EHSTX vs. FLCOX
Compare and contrast key facts about Eaton Vance Large-Cap Value Fund (EHSTX) and Fidelity Large Cap Value Index Fund (FLCOX).
EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
EHSTX vs. FLCOX - Performance Comparison
Loading graphics...
EHSTX vs. FLCOX - 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% | 13.84% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, EHSTX achieves a 0.60% return, which is significantly lower than FLCOX's 2.08% 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%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
- —
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. FLCOX - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
EHSTX vs. FLCOX — Risk / Return Rank
EHSTX
FLCOX
EHSTX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and Fidelity Large Cap Value Index Fund (FLCOX). 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 | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.02 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.48 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.44 | -0.37 |
Martin ratioReturn relative to average drawdown | 4.39 | 6.76 | -2.37 |
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 | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.02 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.62 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.54 | -0.02 |
Correlation
The correlation between EHSTX and FLCOX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EHSTX vs. FLCOX - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 6.05%, more than FLCOX's 1.48% 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% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
EHSTX vs. FLCOX - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for EHSTX and FLCOX.
Loading graphics...
Drawdown Indicators
| EHSTX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -38.28% | -15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -11.81% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -19.00% | +2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | — | — |
Current DrawdownCurrent decline from peak | -6.30% | -4.82% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -4.52% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.51% | +0.35% |
Volatility
EHSTX vs. FLCOX - Volatility Comparison
Eaton Vance Large-Cap Value Fund (EHSTX) has a higher volatility of 4.62% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 4.38%. This indicates that EHSTX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EHSTX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 4.38% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 8.29% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 15.73% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 14.83% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 17.73% | -0.46% |