EITGX vs. VTCLX
EITGX (Eaton Vance Tax Managed Growth 1.2 Fund) and VTCLX (Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares) are both mutual funds - EITGX is a Large Cap Growth Equities fund managed by BlackRock, while VTCLX is a Large Cap Blend Equities fund tracking the Russell 1000 Index. Over the past 10 years, EITGX returned 14.95%/yr vs 15.37%/yr for VTCLX. With a 0.99 correlation, they move nearly in lockstep. EITGX charges 0.63%/yr vs 0.05%/yr for VTCLX.
Performance
EITGX vs. VTCLX - Performance Comparison
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Returns By Period
In the year-to-date period, EITGX achieves a 7.83% return, which is significantly lower than VTCLX's 10.44% return. Both investments have delivered pretty close results over the past 10 years, with EITGX having a 14.95% annualized return and VTCLX not far ahead at 15.37%.
EITGX
- 1D
- 0.84%
- 1M
- -1.11%
- YTD
- 7.83%
- 6M
- 7.83%
- 1Y
- 17.89%
- 3Y*
- 19.77%
- 5Y*
- 11.89%
- 10Y*
- 14.95%
VTCLX
- 1D
- 0.83%
- 1M
- -0.57%
- YTD
- 10.44%
- 6M
- 10.44%
- 1Y
- 22.57%
- 3Y*
- 20.28%
- 5Y*
- 12.54%
- 10Y*
- 15.37%
EITGX vs. VTCLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EITGX Eaton Vance Tax Managed Growth 1.2 Fund | 7.83% | 16.79% | 25.27% | 28.37% | -20.01% | 24.78% | 23.13% | 29.50% | -5.19% | 22.44% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 10.44% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -4.98% | 22.40% |
Correlation
The correlation between EITGX and VTCLX 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 | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.99 |
The correlation between EITGX and VTCLX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
EITGX vs. VTCLX — Risk / Return Rank
EITGX
VTCLX
EITGX vs. VTCLX - 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 Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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.
| EITGX | VTCLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.56 | -0.89 |
| Martin ratioReturn relative to average drawdown | 7.32 | 11.34 | -4.02 |
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Drawdowns
EITGX vs. VTCLX - Drawdown Comparison
The maximum EITGX drawdown since its inception was -51.96%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for EITGX and VTCLX.
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Drawdown Indicators
| EITGX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.96% | -55.18% | +3.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -8.79% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -19.01% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -25.96% | -24.98% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -34.56% | +1.59% |
Current DrawdownCurrent decline from peak | -1.11% | -0.78% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -7.55% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 1.98% | +0.43% |
Volatility
EITGX vs. VTCLX - Volatility Comparison
Eaton Vance Tax Managed Growth 1.2 Fund (EITGX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) have volatilities of 5.22% and 5.00%, 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
| EITGX | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 5.00% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 10.04% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.89% | 12.66% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 17.33% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 18.26% | +0.07% |
EITGX vs. VTCLX - Expense Ratio Comparison
EITGX has a 0.63% expense ratio, which is higher than VTCLX's 0.05% expense ratio.
Dividends
EITGX vs. VTCLX - Dividend Comparison
EITGX's dividend yield for the trailing twelve months is around 2.18%, more than VTCLX's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EITGX Eaton Vance Tax Managed Growth 1.2 Fund | 2.18% | 2.35% | 1.74% | 0.67% | 0.74% | 0.39% | 0.69% | 0.92% | 1.04% | 0.97% | 1.14% | 1.18% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.90% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Frequently Asked Questions
With a correlation of 0.97, EITGX and VTCLX 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.
EITGX has higher volatility (5.22%) compared to VTCLX (5.00%). In terms of maximum drawdown, EITGX dropped -51.96% vs VTCLX's -55.18%.
VTCLX currently has the higher Sharpe Ratio (1.78 vs 1.37), 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.
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