EAPDX vs. VHYAX

In the year-to-date period, EAPDX achieves a -0.77% return, which is significantly lower than VHYAX's 1.83% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

EAPDX has a 0.65% expense ratio, which is higher than VHYAX's 0.08% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Parametric Dividend Income Fund (EAPDX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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.

The current EAPDX Sharpe Ratio is 0.29, which is lower than the VHYAX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of EAPDX and VHYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EAPDX's dividend yield for the trailing twelve months is around 11.69%, more than VHYAX's 2.84% yield.

The maximum EAPDX drawdown since its inception was -39.71%, which is greater than VHYAX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for EAPDX and VHYAX.

Parametric Dividend Income Fund (EAPDX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) have volatilities of 4.55% and 4.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.