EILTX vs. EHSTX
Compare and contrast key facts about Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX) and Eaton Vance Large-Cap Value Fund (EHSTX).
EILTX is managed by Eaton Vance. It was launched on Jan 31, 2010. EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931.
Performance
EILTX vs. EHSTX - Performance Comparison
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EILTX vs. EHSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EILTX Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund | -0.93% | 6.86% | 1.65% | 6.40% | -7.31% | 1.05% | 5.63% | 7.35% | 0.37% | 6.12% |
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, EILTX achieves a -0.93% return, which is significantly lower than EHSTX's 0.60% return. Over the past 10 years, EILTX has underperformed EHSTX with an annualized return of 2.40%, while EHSTX has yielded a comparatively higher 9.84% annualized return.
EILTX
- 1D
- 0.25%
- 1M
- -2.94%
- YTD
- -0.93%
- 6M
- 0.76%
- 1Y
- 4.91%
- 3Y*
- 3.58%
- 5Y*
- 1.48%
- 10Y*
- 2.40%
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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EILTX vs. EHSTX - Expense Ratio Comparison
EILTX has a 0.40% expense ratio, which is lower than EHSTX's 1.01% expense ratio.
Return for Risk
EILTX vs. EHSTX — Risk / Return Rank
EILTX
EHSTX
EILTX vs. EHSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX) 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.
| EILTX | EHSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.73 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.11 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.06 | +0.27 |
Martin ratioReturn relative to average drawdown | 5.32 | 4.39 | +0.93 |
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
| EILTX | EHSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.73 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.54 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.57 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.51 | +0.30 |
Correlation
The correlation between EILTX and EHSTX is -0.11. 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
EILTX vs. EHSTX - Dividend Comparison
EILTX's dividend yield for the trailing twelve months is around 3.22%, less than EHSTX's 6.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EILTX Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund | 3.22% | 3.92% | 3.70% | 2.17% | 2.20% | 1.65% | 1.80% | 2.46% | 2.08% | 1.94% | 1.61% | 2.30% |
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
EILTX vs. EHSTX - Drawdown Comparison
The maximum EILTX drawdown since its inception was -13.27%, smaller than the maximum EHSTX drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for EILTX and EHSTX.
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Drawdown Indicators
| EILTX | EHSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -53.47% | +40.20% |
Max Drawdown (1Y)Largest decline over 1 year | -4.69% | -11.79% | +7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -13.27% | -16.44% | +3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -13.27% | -39.30% | +26.03% |
Current DrawdownCurrent decline from peak | -3.24% | -6.30% | +3.06% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -7.43% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.86% | -1.68% |
Volatility
EILTX vs. EHSTX - Volatility Comparison
The current volatility for Parametric TABS 5-to-15 Year Laddered Municipal Bond Fund (EILTX) is 1.23%, while Eaton Vance Large-Cap Value Fund (EHSTX) has a volatility of 4.62%. This indicates that EILTX 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
| EILTX | EHSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.23% | 4.62% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 1.79% | 8.60% | -6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.81% | 15.80% | -10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.98% | 14.71% | -10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.09% | 17.27% | -13.18% |