EHSTX vs. EVCGX
EHSTX (Eaton Vance Large-Cap Value Fund) and EVCGX (Eaton Vance Greater China Growth Fund) are both mutual funds - EHSTX is a Large Cap Value Equities fund managed by Eaton Vance, while EVCGX is a China Equities fund managed by Eaton Vance. Over the past 10 years, EHSTX returned 11.15%/yr vs 4.38%/yr for EVCGX. Their 0.41 correlation means their historical movements had little consistent relationship. EHSTX charges 1.01%/yr vs 1.53%/yr for EVCGX.
Performance
EHSTX vs. EVCGX - Performance Comparison
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Returns By Period
In the year-to-date period, EHSTX achieves a 17.25% return, which is significantly higher than EVCGX's -4.71% return. Over the past 10 years, EHSTX has outperformed EVCGX with an annualized return of 11.15%, while EVCGX has yielded a comparatively lower 4.38% annualized return.
EHSTX
- 1D
- 1.07%
- 1M
- 2.49%
- 6M
- 12.18%
- YTD
- 17.25%
- 1Y
- 27.96%
- 3Y*
- 14.03%
- 5Y*
- 10.32%
- 10Y*
- 11.15%
- ALL TIME*
- 8.80%
EVCGX
- 1D
- 0.95%
- 1M
- 6.98%
- 6M
- -7.45%
- YTD
- -4.71%
- 1Y
- 2.16%
- 3Y*
- 3.94%
- 5Y*
- -4.55%
- 10Y*
- 4.38%
- ALL TIME*
- 5.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EHSTX vs. EVCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EHSTX Eaton Vance Large-Cap Value Fund | 17.25% | 12.11% | 11.25% | 7.93% | -2.80% | 24.25% | 2.29% | 30.84% | -6.96% | 14.79% |
EVCGX Eaton Vance Greater China Growth Fund | -4.71% | 26.06% | 9.30% | -17.33% | -22.53% | -9.61% | 25.22% | 23.32% | -9.90% | 49.26% |
Correlation
The correlation between EHSTX and EVCGX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 1992 | 0.41 |
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Return for Risk
EHSTX vs. EVCGX — Risk / Return Rank
EHSTX
EVCGX
EHSTX vs. EVCGX - 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 Greater China Growth Fund (EVCGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EHSTX | EVCGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.22 | ||
| Sortino ratioReturn per unit of downside risk | +2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.01 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | -0.03 | +3.10 |
| Martin ratioReturn relative to average drawdown | 12.77 | -0.06 | +12.83 |
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Drawdowns
EHSTX vs. EVCGX - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, smaller than the maximum EVCGX drawdown of -68.37%. Use the drawdown chart below to compare losses from any high point for EHSTX and EVCGX.
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Drawdown Indicators
| EHSTX | EVCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -68.37% | +14.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.29% | -19.19% | +10.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.44% | -25.40% | +8.96% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -49.77% | +33.33% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -56.84% | +17.54% |
Current DrawdownCurrent decline from peak | -0.10% | -33.31% | +33.21% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -28.09% | +20.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 9.92% | -7.93% |
Volatility
EHSTX vs. EVCGX - Volatility Comparison
The current volatility for Eaton Vance Large-Cap Value Fund (EHSTX) is 2.71%, while Eaton Vance Greater China Growth Fund (EVCGX) has a volatility of 6.08%. This indicates that EHSTX experiences smaller price fluctuations and is considered to be less risky than EVCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHSTX | EVCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 6.08% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 14.14% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 19.34% | -7.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 25.75% | -11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 22.17% | -4.92% |
EHSTX vs. EVCGX - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is lower than EVCGX's 1.53% expense ratio.
Dividends
EHSTX vs. EVCGX - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 5.16%, more than EVCGX's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EHSTX Eaton Vance Large-Cap Value Fund | 5.16% | 6.12% | 4.03% | 2.93% | 4.25% | 7.32% | 1.94% | 2.76% | 10.94% | 5.88% | 1.33% | 11.02% |
EVCGX Eaton Vance Greater China Growth Fund | 1.66% | 1.58% | 2.15% | 8.47% | 6.09% | 5.43% | 9.85% | 3.19% | 9.89% | 11.34% | 0.94% | 6.33% |
Frequently Asked Questions
EHSTX and EVCGX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVCGX has higher volatility (6.08%) compared to EHSTX (2.71%). In terms of maximum drawdown, EHSTX dropped -53.47% vs EVCGX's -68.37%.
EHSTX currently has the higher Sharpe Ratio (2.19 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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