ETHYX vs. VT
Compare and contrast key facts about Eaton Vance High Yield Municipal Income Fund (ETHYX) and Vanguard Total World Stock ETF (VT).
ETHYX is managed by Eaton Vance. It was launched on Aug 6, 1995. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
ETHYX vs. VT - Performance Comparison
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ETHYX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETHYX Eaton Vance High Yield Municipal Income Fund | -0.24% | 3.97% | 5.17% | 6.93% | -12.25% | 3.87% | 3.90% | 10.07% | 1.46% | 7.97% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, ETHYX achieves a -0.24% return, which is significantly higher than VT's -1.71% return. Over the past 10 years, ETHYX has underperformed VT with an annualized return of 2.82%, while VT has yielded a comparatively higher 11.53% annualized return.
ETHYX
- 1D
- 0.25%
- 1M
- -2.80%
- YTD
- -0.24%
- 6M
- 1.62%
- 1Y
- 3.31%
- 3Y*
- 4.51%
- 5Y*
- 1.11%
- 10Y*
- 2.82%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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ETHYX vs. VT - Expense Ratio Comparison
ETHYX has a 0.73% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
ETHYX vs. VT — Risk / Return Rank
ETHYX
VT
ETHYX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance High Yield Municipal Income Fund (ETHYX) and Vanguard Total World Stock ETF (VT). 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.
| ETHYX | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.25 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.84 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.83 | -1.12 |
Martin ratioReturn relative to average drawdown | 1.96 | 8.51 | -6.55 |
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
| ETHYX | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.25 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.58 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.67 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.40 | +0.58 |
Correlation
The correlation between ETHYX and VT is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ETHYX vs. VT - Dividend Comparison
ETHYX's dividend yield for the trailing twelve months is around 4.47%, more than VT's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETHYX Eaton Vance High Yield Municipal Income Fund | 4.47% | 5.43% | 4.56% | 3.36% | 3.85% | 3.04% | 3.41% | 4.66% | 3.82% | 3.74% | 4.04% | 4.10% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
ETHYX vs. VT - Drawdown Comparison
The maximum ETHYX drawdown since its inception was -43.98%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ETHYX and VT.
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Drawdown Indicators
| ETHYX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.98% | -50.27% | +6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.60% | -11.84% | +5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -17.10% | -26.38% | +9.28% |
Max Drawdown (10Y)Largest decline over 10 years | -17.10% | -34.24% | +17.14% |
Current DrawdownCurrent decline from peak | -2.80% | -6.89% | +4.09% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -7.08% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.55% | -0.15% |
Volatility
ETHYX vs. VT - Volatility Comparison
The current volatility for Eaton Vance High Yield Municipal Income Fund (ETHYX) is 1.28%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that ETHYX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETHYX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 6.33% | -5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.19% | 9.95% | -7.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.69% | 17.24% | -10.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.97% | 15.98% | -11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 17.20% | -12.54% |