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.
Correlation
The correlation between EAPDX and VHYAX is 0.95, 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
Key characteristics
EAPDX:
0.26
VHYAX:
1.98
EAPDX:
0.41
VHYAX:
2.78
EAPDX:
1.06
VHYAX:
1.36
EAPDX:
0.24
VHYAX:
3.64
EAPDX:
0.64
VHYAX:
10.39
EAPDX:
5.46%
VHYAX:
2.07%
EAPDX:
13.23%
VHYAX:
10.92%
EAPDX:
-39.71%
VHYAX:
-35.14%
EAPDX:
-11.64%
VHYAX:
-0.34%
Returns By Period
In the year-to-date period, EAPDX achieves a 2.65% return, which is significantly lower than VHYAX's 5.48% return.
EAPDX
2.65%
-0.25%
-6.38%
2.35%
6.53%
6.76%
VHYAX
5.48%
1.25%
9.91%
20.89%
10.98%
N/A
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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 Rank
EAPDX
VHYAX
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 2.56%, which matches VHYAX's 2.58% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAPDX Parametric Dividend Income Fund | 2.56% | 2.62% | 3.01% | 2.41% | 2.33% | 2.72% | 2.38% | 2.66% | 2.33% | 2.12% | 2.98% | 1.85% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.58% | 2.72% | 3.10% | 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) has a higher volatility of 2.60% compared to Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) at 2.37%. This indicates that EAPDX's price experiences larger fluctuations and is considered to be riskier than VHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.