EIVPX vs. LVHD
Compare and contrast key facts about Parametric Volatility Risk Premium - Defensive Fund (EIVPX) and Legg Mason Low Volatility High Dividend ETF (LVHD).
EIVPX is managed by Eaton Vance. It was launched on Feb 8, 2017. LVHD is a passively managed fund by Franklin Templeton that tracks the performance of the QS Low Volatility High Dividend Index. It was launched on Dec 29, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIVPX or LVHD.
Correlation
The correlation between EIVPX and LVHD is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EIVPX vs. LVHD - Performance Comparison
Loading data...
Key characteristics
EIVPX:
4.22%
LVHD:
12.94%
EIVPX:
-0.26%
LVHD:
-37.32%
EIVPX:
0.00%
LVHD:
-3.18%
Returns By Period
EIVPX
N/A
N/A
N/A
N/A
N/A
N/A
LVHD
3.70%
2.38%
-0.12%
11.76%
12.10%
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EIVPX vs. LVHD - Expense Ratio Comparison
EIVPX has a 0.47% expense ratio, which is higher than LVHD's 0.27% expense ratio.
Risk-Adjusted Performance
EIVPX vs. LVHD — Risk-Adjusted Performance Rank
EIVPX
LVHD
EIVPX vs. LVHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Volatility Risk Premium - Defensive Fund (EIVPX) and Legg Mason Low Volatility High Dividend ETF (LVHD). 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.
Loading data...
Dividends
EIVPX vs. LVHD - Dividend Comparison
EIVPX's dividend yield for the trailing twelve months is around 2.36%, less than LVHD's 3.56% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIVPX Parametric Volatility Risk Premium - Defensive Fund | 2.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LVHD Legg Mason Low Volatility High Dividend ETF | 3.56% | 4.24% | 3.55% | 3.30% | 2.56% | 3.27% | 3.30% | 3.82% | 3.33% | 2.48% |
Drawdowns
EIVPX vs. LVHD - Drawdown Comparison
The maximum EIVPX drawdown since its inception was -0.26%, smaller than the maximum LVHD drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for EIVPX and LVHD. For additional features, visit the drawdowns tool.
Loading data...
Volatility
EIVPX vs. LVHD - Volatility Comparison
Loading data...