EHSTX vs. SPY
Compare and contrast key facts about Eaton Vance Large-Cap Value Fund (EHSTX) and SPDR S&P 500 ETF (SPY).
EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EHSTX or SPY.
Correlation
The correlation between EHSTX and SPY is 0.90, 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.
Performance
EHSTX vs. SPY - Performance Comparison
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Key characteristics
EHSTX:
0.04
SPY:
0.70
EHSTX:
0.20
SPY:
1.13
EHSTX:
1.03
SPY:
1.17
EHSTX:
0.05
SPY:
0.76
EHSTX:
0.16
SPY:
2.93
EHSTX:
6.40%
SPY:
4.86%
EHSTX:
16.39%
SPY:
20.29%
EHSTX:
-53.77%
SPY:
-55.19%
EHSTX:
-8.51%
SPY:
-3.97%
Returns By Period
In the year-to-date period, EHSTX achieves a 1.08% return, which is significantly higher than SPY's 0.43% return. Over the past 10 years, EHSTX has underperformed SPY with an annualized return of 4.07%, while SPY has yielded a comparatively higher 12.66% annualized return.
EHSTX
1.08%
7.43%
-6.69%
0.58%
10.68%
4.07%
SPY
0.43%
9.91%
-1.06%
14.09%
17.31%
12.66%
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EHSTX vs. SPY - Expense Ratio Comparison
EHSTX has a 1.01% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
EHSTX vs. SPY — Risk-Adjusted Performance Rank
EHSTX
SPY
EHSTX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
EHSTX vs. SPY - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 1.06%, less than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EHSTX Eaton Vance Large-Cap Value Fund | 1.06% | 1.01% | 0.98% | 1.10% | 1.01% | 1.23% | 1.18% | 1.45% | 1.23% | 1.33% | 1.56% | 1.71% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
EHSTX vs. SPY - Drawdown Comparison
The maximum EHSTX drawdown since its inception was -53.77%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EHSTX and SPY. For additional features, visit the drawdowns tool.
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Volatility
EHSTX vs. SPY - Volatility Comparison
The current volatility for Eaton Vance Large-Cap Value Fund (EHSTX) is 5.02%, while SPDR S&P 500 ETF (SPY) has a volatility of 6.25%. This indicates that EHSTX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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