EOI vs. VPMAX
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund (EOI) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
EOI is managed by Eaton Vance. It was launched on Oct 29, 2004. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
EOI vs. VPMAX - Performance Comparison
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EOI vs. VPMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | -4.84% | 7.21% | 35.73% | 20.67% | -19.78% | 32.93% | 9.59% | 31.97% | -4.26% | 26.31% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -2.75% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 28.28% |
Returns By Period
In the year-to-date period, EOI achieves a -4.84% return, which is significantly lower than VPMAX's -2.75% return. Over the past 10 years, EOI has underperformed VPMAX with an annualized return of 12.39%, while VPMAX has yielded a comparatively higher 16.91% annualized return.
EOI
- 1D
- 2.13%
- 1M
- -5.29%
- YTD
- -4.84%
- 6M
- -5.18%
- 1Y
- 10.41%
- 3Y*
- 17.08%
- 5Y*
- 10.83%
- 10Y*
- 12.39%
VPMAX
- 1D
- 3.30%
- 1M
- -6.80%
- YTD
- -2.75%
- 6M
- 24.32%
- 1Y
- 51.98%
- 3Y*
- 26.74%
- 5Y*
- 15.10%
- 10Y*
- 16.91%
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EOI vs. VPMAX - Expense Ratio Comparison
EOI has a 0.01% expense ratio, which is lower than VPMAX's 0.31% expense ratio.
Return for Risk
EOI vs. VPMAX — Risk / Return Rank
EOI
VPMAX
EOI vs. VPMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund (EOI) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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.
| EOI | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.78 | -1.24 |
Sortino ratioReturn per unit of downside risk | 0.88 | 3.30 | -2.42 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.48 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 3.76 | -2.96 |
Martin ratioReturn relative to average drawdown | 2.76 | 16.16 | -13.40 |
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
| EOI | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.78 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.75 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.84 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.62 | -0.21 |
Correlation
The correlation between EOI and VPMAX is 0.68, 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.
Dividends
EOI vs. VPMAX - Dividend Comparison
EOI's dividend yield for the trailing twelve months is around 8.37%, less than VPMAX's 32.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | 8.37% | 7.81% | 7.38% | 7.93% | 8.80% | 5.83% | 6.66% | 6.78% | 8.01% | 7.15% | 8.36% | 7.73% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 32.75% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
EOI vs. VPMAX - Drawdown Comparison
The maximum EOI drawdown since its inception was -53.72%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for EOI and VPMAX.
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Drawdown Indicators
| EOI | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -48.32% | -5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -13.75% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -25.21% | -1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -40.01% | -32.65% | -7.36% |
Current DrawdownCurrent decline from peak | -7.30% | -8.80% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -6.61% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 3.20% | +0.67% |
Volatility
EOI vs. VPMAX - Volatility Comparison
Eaton Vance Enhanced Equity Income Fund (EOI) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX) have volatilities of 6.92% and 6.72%, 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
| EOI | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 6.72% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 22.09% | -11.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 28.98% | -9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 20.17% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 20.11% | -0.23% |