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 0.89, 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
Key characteristics
EHSTX:
0.90
SPY:
1.75
EHSTX:
1.28
SPY:
2.36
EHSTX:
1.17
SPY:
1.32
EHSTX:
0.99
SPY:
2.66
EHSTX:
2.81
SPY:
11.01
EHSTX:
3.64%
SPY:
2.03%
EHSTX:
11.40%
SPY:
12.77%
EHSTX:
-53.77%
SPY:
-55.19%
EHSTX:
-7.28%
SPY:
-2.12%
Returns By Period
The year-to-date returns for both stocks are quite close, with EHSTX having a 2.44% return and SPY slightly lower at 2.36%. Over the past 10 years, EHSTX has underperformed SPY with an annualized return of 4.31%, while SPY has yielded a comparatively higher 12.97% annualized return.
EHSTX
2.44%
-1.66%
-0.39%
8.33%
6.04%
4.31%
SPY
2.36%
-1.61%
7.41%
19.65%
15.00%
12.97%
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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.
Dividends
EHSTX vs. SPY - Dividend Comparison
EHSTX's dividend yield for the trailing twelve months is around 0.98%, less than SPY's 1.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EHSTX Eaton Vance Large-Cap Value Fund | 0.98% | 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 | 1.18% | 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.
Volatility
EHSTX vs. SPY - Volatility Comparison
The current volatility for Eaton Vance Large-Cap Value Fund (EHSTX) is 2.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.38%. 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.