EITGX vs. SWLGX
Compare and contrast key facts about Eaton Vance Tax Managed Growth 1.2 Fund (EITGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
EITGX is managed by BlackRock. It was launched on Feb 28, 2001. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
EITGX vs. SWLGX - Performance Comparison
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EITGX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EITGX Eaton Vance Tax Managed Growth 1.2 Fund | -8.48% | 16.79% | 25.27% | 28.37% | -20.01% | 24.78% | 23.13% | 29.50% | -5.19% | -0.34% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, EITGX achieves a -8.48% return, which is significantly higher than SWLGX's -13.06% return.
EITGX
- 1D
- -0.15%
- 1M
- -8.02%
- YTD
- -8.48%
- 6M
- -6.29%
- 1Y
- 11.28%
- 3Y*
- 16.66%
- 5Y*
- 10.27%
- 10Y*
- 13.20%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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EITGX vs. SWLGX - Expense Ratio Comparison
EITGX has a 0.63% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
EITGX vs. SWLGX — Risk / Return Rank
EITGX
SWLGX
EITGX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Growth 1.2 Fund (EITGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| EITGX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.66 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.10 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.72 | +0.09 |
Martin ratioReturn relative to average drawdown | 3.49 | 2.51 | +0.98 |
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
| EITGX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.66 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.56 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.68 | -0.24 |
Correlation
The correlation between EITGX and SWLGX is 0.95, 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
EITGX vs. SWLGX - Dividend Comparison
EITGX's dividend yield for the trailing twelve months is around 2.57%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EITGX Eaton Vance Tax Managed Growth 1.2 Fund | 2.57% | 2.35% | 1.74% | 0.67% | 0.74% | 0.39% | 0.69% | 0.92% | 1.04% | 0.97% | 1.14% | 1.18% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
EITGX vs. SWLGX - Drawdown Comparison
The maximum EITGX drawdown since its inception was -51.96%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for EITGX and SWLGX.
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Drawdown Indicators
| EITGX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.96% | -32.69% | -19.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -16.16% | +4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.96% | -32.69% | +6.73% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | — | — |
Current DrawdownCurrent decline from peak | -10.53% | -16.16% | +5.63% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -7.13% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 4.62% | -1.90% |
Volatility
EITGX vs. SWLGX - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Growth 1.2 Fund (EITGX) is 4.51%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that EITGX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EITGX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 5.38% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 11.82% | -2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 22.31% | -4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 21.47% | -4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 22.78% | -4.49% |