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.
Performance
EHSTX vs. DVY - Performance Comparison
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EHSTX vs. DVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EHSTX Eaton Vance Large-Cap Value Fund | 0.60% | 12.11% | 11.25% | 7.93% | -2.80% | 24.25% | 2.29% | 30.84% | -6.96% | 14.79% |
DVY iShares Select Dividend ETF | 7.83% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
Returns By Period
In the year-to-date period, EHSTX achieves a 0.60% return, which is significantly lower than DVY's 7.83% return. Both investments have delivered pretty close results over the past 10 years, with EHSTX having a 9.84% annualized return and DVY not far ahead at 10.16%.
EHSTX
- 1D
- 2.17%
- 1M
- -5.87%
- YTD
- 0.60%
- 6M
- 4.82%
- 1Y
- 11.62%
- 3Y*
- 11.11%
- 5Y*
- 7.91%
- 10Y*
- 9.84%
DVY
- 1D
- -0.25%
- 1M
- -2.41%
- YTD
- 7.83%
- 6M
- 8.13%
- 1Y
- 16.82%
- 3Y*
- 13.00%
- 5Y*
- 9.51%
- 10Y*
- 10.16%
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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.
Return for Risk
EHSTX vs. DVY — Risk / Return Rank
EHSTX
DVY
EHSTX vs. DVY - Risk-Adjusted Trends 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.
| EHSTX | DVY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.07 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.55 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.37 | -0.30 |
Martin ratioReturn relative to average drawdown | 4.39 | 5.88 | -1.49 |
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
| EHSTX | DVY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.07 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.62 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.47 | +0.04 |
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.
Dividends
EHSTX vs. DVY - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 6.05%, more than DVY's 3.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EHSTX Eaton Vance Large-Cap Value Fund | 6.05% | 6.12% | 4.03% | 2.93% | 4.25% | 7.32% | 1.94% | 2.76% | 10.94% | 5.88% | 1.33% | 11.02% |
DVY iShares Select Dividend ETF | 3.47% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
Drawdowns
EHSTX vs. DVY - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, 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.
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Drawdown Indicators
| EHSTX | DVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -62.59% | +9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -12.23% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -17.54% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -41.59% | +2.29% |
Current DrawdownCurrent decline from peak | -6.30% | -3.64% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -8.84% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.85% | +0.01% |
Volatility
EHSTX vs. DVY - Volatility Comparison
Eaton Vance Large-Cap Value Fund (EHSTX) has a higher volatility of 4.62% compared to iShares Select Dividend ETF (DVY) at 3.32%. This indicates that EHSTX's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHSTX | DVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.32% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 8.21% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 15.72% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 15.28% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 18.02% | -0.75% |