EHSTX vs. EAPCX
Compare and contrast key facts about Eaton Vance Large-Cap Value Fund (EHSTX) and Parametric Commodity Strategy Fund Class A (EAPCX).
EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
EHSTX vs. EAPCX - Performance Comparison
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EHSTX vs. EAPCX - 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% |
EAPCX Parametric Commodity Strategy Fund Class A | 16.34% | 22.06% | 9.63% | -4.87% | 17.26% | 29.92% | 7.77% | 9.19% | -9.60% | 6.71% |
Returns By Period
In the year-to-date period, EHSTX achieves a -1.54% return, which is significantly lower than EAPCX's 16.34% return. Over the past 10 years, EHSTX has underperformed EAPCX with an annualized return of 9.60%, while EAPCX has yielded a comparatively higher 11.09% 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%
EAPCX
- 1D
- 0.40%
- 1M
- 5.69%
- YTD
- 16.34%
- 6M
- 25.33%
- 1Y
- 32.23%
- 3Y*
- 14.77%
- 5Y*
- 16.00%
- 10Y*
- 11.09%
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EHSTX vs. EAPCX - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is higher than EAPCX's 0.91% expense ratio.
Return for Risk
EHSTX vs. EAPCX — Risk / Return Rank
EHSTX
EAPCX
EHSTX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and Parametric Commodity Strategy Fund Class A (EAPCX). 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 | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 2.21 | -1.56 |
Sortino ratioReturn per unit of downside risk | 0.99 | 2.79 | -1.79 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.40 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 3.57 | -2.82 |
Martin ratioReturn relative to average drawdown | 3.13 | 12.49 | -9.36 |
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 | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 2.21 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.10 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.84 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.28 | +0.23 |
Correlation
The correlation between EHSTX and EAPCX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EHSTX vs. EAPCX - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 6.18%, less than EAPCX's 11.37% 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% |
EAPCX Parametric Commodity Strategy Fund Class A | 11.37% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% | 0.00% |
Drawdowns
EHSTX vs. EAPCX - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, roughly equal to the maximum EAPCX drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for EHSTX and EAPCX.
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Drawdown Indicators
| EHSTX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -52.59% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -9.09% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -18.05% | +1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -28.81% | -10.49% |
Current DrawdownCurrent decline from peak | -8.29% | -1.17% | -7.12% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -23.03% | +15.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.60% | +0.23% |
Volatility
EHSTX vs. EAPCX - Volatility Comparison
The current volatility for Eaton Vance Large-Cap Value Fund (EHSTX) is 3.86%, while Parametric Commodity Strategy Fund Class A (EAPCX) has a volatility of 4.61%. This indicates that EHSTX experiences smaller price fluctuations and is considered to be less risky than EAPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHSTX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 4.61% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 11.77% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 14.87% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 14.64% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 13.29% | +3.97% |