EHSTX vs. EIDOX
Compare and contrast key facts about Eaton Vance Large-Cap Value Fund (EHSTX) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX).
EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931. EIDOX is a passively managed fund by Eaton Vance that tracks the performance of the J.P. Morgan EMB (JEMB) Hard Currency / Local Currency 50-50 Index. It was launched on Sep 3, 2015.
Performance
EHSTX vs. EIDOX - Performance Comparison
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EHSTX vs. EIDOX - 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% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 1.56% | 15.59% | 14.78% | 11.40% | -6.25% | 1.52% | 7.39% | 18.25% | -4.28% | 12.97% |
Returns By Period
In the year-to-date period, EHSTX achieves a 0.60% return, which is significantly lower than EIDOX's 1.56% return. Over the past 10 years, EHSTX has outperformed EIDOX with an annualized return of 9.84%, while EIDOX has yielded a comparatively lower 7.72% annualized return.
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%
EIDOX
- 1D
- 0.12%
- 1M
- -2.39%
- YTD
- 1.56%
- 6M
- 6.74%
- 1Y
- 15.27%
- 3Y*
- 13.69%
- 5Y*
- 7.66%
- 10Y*
- 7.72%
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EHSTX vs. EIDOX - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is higher than EIDOX's 0.79% expense ratio.
Return for Risk
EHSTX vs. EIDOX — Risk / Return Rank
EHSTX
EIDOX
EHSTX vs. EIDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX). 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 | EIDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 4.24 | -3.51 |
Sortino ratioReturn per unit of downside risk | 1.11 | 5.83 | -4.72 |
Omega ratioGain probability vs. loss probability | 1.16 | 2.06 | -0.90 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 4.21 | -3.14 |
Martin ratioReturn relative to average drawdown | 4.39 | 16.91 | -12.52 |
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 | EIDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 4.24 | -3.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 1.67 | -1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 1.63 | -1.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.65 | -1.14 |
Correlation
The correlation between EHSTX and EIDOX is 0.36, 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. EIDOX - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 6.05%, less than EIDOX's 11.11% 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% |
EIDOX Eaton Vance Emerging Markets Debt Opportunities Fund Class I | 11.11% | 9.41% | 8.52% | 8.97% | 9.13% | 7.82% | 7.66% | 7.81% | 8.10% | 7.85% | 4.10% | 0.00% |
Drawdowns
EHSTX vs. EIDOX - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, which is greater than EIDOX's maximum drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for EHSTX and EIDOX.
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Drawdown Indicators
| EHSTX | EIDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -19.06% | -34.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -3.56% | -8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -17.42% | +0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -19.06% | -20.24% |
Current DrawdownCurrent decline from peak | -6.30% | -3.45% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -2.50% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 0.89% | +1.97% |
Volatility
EHSTX vs. EIDOX - Volatility Comparison
Eaton Vance Large-Cap Value Fund (EHSTX) has a higher volatility of 4.62% compared to Eaton Vance Emerging Markets Debt Opportunities Fund Class I (EIDOX) at 1.78%. This indicates that EHSTX's price experiences larger fluctuations and is considered to be riskier than EIDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHSTX | EIDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 1.78% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 2.69% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 3.59% | +12.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 4.61% | +10.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 4.76% | +12.51% |