EVT vs. EHSTX
Compare and contrast key facts about Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) and Eaton Vance Large-Cap Value Fund (EHSTX).
EVT is managed by Eaton Vance. It was launched on Sep 30, 2003. EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931.
Performance
EVT vs. EHSTX - Performance Comparison
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EVT vs. EHSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVT Eaton Vance Tax-Advantaged Dividend Income Fund | 0.53% | 13.79% | 17.34% | 5.78% | -17.33% | 33.94% | 1.72% | 44.71% | -11.92% | 21.80% |
EHSTX Eaton Vance Large-Cap Value Fund | 0.60% | 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, EVT achieves a 0.53% return, which is significantly lower than EHSTX's 0.60% return. Over the past 10 years, EVT has outperformed EHSTX with an annualized return of 10.85%, while EHSTX has yielded a comparatively lower 9.84% annualized return.
EVT
- 1D
- 1.14%
- 1M
- -5.00%
- YTD
- 0.53%
- 6M
- 5.87%
- 1Y
- 15.98%
- 3Y*
- 11.98%
- 5Y*
- 6.93%
- 10Y*
- 10.85%
EHSTX
- 1D
- 2.17%
- 1M
- -5.87%
- YTD
- 0.60%
- 6M
- 4.82%
- 1Y
- 11.62%
- 3Y*
- 11.11%
- 5Y*
- 7.91%
- 10Y*
- 9.84%
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EVT vs. EHSTX - Expense Ratio Comparison
EVT has a 0.01% expense ratio, which is lower than EHSTX's 1.01% expense ratio.
Return for Risk
EVT vs. EHSTX — Risk / Return Rank
EVT
EHSTX
EVT vs. EHSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) 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.
| EVT | EHSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.73 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.11 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.06 | +0.15 |
Martin ratioReturn relative to average drawdown | 5.26 | 4.39 | +0.87 |
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
| EVT | EHSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.73 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.54 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.57 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.51 | -0.11 |
Correlation
The correlation between EVT and EHSTX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EVT vs. EHSTX - Dividend Comparison
EVT's dividend yield for the trailing twelve months is around 7.95%, more than EHSTX's 6.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVT Eaton Vance Tax-Advantaged Dividend Income Fund | 7.95% | 7.84% | 8.02% | 8.03% | 8.44% | 5.65% | 7.97% | 6.82% | 9.16% | 6.85% | 8.47% | 7.49% |
EHSTX Eaton Vance Large-Cap Value Fund | 6.05% | 6.12% | 4.03% | 2.93% | 4.25% | 7.32% | 1.94% | 2.76% | 10.94% | 5.88% | 1.33% | 11.02% |
Drawdowns
EVT vs. EHSTX - Drawdown Comparison
The maximum EVT drawdown since its inception was -74.01%, which is greater than EHSTX's maximum drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for EVT and EHSTX.
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Drawdown Indicators
| EVT | EHSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.01% | -53.47% | -20.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.02% | -11.79% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -28.23% | -16.44% | -11.79% |
Max Drawdown (10Y)Largest decline over 10 years | -52.03% | -39.30% | -12.73% |
Current DrawdownCurrent decline from peak | -5.21% | -6.30% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -7.43% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.86% | +0.14% |
Volatility
EVT vs. EHSTX - Volatility Comparison
Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) has a higher volatility of 5.29% compared to Eaton Vance Large-Cap Value Fund (EHSTX) at 4.62%. This indicates that EVT'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
| EVT | EHSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.62% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.24% | 8.60% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 15.80% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 14.71% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.59% | 17.27% | +3.32% |