EHSTX vs. ETB
Compare and contrast key facts about Eaton Vance Large-Cap Value Fund (EHSTX) and Eaton Vance Tax-Managed Buy-Write Income Fund (ETB).
EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931. ETB is managed by Eaton Vance. It was launched on Apr 29, 2005.
Performance
EHSTX vs. ETB - Performance Comparison
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EHSTX vs. ETB - 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% |
ETB Eaton Vance Tax-Managed Buy-Write Income Fund | -1.63% | 11.16% | 26.22% | 7.50% | -16.59% | 23.68% | 0.43% | 32.40% | -12.75% | 9.52% |
Returns By Period
In the year-to-date period, EHSTX achieves a 0.60% return, which is significantly higher than ETB's -1.63% return. Over the past 10 years, EHSTX has outperformed ETB with an annualized return of 9.84%, while ETB has yielded a comparatively lower 7.69% 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%
ETB
- 1D
- 2.01%
- 1M
- -4.23%
- YTD
- -1.63%
- 6M
- 2.15%
- 1Y
- 17.03%
- 3Y*
- 13.55%
- 5Y*
- 7.37%
- 10Y*
- 7.69%
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EHSTX vs. ETB - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is higher than ETB's 0.01% expense ratio.
Return for Risk
EHSTX vs. ETB — Risk / Return Rank
EHSTX
ETB
EHSTX vs. ETB - 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 Tax-Managed Buy-Write Income Fund (ETB). 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 | ETB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.99 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.47 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.39 | -0.33 |
Martin ratioReturn relative to average drawdown | 4.39 | 7.19 | -2.80 |
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 | ETB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.99 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.46 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.43 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.39 | +0.12 |
Correlation
The correlation between EHSTX and ETB is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EHSTX vs. ETB - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 6.05%, less than ETB's 8.63% 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% |
ETB Eaton Vance Tax-Managed Buy-Write Income Fund | 8.63% | 8.31% | 8.21% | 8.62% | 9.63% | 7.57% | 8.64% | 7.90% | 9.64% | 7.75% | 7.85% | 7.77% |
Drawdowns
EHSTX vs. ETB - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, roughly equal to the maximum ETB drawdown of -51.09%. Use the drawdown chart below to compare losses from any high point for EHSTX and ETB.
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Drawdown Indicators
| EHSTX | ETB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -51.09% | -2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -12.64% | +0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -23.43% | +6.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -45.08% | +5.78% |
Current DrawdownCurrent decline from peak | -6.30% | -4.42% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -6.76% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.44% | +0.42% |
Volatility
EHSTX vs. ETB - Volatility Comparison
The current volatility for Eaton Vance Large-Cap Value Fund (EHSTX) is 4.62%, while Eaton Vance Tax-Managed Buy-Write Income Fund (ETB) has a volatility of 6.23%. This indicates that EHSTX experiences smaller price fluctuations and is considered to be less risky than ETB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHSTX | ETB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 6.23% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 9.24% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 17.37% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 16.23% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 18.02% | -0.75% |