EATVX vs. NASDX
Compare and contrast key facts about Eaton Vance Tax Managed Value Fund (EATVX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
EATVX is managed by BlackRock. It was launched on Dec 27, 1999. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
EATVX vs. NASDX - Performance Comparison
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EATVX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EATVX Eaton Vance Tax Managed Value Fund | 1.24% | 12.86% | 14.37% | 9.44% | -9.77% | 25.92% | 4.39% | 29.73% | -5.98% | 17.65% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -6.04% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, EATVX achieves a 1.24% return, which is significantly higher than NASDX's -6.04% return. Over the past 10 years, EATVX has underperformed NASDX with an annualized return of 10.32%, while NASDX has yielded a comparatively higher 19.48% annualized return.
EATVX
- 1D
- 2.25%
- 1M
- -5.56%
- YTD
- 1.24%
- 6M
- 4.73%
- 1Y
- 14.94%
- 3Y*
- 12.79%
- 5Y*
- 8.16%
- 10Y*
- 10.32%
NASDX
- 1D
- 3.39%
- 1M
- -5.03%
- YTD
- -6.04%
- 6M
- -4.08%
- 1Y
- 22.65%
- 3Y*
- 25.90%
- 5Y*
- 14.78%
- 10Y*
- 19.48%
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EATVX vs. NASDX - Expense Ratio Comparison
EATVX has a 1.15% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
EATVX vs. NASDX — Risk / Return Rank
EATVX
NASDX
EATVX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Value Fund (EATVX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
| EATVX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.04 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.63 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.87 | -0.62 |
Martin ratioReturn relative to average drawdown | 5.51 | 7.07 | -1.56 |
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
| EATVX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.04 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.64 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.86 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.29 | +0.15 |
Correlation
The correlation between EATVX and NASDX is 0.73, 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
EATVX vs. NASDX - Dividend Comparison
EATVX's dividend yield for the trailing twelve months is around 4.11%, more than NASDX's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EATVX Eaton Vance Tax Managed Value Fund | 4.11% | 4.16% | 3.75% | 3.24% | 2.17% | 4.50% | 1.29% | 1.13% | 1.57% | 0.95% | 1.10% | 8.71% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.80% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
EATVX vs. NASDX - Drawdown Comparison
The maximum EATVX drawdown since its inception was -53.01%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for EATVX and NASDX.
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Drawdown Indicators
| EATVX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.01% | -83.16% | +30.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -12.70% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -20.70% | -35.33% | +14.63% |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | -35.33% | -3.30% |
Current DrawdownCurrent decline from peak | -5.97% | -8.91% | +2.94% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -34.59% | +26.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.37% | -0.48% |
Volatility
EATVX vs. NASDX - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Value Fund (EATVX) is 4.71%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 6.54%. This indicates that EATVX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EATVX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 6.54% | -1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 12.89% | -4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 22.75% | -6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 23.07% | -8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 22.63% | -5.11% |