EVCGX vs. EHSTX
Compare and contrast key facts about Eaton Vance Greater China Growth Fund (EVCGX) and Eaton Vance Large-Cap Value Fund (EHSTX).
EVCGX is managed by Eaton Vance. It was launched on Oct 27, 1992. EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931.
Performance
EVCGX vs. EHSTX - Performance Comparison
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EVCGX vs. EHSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVCGX Eaton Vance Greater China Growth Fund | -9.64% | 26.06% | 9.30% | -17.33% | -22.53% | -9.61% | 25.22% | 23.32% | -9.90% | 49.26% |
EHSTX Eaton Vance Large-Cap Value Fund | -1.54% | 12.11% | 11.25% | 7.93% | -2.80% | 24.25% | 2.29% | 30.84% | -6.96% | 14.79% |
Returns By Period
In the year-to-date period, EVCGX achieves a -9.64% return, which is significantly lower than EHSTX's -1.54% return. Over the past 10 years, EVCGX has underperformed EHSTX with an annualized return of 4.66%, while EHSTX has yielded a comparatively higher 9.60% annualized return.
EVCGX
- 1D
- -0.06%
- 1M
- -7.78%
- YTD
- -9.64%
- 6M
- -16.17%
- 1Y
- -0.54%
- 3Y*
- 0.48%
- 5Y*
- -7.00%
- 10Y*
- 4.66%
EHSTX
- 1D
- -0.45%
- 1M
- -8.06%
- YTD
- -1.54%
- 6M
- 2.60%
- 1Y
- 9.16%
- 3Y*
- 10.32%
- 5Y*
- 7.60%
- 10Y*
- 9.60%
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EVCGX vs. EHSTX - Expense Ratio Comparison
EVCGX has a 1.53% expense ratio, which is higher than EHSTX's 1.01% expense ratio.
Return for Risk
EVCGX vs. EHSTX — Risk / Return Rank
EVCGX
EHSTX
EVCGX vs. EHSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Greater China Growth Fund (EVCGX) and Eaton Vance Large-Cap Value Fund (EHSTX). 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.
| EVCGX | EHSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 0.65 | -0.68 |
Sortino ratioReturn per unit of downside risk | 0.10 | 0.99 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.14 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.75 | -0.89 |
Martin ratioReturn relative to average drawdown | -0.39 | 3.13 | -3.53 |
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
| EVCGX | EHSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.65 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.52 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.56 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.51 | -0.28 |
Correlation
The correlation between EVCGX and EHSTX is 0.41, 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
EVCGX vs. EHSTX - Dividend Comparison
EVCGX's dividend yield for the trailing twelve months is around 1.75%, less than EHSTX's 6.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVCGX Eaton Vance Greater China Growth Fund | 1.75% | 1.58% | 2.15% | 8.47% | 6.09% | 5.43% | 9.85% | 3.19% | 9.89% | 11.34% | 0.94% | 6.33% |
EHSTX Eaton Vance Large-Cap Value Fund | 6.18% | 6.12% | 4.03% | 2.93% | 4.25% | 7.32% | 1.94% | 2.76% | 10.94% | 5.88% | 1.33% | 11.02% |
Drawdowns
EVCGX vs. EHSTX - Drawdown Comparison
The maximum EVCGX drawdown since its inception was -68.37%, which is greater than EHSTX's maximum drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for EVCGX and EHSTX.
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Drawdown Indicators
| EVCGX | EHSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.37% | -53.47% | -14.90% |
Max Drawdown (1Y)Largest decline over 1 year | -17.35% | -11.79% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -54.46% | -16.44% | -38.02% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -39.30% | -17.54% |
Current DrawdownCurrent decline from peak | -36.76% | -8.29% | -28.47% |
Average DrawdownAverage peak-to-trough decline | -28.03% | -7.43% | -20.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.18% | 2.83% | +3.35% |
Volatility
EVCGX vs. EHSTX - Volatility Comparison
Eaton Vance Greater China Growth Fund (EVCGX) has a higher volatility of 6.18% compared to Eaton Vance Large-Cap Value Fund (EHSTX) at 3.86%. This indicates that EVCGX's price experiences larger fluctuations and is considered to be riskier than EHSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVCGX | EHSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 3.86% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.52% | 8.33% | +5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.52% | 15.69% | +4.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.56% | 14.68% | +10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 17.26% | +4.80% |