EATVX vs. DODFX
EATVX (Eaton Vance Tax Managed Value Fund) and DODFX (Dodge & Cox International Stock Fund) are both mutual funds - EATVX is a Large Cap Value Equities fund managed by BlackRock, while DODFX is a Foreign Large Cap Equities fund actively managed by Dodge & Cox. Over the past 10 years, EATVX returned 12.34%/yr vs 11.56%/yr for DODFX. A 0.75 correlation means they provide meaningful diversification when combined. EATVX charges 1.15%/yr vs 0.61%/yr for DODFX.
Performance
EATVX vs. DODFX - Performance Comparison
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Returns By Period
In the year-to-date period, EATVX achieves a 19.96% return, which is significantly higher than DODFX's 11.85% return. Over the past 10 years, EATVX has outperformed DODFX with an annualized return of 12.34%, while DODFX has yielded a comparatively lower 11.56% annualized return.
EATVX
- 1D
- 0.98%
- 1M
- 5.30%
- YTD
- 19.96%
- 6M
- 19.30%
- 1Y
- 33.85%
- 3Y*
- 19.09%
- 5Y*
- 11.19%
- 10Y*
- 12.34%
DODFX
- 1D
- -1.81%
- 1M
- 1.49%
- YTD
- 11.85%
- 6M
- 11.85%
- 1Y
- 28.31%
- 3Y*
- 20.12%
- 5Y*
- 11.37%
- 10Y*
- 11.56%
EATVX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EATVX Eaton Vance Tax Managed Value Fund | 19.96% | 12.86% | 14.37% | 9.44% | -9.77% | 25.92% | 4.39% | 29.73% | -5.98% | 17.65% |
DODFX Dodge & Cox International Stock Fund | 11.85% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
Correlation
The correlation between EATVX and DODFX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2001 | 0.75 |
The correlation between EATVX and DODFX has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
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Return for Risk
EATVX vs. DODFX — Risk / Return Rank
EATVX
DODFX
EATVX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Value Fund (EATVX) and Dodge & Cox International Stock Fund (DODFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EATVX | DODFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.41 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.35 | 2.73 | +1.63 |
| Martin ratioReturn relative to average drawdown | 18.62 | 10.36 | +8.26 |
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Drawdowns
EATVX vs. DODFX - Drawdown Comparison
The maximum EATVX drawdown since its inception was -53.01%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for EATVX and DODFX.
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Drawdown Indicators
| EATVX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.01% | -63.23% | +10.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -11.14% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -14.41% | -4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -20.70% | -24.52% | +3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | -44.61% | +5.98% |
Current DrawdownCurrent decline from peak | 0.00% | -1.81% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -11.63% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.93% | -1.06% |
Volatility
EATVX vs. DODFX - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Value Fund (EATVX) is 4.52%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 5.73%. This indicates that EATVX experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EATVX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 5.73% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 12.07% | -2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 13.92% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 16.03% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 17.94% | -0.35% |
EATVX vs. DODFX - Expense Ratio Comparison
EATVX has a 1.15% expense ratio, which is higher than DODFX's 0.61% expense ratio.
Dividends
EATVX vs. DODFX - Dividend Comparison
EATVX's dividend yield for the trailing twelve months is around 3.47%, less than DODFX's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 4.52% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
EATVX Eaton Vance Tax Managed Value Fund | 3.47% | 4.16% | 3.75% | 3.24% | 2.17% | 4.50% | 1.29% | 1.13% | 1.57% | 0.95% | 1.10% | 8.71% |
Frequently Asked Questions
EATVX and DODFX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DODFX has higher volatility (5.73%) compared to EATVX (4.52%). In terms of maximum drawdown, EATVX dropped -53.01% vs DODFX's -63.23%.
EATVX currently has the higher Sharpe Ratio (2.88 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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