ETHSX vs. VGHCX
ETHSX (Eaton Vance Worldwide Health Sciences Fund) and VGHCX (Vanguard Health Care Fund Investor Shares) are both Health & Biotech Equities funds. Over the past 10 years, ETHSX returned 7.72%/yr vs 9.74%/yr for VGHCX. Their correlation of 0.81 suggests significant overlap in exposure. ETHSX charges 1.20%/yr vs 0.33%/yr for VGHCX.
Performance
ETHSX vs. VGHCX - Performance Comparison
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Returns By Period
In the year-to-date period, ETHSX achieves a -6.02% return, which is significantly lower than VGHCX's -0.94% return. Over the past 10 years, ETHSX has underperformed VGHCX with an annualized return of 7.72%, while VGHCX has yielded a comparatively higher 9.74% annualized return.
ETHSX
- 1D
- 1.30%
- 1M
- -0.40%
- YTD
- -6.02%
- 6M
- -6.52%
- 1Y
- 6.22%
- 3Y*
- 3.49%
- 5Y*
- 2.83%
- 10Y*
- 7.72%
VGHCX
- 1D
- 0.93%
- 1M
- 0.54%
- YTD
- -0.94%
- 6M
- -1.48%
- 1Y
- 21.58%
- 3Y*
- 9.63%
- 5Y*
- 6.98%
- 10Y*
- 9.74%
ETHSX vs. VGHCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETHSX Eaton Vance Worldwide Health Sciences Fund | -6.02% | 10.23% | 3.48% | 5.67% | -9.41% | 22.02% | 13.04% | 25.99% | 5.87% | 16.24% |
VGHCX Vanguard Health Care Fund Investor Shares | -0.94% | 19.63% | 8.99% | 5.46% | -1.05% | 14.36% | 12.57% | 22.93% | 1.03% | 19.59% |
Correlation
The correlation between ETHSX and VGHCX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 1985 | 0.81 |
The correlation between ETHSX and VGHCX shifts across timeframes, from 0.81 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ETHSX vs. VGHCX — Risk / Return Rank
ETHSX
VGHCX
ETHSX vs. VGHCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Worldwide Health Sciences Fund (ETHSX) and Vanguard Health Care Fund Investor Shares (VGHCX). 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.
| ETHSX | VGHCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.26 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 2.42 | -1.89 |
| Martin ratioReturn relative to average drawdown | 1.21 | 6.46 | -5.25 |
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Drawdowns
ETHSX vs. VGHCX - Drawdown Comparison
The maximum ETHSX drawdown since its inception was -90.06%, which is greater than VGHCX's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for ETHSX and VGHCX.
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Drawdown Indicators
| ETHSX | VGHCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.06% | -36.93% | -53.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -9.20% | -3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -18.91% | -16.08% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -16.95% | -2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -27.43% | -27.18% | -0.25% |
Current DrawdownCurrent decline from peak | -10.53% | -3.99% | -6.54% |
Average DrawdownAverage peak-to-trough decline | -43.93% | -5.24% | -38.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 3.44% | +1.93% |
Volatility
ETHSX vs. VGHCX - Volatility Comparison
Eaton Vance Worldwide Health Sciences Fund (ETHSX) has a higher volatility of 5.38% compared to Vanguard Health Care Fund Investor Shares (VGHCX) at 4.74%. This indicates that ETHSX's price experiences larger fluctuations and is considered to be riskier than VGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETHSX | VGHCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 4.74% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 10.65% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 14.95% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 18.24% | -3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 17.66% | -1.38% |
ETHSX vs. VGHCX - Expense Ratio Comparison
ETHSX has a 1.20% expense ratio, which is higher than VGHCX's 0.33% expense ratio.
Dividends
ETHSX vs. VGHCX - Dividend Comparison
ETHSX's dividend yield for the trailing twelve months is around 7.84%, more than VGHCX's 6.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETHSX Eaton Vance Worldwide Health Sciences Fund | 7.84% | 7.36% | 4.81% | 2.48% | 4.43% | 8.25% | 7.33% | 5.39% | 5.51% | 2.82% | 12.75% | 9.70% |
VGHCX Vanguard Health Care Fund Investor Shares | 6.67% | 6.00% | 22.72% | 7.17% | 5.44% | 8.31% | 7.96% | 11.82% | 9.10% | 7.30% | 8.54% | 8.16% |
Frequently Asked Questions
With a correlation of 0.94, ETHSX and VGHCX 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.
ETHSX has higher volatility (5.38%) compared to VGHCX (4.74%). In terms of maximum drawdown, ETHSX dropped -90.06% vs VGHCX's -36.93%.
VGHCX currently has the higher Sharpe Ratio (1.49 vs 0.42), 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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