EIHMX vs. EHSTX
Compare and contrast key facts about Eaton Vance National Municipal Income Fund Class I (EIHMX) and Eaton Vance Large-Cap Value Fund (EHSTX).
EIHMX is an actively managed fund by Eaton Vance. It was launched on Dec 3, 1993. EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931.
Performance
EIHMX vs. EHSTX - Performance Comparison
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EIHMX vs. EHSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIHMX Eaton Vance National Municipal Income Fund Class I | -0.23% | 3.93% | 2.56% | 7.23% | -9.70% | 1.73% | 6.06% | 8.74% | 2.04% | 4.95% |
EHSTX Eaton Vance Large-Cap Value Fund | 0.60% | 12.11% | 11.25% | 7.93% | -2.80% | 24.25% | 2.29% | 30.84% | -6.96% | 14.79% |
Returns By Period
In the year-to-date period, EIHMX achieves a -0.23% return, which is significantly lower than EHSTX's 0.60% return. Over the past 10 years, EIHMX has underperformed EHSTX with an annualized return of 2.65%, while EHSTX has yielded a comparatively higher 9.84% annualized return.
EIHMX
- 1D
- 0.22%
- 1M
- -2.17%
- YTD
- -0.23%
- 6M
- 1.34%
- 1Y
- 3.55%
- 3Y*
- 3.42%
- 5Y*
- 1.00%
- 10Y*
- 2.65%
EHSTX
- 1D
- 2.17%
- 1M
- -5.87%
- YTD
- 0.60%
- 6M
- 4.82%
- 1Y
- 11.62%
- 3Y*
- 11.11%
- 5Y*
- 7.91%
- 10Y*
- 9.84%
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EIHMX vs. EHSTX - Expense Ratio Comparison
EIHMX has a 0.41% expense ratio, which is lower than EHSTX's 1.01% expense ratio.
Return for Risk
EIHMX vs. EHSTX — Risk / Return Rank
EIHMX
EHSTX
EIHMX vs. EHSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance National Municipal Income Fund Class I (EIHMX) and Eaton Vance Large-Cap Value Fund (EHSTX). 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.
| EIHMX | EHSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.73 | -0.02 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.11 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.16 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.06 | -0.16 |
Martin ratioReturn relative to average drawdown | 2.59 | 4.39 | -1.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EIHMX | EHSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.73 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.54 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.57 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.51 | +0.21 |
Correlation
The correlation between EIHMX and EHSTX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
EIHMX vs. EHSTX - Dividend Comparison
EIHMX's dividend yield for the trailing twelve months is around 4.02%, less than EHSTX's 6.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIHMX Eaton Vance National Municipal Income Fund Class I | 4.02% | 4.99% | 4.38% | 3.21% | 3.30% | 2.40% | 2.90% | 3.88% | 3.87% | 3.90% | 4.10% | 4.12% |
EHSTX Eaton Vance Large-Cap Value Fund | 6.05% | 6.12% | 4.03% | 2.93% | 4.25% | 7.32% | 1.94% | 2.76% | 10.94% | 5.88% | 1.33% | 11.02% |
Drawdowns
EIHMX vs. EHSTX - Drawdown Comparison
The maximum EIHMX drawdown since its inception was -39.87%, smaller than the maximum EHSTX drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for EIHMX and EHSTX.
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Drawdown Indicators
| EIHMX | EHSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -53.47% | +13.60% |
Max Drawdown (1Y)Largest decline over 1 year | -5.46% | -11.79% | +6.33% |
Max Drawdown (5Y)Largest decline over 5 years | -15.32% | -16.44% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -15.32% | -39.30% | +23.98% |
Current DrawdownCurrent decline from peak | -2.49% | -6.30% | +3.81% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -7.43% | +3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.86% | -0.95% |
Volatility
EIHMX vs. EHSTX - Volatility Comparison
The current volatility for Eaton Vance National Municipal Income Fund Class I (EIHMX) is 1.28%, while Eaton Vance Large-Cap Value Fund (EHSTX) has a volatility of 4.62%. This indicates that EIHMX experiences smaller price fluctuations and is considered to be less risky than EHSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIHMX | EHSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 4.62% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 8.60% | -6.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.72% | 15.80% | -10.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.64% | 14.71% | -10.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.40% | 17.27% | -12.87% |