EATVX vs. VIVIX
Compare and contrast key facts about Eaton Vance Tax Managed Value Fund (EATVX) and Vanguard Value Index Fund Institutional Shares (VIVIX).
EATVX is managed by BlackRock. It was launched on Dec 27, 1999. VIVIX is managed by Vanguard. It was launched on Jul 2, 1998.
Performance
EATVX vs. VIVIX - Performance Comparison
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EATVX vs. VIVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EATVX Eaton Vance Tax Managed Value Fund | -0.99% | 12.86% | 14.37% | 9.44% | -9.77% | 25.92% | 4.39% | 29.73% | -5.98% | 17.65% |
VIVIX Vanguard Value Index Fund Institutional Shares | 3.31% | 15.30% | 15.99% | 9.23% | -2.05% | 26.50% | 2.30% | 25.83% | -5.44% | 17.14% |
Returns By Period
In the year-to-date period, EATVX achieves a -0.99% return, which is significantly lower than VIVIX's 3.31% return. Over the past 10 years, EATVX has underperformed VIVIX with an annualized return of 10.08%, while VIVIX has yielded a comparatively higher 11.80% annualized return.
EATVX
- 1D
- -0.55%
- 1M
- -7.76%
- YTD
- -0.99%
- 6M
- 2.75%
- 1Y
- 12.36%
- 3Y*
- 11.95%
- 5Y*
- 7.87%
- 10Y*
- 10.08%
VIVIX
- 1D
- 1.65%
- 1M
- -4.61%
- YTD
- 3.31%
- 6M
- 6.13%
- 1Y
- 16.30%
- 3Y*
- 15.09%
- 5Y*
- 10.86%
- 10Y*
- 11.80%
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EATVX vs. VIVIX - Expense Ratio Comparison
EATVX has a 1.15% expense ratio, which is higher than VIVIX's 0.04% expense ratio.
Return for Risk
EATVX vs. VIVIX — Risk / Return Rank
EATVX
VIVIX
EATVX vs. VIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Value Fund (EATVX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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 | VIVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.09 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.56 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.53 | -0.60 |
Martin ratioReturn relative to average drawdown | 4.11 | 6.90 | -2.79 |
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 | VIVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.09 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.78 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.71 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.40 | +0.04 |
Correlation
The correlation between EATVX and VIVIX 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.
Dividends
EATVX vs. VIVIX - Dividend Comparison
EATVX's dividend yield for the trailing twelve months is around 4.21%, more than VIVIX's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EATVX Eaton Vance Tax Managed Value Fund | 4.21% | 4.16% | 3.75% | 3.24% | 2.17% | 4.50% | 1.29% | 1.13% | 1.57% | 0.95% | 1.10% | 8.71% |
VIVIX Vanguard Value Index Fund Institutional Shares | 2.02% | 2.04% | 2.31% | 2.46% | 2.52% | 2.15% | 2.55% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% |
Drawdowns
EATVX vs. VIVIX - Drawdown Comparison
The maximum EATVX drawdown since its inception was -53.01%, smaller than the maximum VIVIX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for EATVX and VIVIX.
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Drawdown Indicators
| EATVX | VIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.01% | -59.30% | +6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -11.29% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -20.70% | -17.12% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | -36.80% | -1.83% |
Current DrawdownCurrent decline from peak | -8.03% | -4.82% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -9.31% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.50% | +0.36% |
Volatility
EATVX vs. VIVIX - Volatility Comparison
Eaton Vance Tax Managed Value Fund (EATVX) and Vanguard Value Index Fund Institutional Shares (VIVIX) have volatilities of 3.92% and 3.80%, 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.
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Volatility by Period
| EATVX | VIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 3.80% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 7.69% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 14.88% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.03% | 13.92% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.51% | 16.74% | +0.77% |