EAPDX vs. VHYAX
Compare and contrast key facts about Parametric Dividend Income Fund (EAPDX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX).
EAPDX is managed by Eaton Vance. It was launched on Mar 26, 2014. VHYAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAPDX or VHYAX.
Key characteristics
| EAPDX | VHYAX | |
|---|---|---|
| YTD Return | 5.32% | 9.06% |
| 1Y Return | 15.30% | 22.45% |
| 3Y Return (Ann) | 4.82% | 7.35% |
| 5Y Return (Ann) | 9.10% | 10.55% |
| Sharpe Ratio | 1.18 | 1.97 |
| Daily Std Dev | 11.45% | 10.54% |
| Max Drawdown | -39.71% | -35.14% |
| Current Drawdown | -0.12% | 0.00% |
Correlation
The correlation between EAPDX and VHYAX is 0.96, 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.
Performance
EAPDX vs. VHYAX - Performance Comparison
In the year-to-date period, EAPDX achieves a 5.32% return, which is significantly lower than VHYAX's 9.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EAPDX vs. VHYAX - Expense Ratio Comparison
EAPDX has a 0.65% expense ratio, which is higher than VHYAX's 0.08% expense ratio.
Risk-Adjusted Performance
EAPDX vs. VHYAX - Risk-Adjusted Performance Comparison
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.
Dividends
EAPDX vs. VHYAX - Dividend Comparison
EAPDX's dividend yield for the trailing twelve months is around 3.08%, more than VHYAX's 2.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EAPDX Parametric Dividend Income Fund | 3.08% | 3.01% | 2.40% | 2.32% | 2.72% | 2.44% | 5.40% | 3.38% | 2.54% | 4.63% | 4.16% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.80% | 3.09% | 2.98% | 2.74% | 3.16% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EAPDX vs. VHYAX - Drawdown Comparison
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. For additional features, visit the drawdowns tool.
Volatility
EAPDX vs. VHYAX - Volatility Comparison
Parametric Dividend Income Fund (EAPDX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) have volatilities of 2.30% and 2.37%, 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.