16.19%, more than VOOG's 0.53% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.53% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
EALCX vs. VOOG - Drawdown Comparison
The maximum EALCX drawdown since its inception was -33.96%, roughly equal to the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for EALCX and VOOG.
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Drawdown Indicators
| EALCX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.96% | -32.73% | -1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.36% | -13.71% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -33.96% | -32.73% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -33.96% | -32.73% | -1.23% |
Current DrawdownCurrent decline from peak | -11.26% | -9.07% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -5.01% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 3.54% | +0.43% |
Volatility
EALCX vs. VOOG - Volatility Comparison
The current volatility for Eaton Vance Growth Fund (EALCX) is 6.43%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. This indicates that EALCX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EALCX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 7.28% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 12.68% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 22.28% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 21.16% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.29% | 20.65% | +0.64% |