EHSTX vs. DVY
Compare and contrast key facts about Eaton Vance Large-Cap Value Fund (EHSTX) and iShares Select Dividend ETF (DVY).
EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931. DVY is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Dividend Index. It was launched on Nov 3, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EHSTX or DVY.
Key characteristics
| EHSTX | DVY | |
|---|---|---|
| YTD Return | 16.95% | 21.14% |
| 1Y Return | 28.03% | 35.47% |
| 3Y Return (Ann) | 3.61% | 8.67% |
| 5Y Return (Ann) | 7.30% | 9.84% |
| 10Y Return (Ann) | 1.69% | 9.58% |
| Sharpe Ratio | 2.44 | 2.65 |
| Sortino Ratio | 3.48 | 3.71 |
| Omega Ratio | 1.45 | 1.47 |
| Calmar Ratio | 2.04 | 2.26 |
| Martin Ratio | 16.54 | 16.35 |
| Ulcer Index | 1.63% | 2.10% |
| Daily Std Dev | 11.07% | 12.92% |
| Max Drawdown | -53.77% | -62.59% |
| Current Drawdown | -0.07% | -0.20% |
Correlation
The correlation between EHSTX and DVY is 0.89, 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
EHSTX vs. DVY - Performance Comparison
In the year-to-date period, EHSTX achieves a 16.95% return, which is significantly lower than DVY's 21.14% return. Over the past 10 years, EHSTX has underperformed DVY with an annualized return of 1.69%, while DVY has yielded a comparatively higher 9.58% annualized 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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EHSTX vs. DVY - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is higher than DVY's 0.39% expense ratio.
Risk-Adjusted Performance
EHSTX vs. DVY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and iShares Select Dividend ETF (DVY). 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
EHSTX vs. DVY - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 0.91%, less than DVY's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EHSTX Eaton Vance Large-Cap Value Fund | 0.91% | 0.98% | 1.10% | 1.01% | 1.23% | 1.18% | 1.45% | 1.23% | 1.33% | 1.56% | 1.71% | 1.11% |
DVY iShares Select Dividend ETF | 3.38% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% | 3.03% | 3.06% |
Drawdowns
EHSTX vs. DVY - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.77%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for EHSTX and DVY. For additional features, visit the drawdowns tool.
Volatility
EHSTX vs. DVY - Volatility Comparison
The current volatility for Eaton Vance Large-Cap Value Fund (EHSTX) is 3.89%, while iShares Select Dividend ETF (DVY) has a volatility of 4.29%. This indicates that EHSTX experiences smaller price fluctuations and is considered to be less risky than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.