EHSTX vs. LSVVX
EHSTX (Eaton Vance Large-Cap Value Fund) and LSVVX (LSV Conservative Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, EHSTX returned 11.15%/yr vs 11.12%/yr for LSVVX. Their 0.96 correlation means they have historically moved very closely together. EHSTX charges 1.01%/yr vs 0.35%/yr for LSVVX.
Performance
EHSTX vs. LSVVX - Performance Comparison
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Returns By Period
In the year-to-date period, EHSTX achieves a 17.25% return, which is significantly lower than LSVVX's 20.59% return. Both investments have delivered pretty close results over the past 10 years, with EHSTX having a 11.15% annualized return and LSVVX not far behind at 11.12%.
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%
LSVVX
- 1D
- 0.18%
- 1M
- 3.40%
- 6M
- 16.55%
- YTD
- 20.59%
- 1Y
- 39.09%
- 3Y*
- 15.66%
- 5Y*
- 11.24%
- 10Y*
- 11.12%
- ALL TIME*
- 7.18%
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. LSVVX - 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% |
LSVVX LSV Conservative Value Equity Fund | 20.59% | 19.63% | 3.97% | 12.19% | -4.02% | 28.57% | -3.46% | 25.29% | -11.10% | 16.18% |
Correlation
The correlation between EHSTX and LSVVX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2007 | 0.96 |
The correlation between EHSTX and LSVVX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
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Return for Risk
EHSTX vs. LSVVX — Risk / Return Rank
EHSTX
LSVVX
EHSTX vs. LSVVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and LSV Conservative Value Equity Fund (LSVVX). 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 | LSVVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.59 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 5.83 | -2.76 |
| Martin ratioReturn relative to average drawdown | 12.77 | 23.09 | -10.32 |
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Drawdowns
EHSTX vs. LSVVX - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, smaller than the maximum LSVVX drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for EHSTX and LSVVX.
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Drawdown Indicators
| EHSTX | LSVVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -61.62% | +8.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.29% | -6.23% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.44% | -24.61% | +8.17% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -24.61% | +8.17% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -40.61% | +1.31% |
Current DrawdownCurrent decline from peak | -0.10% | -0.76% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -12.10% | +4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.58% | +0.41% |
Volatility
EHSTX vs. LSVVX - Volatility Comparison
Eaton Vance Large-Cap Value Fund (EHSTX) and LSV Conservative Value Equity Fund (LSVVX) have volatilities of 2.71% and 2.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHSTX | LSVVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.68% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 8.14% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 11.22% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 15.84% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 18.42% | -1.17% |
EHSTX vs. LSVVX - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is higher than LSVVX's 0.35% expense ratio.
Dividends
EHSTX vs. LSVVX - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 5.16%, less than LSVVX's 11.35% 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% |
LSVVX LSV Conservative Value Equity Fund | 11.35% | 13.69% | 2.45% | 6.57% | 5.41% | 3.67% | 2.40% | 21.48% | 3.91% | 1.98% | 2.37% | 2.38% |
Frequently Asked Questions
EHSTX and LSVVX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EHSTX has higher volatility (2.71%) compared to LSVVX (2.68%). In terms of maximum drawdown, EHSTX dropped -53.47% vs LSVVX's -61.62%.
LSVVX currently has the higher Sharpe Ratio (3.24 vs 2.19), 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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