EHSTX vs. MALVX
EHSTX (Eaton Vance Large-Cap Value Fund) and MALVX (BlackRock Advantage Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, EHSTX returned 11.15%/yr vs 12.99%/yr for MALVX. Their correlation of 0.93 means they have usually moved in the same direction. EHSTX charges 1.01%/yr vs 0.54%/yr for MALVX.
Performance
EHSTX vs. MALVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EHSTX achieves a 17.25% return, which is significantly lower than MALVX's 22.59% return. Over the past 10 years, EHSTX has underperformed MALVX with an annualized return of 11.15%, while MALVX has yielded a comparatively higher 12.99% 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%
MALVX
- 1D
- 0.97%
- 1M
- 1.94%
- 6M
- 17.40%
- YTD
- 22.59%
- 1Y
- 38.80%
- 3Y*
- 20.54%
- 5Y*
- 12.93%
- 10Y*
- 12.99%
- ALL TIME*
- 9.20%
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. MALVX - 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% |
MALVX BlackRock Advantage Large Cap Value Fund | 22.59% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 3.91% | 24.74% | -7.74% | 15.82% |
Correlation
The correlation between EHSTX and MALVX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1999 | 0.93 |
The correlation between EHSTX and MALVX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EHSTX vs. MALVX — Risk / Return Rank
EHSTX
MALVX
EHSTX vs. MALVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and BlackRock Advantage Large Cap Value Fund (MALVX). 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 | MALVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.58 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 5.55 | -2.48 |
| Martin ratioReturn relative to average drawdown | 12.77 | 25.78 | -13.01 |
Loading charts...
Drawdowns
EHSTX vs. MALVX - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.47%, roughly equal to the maximum MALVX drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for EHSTX and MALVX.
Loading charts...
Drawdown Indicators
| EHSTX | MALVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.47% | -55.21% | +1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.29% | -6.53% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.44% | -16.13% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -19.73% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -37.12% | -2.18% |
Current DrawdownCurrent decline from peak | -0.10% | -0.19% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -8.70% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.41% | +0.58% |
Volatility
EHSTX vs. MALVX - Volatility Comparison
Eaton Vance Large-Cap Value Fund (EHSTX) and BlackRock Advantage Large Cap Value Fund (MALVX) have volatilities of 2.71% and 2.77%, 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.
Loading charts...
Volatility by Period
| EHSTX | MALVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.77% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 8.90% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 11.35% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 14.78% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 17.25% | 0.00% |
EHSTX vs. MALVX - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is higher than MALVX's 0.54% expense ratio.
Dividends
EHSTX vs. MALVX - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 5.16%, less than MALVX's 10.57% 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% |
MALVX BlackRock Advantage Large Cap Value Fund | 10.57% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
Frequently Asked Questions
With a correlation of 0.96, EHSTX and MALVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MALVX has higher volatility (2.77%) compared to EHSTX (2.71%). In terms of maximum drawdown, EHSTX dropped -53.47% vs MALVX's -55.21%.
MALVX currently has the higher Sharpe Ratio (3.20 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.
Find the right allocation for EHSTX and MALVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer