EHSTX vs. EILTX
Compare and contrast key facts about Eaton Vance Large-Cap Value Fund (EHSTX) and Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX).
EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931. EILTX is managed by Eaton Vance. It was launched on Jan 31, 2010.
Performance
EHSTX vs. EILTX - Performance Comparison
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EHSTX vs. EILTX - 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% |
EILTX Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund | -0.93% | 6.86% | 1.65% | 6.40% | -7.31% | 1.05% | 5.63% | 7.35% | 0.37% | 6.12% |
Returns By Period
In the year-to-date period, EHSTX achieves a 0.60% return, which is significantly higher than EILTX's -0.93% return. Over the past 10 years, EHSTX has outperformed EILTX with an annualized return of 9.84%, while EILTX has yielded a comparatively lower 2.40% 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%
EILTX
- 1D
- 0.25%
- 1M
- -2.94%
- YTD
- -0.93%
- 6M
- 0.76%
- 1Y
- 4.91%
- 3Y*
- 3.58%
- 5Y*
- 1.48%
- 10Y*
- 2.40%
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EHSTX vs. EILTX - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is higher than EILTX's 0.40% expense ratio.
Return for Risk
EHSTX vs. EILTX — Risk / Return Rank
EHSTX
EILTX
EHSTX vs. EILTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX). 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 | EILTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.13 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.52 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.34 | -0.27 |
Martin ratioReturn relative to average drawdown | 4.39 | 5.32 | -0.93 |
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 | EILTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.13 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.37 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.81 | -0.30 |
Correlation
The correlation between EHSTX and EILTX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
EHSTX vs. EILTX - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 6.05%, more than EILTX's 3.22% 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% |
EILTX Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund | 3.22% | 3.92% | 3.70% | 2.17% | 2.20% | 1.65% | 1.80% | 2.46% | 2.08% | 1.94% | 1.61% | 2.30% |
Drawdowns
EHSTX vs. EILTX - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, which is greater than EILTX's maximum drawdown of -13.27%. Use the drawdown chart below to compare losses from any high point for EHSTX and EILTX.
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Drawdown Indicators
| EHSTX | EILTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -13.27% | -40.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -4.69% | -7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -13.27% | -3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -13.27% | -26.03% |
Current DrawdownCurrent decline from peak | -6.30% | -3.24% | -3.06% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -2.41% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 1.18% | +1.68% |
Volatility
EHSTX vs. EILTX - Volatility Comparison
Eaton Vance Large-Cap Value Fund (EHSTX) has a higher volatility of 4.62% compared to Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX) at 1.23%. This indicates that EHSTX's price experiences larger fluctuations and is considered to be riskier than EILTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHSTX | EILTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 1.23% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 1.79% | +6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 4.81% | +10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 3.98% | +10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 4.09% | +13.18% |