EHSTX vs. EXG
Compare and contrast key facts about Eaton Vance Large-Cap Value Fund (EHSTX) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG).
EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931. EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007.
Performance
EHSTX vs. EXG - Performance Comparison
Loading graphics...
EHSTX vs. EXG - 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% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | -7.20% | 27.79% | 16.04% | 11.46% | -22.24% | 31.53% | 10.19% | 28.71% | -12.09% | 29.58% |
Returns By Period
In the year-to-date period, EHSTX achieves a -1.54% return, which is significantly higher than EXG's -7.20% return. Both investments have delivered pretty close results over the past 10 years, with EHSTX having a 9.60% annualized return and EXG not far ahead at 9.69%.
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%
EXG
- 1D
- 4.59%
- 1M
- -9.69%
- YTD
- -7.20%
- 6M
- -0.71%
- 1Y
- 16.23%
- 3Y*
- 13.21%
- 5Y*
- 7.59%
- 10Y*
- 9.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EHSTX vs. EXG - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is lower than EXG's 1.07% expense ratio.
Return for Risk
EHSTX vs. EXG — Risk / Return Rank
EHSTX
EXG
EHSTX vs. EXG - 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 Global Diversified Equity Income Fund (EXG). 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 | EXG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.89 | -0.24 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.37 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.12 | -0.36 |
Martin ratioReturn relative to average drawdown | 3.13 | 5.00 | -1.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EHSTX | EXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.89 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.44 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.49 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.29 | +0.22 |
Correlation
The correlation between EHSTX and EXG is 0.69, 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. EXG - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 6.18%, less than EXG's 9.10% 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% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | 9.10% | 8.27% | 9.27% | 8.60% | 10.59% | 7.27% | 8.43% | 8.42% | 12.23% | 9.84% | 12.16% | 11.02% |
Drawdowns
EHSTX vs. EXG - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, smaller than the maximum EXG drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for EHSTX and EXG.
Loading graphics...
Drawdown Indicators
| EHSTX | EXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -58.45% | +4.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -14.28% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -27.82% | +11.38% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -45.36% | +6.06% |
Current DrawdownCurrent decline from peak | -8.29% | -10.34% | +2.05% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -9.68% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.19% | -0.36% |
Volatility
EHSTX vs. EXG - Volatility Comparison
The current volatility for Eaton Vance Large-Cap Value Fund (EHSTX) is 3.86%, while Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a volatility of 7.18%. This indicates that EHSTX experiences smaller price fluctuations and is considered to be less risky than EXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EHSTX | EXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 7.18% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 10.46% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 18.24% | -2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 17.35% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 19.93% | -2.67% |