EIRAX vs. EHSTX
Compare and contrast key facts about Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) and Eaton Vance Large-Cap Value Fund (EHSTX).
EIRAX is managed by Eaton Vance. It was launched on Sep 29, 2011. EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931.
Performance
EIRAX vs. EHSTX - Performance Comparison
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EIRAX vs. EHSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIRAX Eaton Vance Richard Bernstein All Asset Strategy Fund | -1.78% | 12.89% | 7.68% | 6.80% | -14.73% | 7.22% | 9.83% | 16.28% | -7.47% | 15.02% |
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, EIRAX achieves a -1.78% return, which is significantly lower than EHSTX's 0.60% return. Over the past 10 years, EIRAX has underperformed EHSTX with an annualized return of 5.51%, while EHSTX has yielded a comparatively higher 9.84% annualized return.
EIRAX
- 1D
- 2.11%
- 1M
- -4.80%
- YTD
- -1.78%
- 6M
- 0.83%
- 1Y
- 10.73%
- 3Y*
- 6.83%
- 5Y*
- 2.60%
- 10Y*
- 5.51%
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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EIRAX vs. EHSTX - Expense Ratio Comparison
EIRAX has a 0.93% expense ratio, which is lower than EHSTX's 1.01% expense ratio.
Return for Risk
EIRAX vs. EHSTX — Risk / Return Rank
EIRAX
EHSTX
EIRAX vs. EHSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) 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.
| EIRAX | EHSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.73 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.11 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.06 | +0.39 |
Martin ratioReturn relative to average drawdown | 6.43 | 4.39 | +2.04 |
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
| EIRAX | EHSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.73 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.54 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.57 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.51 | +0.10 |
Correlation
The correlation between EIRAX and EHSTX is 0.80, 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.
Dividends
EIRAX vs. EHSTX - Dividend Comparison
EIRAX's dividend yield for the trailing twelve months is around 2.85%, less than EHSTX's 6.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIRAX Eaton Vance Richard Bernstein All Asset Strategy Fund | 2.85% | 2.80% | 2.35% | 2.58% | 1.11% | 5.68% | 3.13% | 7.42% | 2.98% | 2.35% | 0.73% | 1.59% |
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
EIRAX vs. EHSTX - Drawdown Comparison
The maximum EIRAX drawdown since its inception was -19.85%, smaller than the maximum EHSTX drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for EIRAX and EHSTX.
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Drawdown Indicators
| EIRAX | EHSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.85% | -53.47% | +33.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -11.79% | +4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -16.44% | -3.41% |
Max Drawdown (10Y)Largest decline over 10 years | -19.85% | -39.30% | +19.45% |
Current DrawdownCurrent decline from peak | -5.79% | -6.30% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -7.43% | +3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.86% | -1.11% |
Volatility
EIRAX vs. EHSTX - Volatility Comparison
Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) and Eaton Vance Large-Cap Value Fund (EHSTX) have volatilities of 4.63% and 4.62%, 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.
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Volatility by Period
| EIRAX | EHSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 4.62% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.91% | 8.60% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.04% | 15.80% | -5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.69% | 14.71% | -6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.06% | 17.27% | -8.21% |