EHSTX vs. TILVX

Last updated Jun 25, 2026

EHSTX (Eaton Vance Large-Cap Value Fund) and TILVX (TIAA-CREF Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 10 years, EHSTX returned 11.28%/yr vs 11.48%/yr for TILVX. With a 0.98 correlation, they move nearly in lockstep. EHSTX charges 1.01%/yr vs 0.05%/yr for TILVX.

Performance

EHSTX vs. TILVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Large-Cap Value Fund (EHSTX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EHSTX achieves a 12.56% return, which is significantly lower than TILVX's 15.40% return. Both investments have delivered pretty close results over the past 10 years, with EHSTX having a 11.28% annualized return and TILVX not far ahead at 11.48%.

EHSTX

• 1D: -1.02%
• 1M: 0.85%
• YTD: 12.56%
• 6M: 11.39%
• 1Y: 21.53%
• 3Y*: 15.06%
• 5Y*: 9.54%
• 10Y*: 11.28%

TILVX

• 1D: -1.07%
• 1M: 2.28%
• YTD: 15.40%
• 6M: 14.18%
• 1Y: 27.23%
• 3Y*: 18.54%
• 5Y*: 11.01%
• 10Y*: 11.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EHSTX vs. TILVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EHSTX Eaton Vance Large-Cap Value Fund	12.56%	12.11%	11.25%	7.93%	-2.80%	24.25%	2.29%	30.84%	-6.96%	14.79%
TILVX TIAA-CREF Large-Cap Value Index Fund	15.40%	15.81%	14.26%	11.49%	-7.57%	25.05%	2.90%	26.48%	-8.38%	10.93%

Correlation

The correlation between EHSTX and TILVX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002	0.98

The correlation between EHSTX and TILVX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Return for Risk

EHSTX vs. TILVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EHSTX

EHSTX Risk / Return Rank: 54
EHSTX Sharpe Ratio Rank: 53
EHSTX Sortino Ratio Rank: 52
EHSTX Omega Ratio Rank: 48
EHSTX Calmar Ratio Rank: 57
EHSTX Martin Ratio Rank: 59

TILVX

TILVX Risk / Return Rank: 85
TILVX Sharpe Ratio Rank: 84
TILVX Sortino Ratio Rank: 82
TILVX Omega Ratio Rank: 76
TILVX Calmar Ratio Rank: 89
TILVX Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EHSTX vs. TILVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Large-Cap Value Fund (EHSTX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). 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	TILVX	Difference
Sharpe ratio: Return per unit of total volatility	1.95	2.52	-0.57
Sortino ratio: Return per unit of downside risk	2.73	3.53	-0.80
Omega ratio: Gain probability vs. loss probability	1.34	1.45	-0.11
Calmar ratio: Return relative to maximum drawdown	2.73	4.20	-1.46
Martin ratio: Return relative to average drawdown	10.97	17.41	-6.44

EHSTX vs. TILVX - Sharpe Ratio Comparison

The current EHSTX Sharpe Ratio is 1.95, which is comparable to the TILVX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of EHSTX and TILVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EHSTX vs. TILVX - Drawdown Comparison

The maximum EHSTX drawdown since its inception was -53.47%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for EHSTX and TILVX.

Drawdown Indicators

	EHSTX	TILVX	Difference
Max Drawdown Largest peak-to-trough decline	-53.47%	-60.05%	+6.58%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-6.80%	-1.49%
Max Drawdown (3Y) Largest decline over 3 years	-16.44%	-15.58%	-0.86%
Max Drawdown (5Y) Largest decline over 5 years	-16.44%	-19.00%	+2.56%
Max Drawdown (10Y) Largest decline over 10 years	-39.30%	-40.15%	+0.85%
Current Drawdown Current decline from peak	-1.22%	-1.16%	-0.06%
Average Drawdown Average peak-to-trough decline	-7.40%	-8.25%	+0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	1.63%	+0.43%

Volatility

EHSTX vs. TILVX - Volatility Comparison

Eaton Vance Large-Cap Value Fund (EHSTX) and TIAA-CREF Large-Cap Value Index Fund (TILVX) have volatilities of 4.28% and 4.15%, 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.

Volatility by Period

	EHSTX	TILVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.28%	4.15%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	8.89%	8.75%	+0.14%
Volatility (1Y) Calculated over the trailing 1-year period	11.62%	11.34%	+0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.78%	14.86%	-0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.27%	17.65%	-0.38%

EHSTX vs. TILVX - Expense Ratio Comparison

EHSTX has a 1.01% expense ratio, which is higher than TILVX's 0.05% expense ratio.

Dividends

EHSTX vs. TILVX - Dividend Comparison

EHSTX's dividend yield for the trailing twelve months is around 5.38%, more than TILVX's 5.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EHSTX Eaton Vance Large-Cap Value Fund	5.38%	6.12%	4.03%	2.93%	4.25%	7.32%	1.94%	2.76%	10.94%	5.88%	1.33%	11.02%
TILVX TIAA-CREF Large-Cap Value Index Fund	5.16%	5.96%	3.04%	4.90%	4.57%	3.77%	2.26%	7.05%	4.68%	2.01%	3.14%	4.24%

Frequently Asked Questions

Can I hold both EHSTX and TILVX in my portfolio?

With a correlation of 0.97, EHSTX and TILVX 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.

Which is riskier, EHSTX or TILVX?

EHSTX has higher volatility (4.28%) compared to TILVX (4.15%). In terms of maximum drawdown, EHSTX dropped -53.47% vs TILVX's -60.05%.

Which has better risk-adjusted returns?

TILVX currently has the higher Sharpe Ratio (2.52 vs 1.95), 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.