EHSTX vs. EAEMX
Compare and contrast key facts about Eaton Vance Large-Cap Value Fund (EHSTX) and Parametric Emerging Markets Fund (EAEMX).
EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931. EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006.
Performance
EHSTX vs. EAEMX - Performance Comparison
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EHSTX vs. EAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EHSTX Eaton Vance Large-Cap Value Fund | -1.54% | 12.11% | 11.25% | 7.93% | -2.80% | 24.25% | 2.29% | 30.84% | -6.96% | 14.79% |
EAEMX Parametric Emerging Markets Fund | 0.98% | 27.16% | 5.39% | 9.46% | -11.27% | 4.19% | 2.65% | 12.32% | -14.02% | 27.03% |
Returns By Period
In the year-to-date period, EHSTX achieves a -1.54% return, which is significantly lower than EAEMX's 0.98% return. Over the past 10 years, EHSTX has outperformed EAEMX with an annualized return of 9.60%, while EAEMX has yielded a comparatively lower 6.03% annualized return.
EHSTX
- 1D
- -0.45%
- 1M
- -8.06%
- YTD
- -1.54%
- 6M
- 2.60%
- 1Y
- 9.16%
- 3Y*
- 10.32%
- 5Y*
- 7.60%
- 10Y*
- 9.60%
EAEMX
- 1D
- -0.29%
- 1M
- -9.34%
- YTD
- 0.98%
- 6M
- 4.87%
- 1Y
- 24.84%
- 3Y*
- 12.81%
- 5Y*
- 6.13%
- 10Y*
- 6.03%
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EHSTX vs. EAEMX - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is lower than EAEMX's 1.58% expense ratio.
Return for Risk
EHSTX vs. EAEMX — Risk / Return Rank
EHSTX
EAEMX
EHSTX vs. EAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and Parametric Emerging Markets Fund (EAEMX). 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 | EAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 2.02 | -1.37 |
Sortino ratioReturn per unit of downside risk | 0.99 | 2.58 | -1.59 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.41 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 2.33 | -1.58 |
Martin ratioReturn relative to average drawdown | 3.13 | 9.07 | -5.94 |
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 | EAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 2.02 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.54 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.45 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.27 | +0.24 |
Correlation
The correlation between EHSTX and EAEMX is 0.70, 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. EAEMX - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 6.18%, more than EAEMX's 2.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EHSTX Eaton Vance Large-Cap Value Fund | 6.18% | 6.12% | 4.03% | 2.93% | 4.25% | 7.32% | 1.94% | 2.76% | 10.94% | 5.88% | 1.33% | 11.02% |
EAEMX Parametric Emerging Markets Fund | 2.80% | 2.83% | 3.00% | 2.71% | 4.40% | 1.64% | 1.08% | 2.48% | 2.14% | 2.31% | 1.52% | 1.68% |
Drawdowns
EHSTX vs. EAEMX - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, smaller than the maximum EAEMX drawdown of -62.70%. Use the drawdown chart below to compare losses from any high point for EHSTX and EAEMX.
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Drawdown Indicators
| EHSTX | EAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -62.70% | +9.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -9.90% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -25.43% | +8.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -44.16% | +4.86% |
Current DrawdownCurrent decline from peak | -8.29% | -9.90% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -13.58% | +6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.54% | +0.29% |
Volatility
EHSTX vs. EAEMX - Volatility Comparison
The current volatility for Eaton Vance Large-Cap Value Fund (EHSTX) is 3.86%, while Parametric Emerging Markets Fund (EAEMX) has a volatility of 5.60%. This indicates that EHSTX experiences smaller price fluctuations and is considered to be less risky than EAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHSTX | EAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 5.60% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 8.63% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 12.06% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 11.39% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 13.37% | +3.89% |