EVTMX vs. ALSMX
EVTMX (Eaton Vance Dividend Builder Fund) and ALSMX (Archer Multi Cap Fund) are both Large Cap Blend Equities funds. Over the past 5 years, EVTMX returned 8.67%/yr vs 13.86%/yr for ALSMX. Their correlation of 0.85 suggests significant overlap in exposure. EVTMX charges 0.99%/yr vs 0.96%/yr for ALSMX.
Performance
EVTMX vs. ALSMX - Performance Comparison
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Returns By Period
In the year-to-date period, EVTMX achieves a 9.25% return, which is significantly lower than ALSMX's 26.71% return.
EVTMX
- 1D
- 1.00%
- 1M
- 2.51%
- YTD
- 9.25%
- 6M
- 8.17%
- 1Y
- 15.49%
- 3Y*
- 14.27%
- 5Y*
- 8.67%
- 10Y*
- 11.83%
ALSMX
- 1D
- 1.82%
- 1M
- 5.77%
- YTD
- 26.71%
- 6M
- 25.30%
- 1Y
- 42.63%
- 3Y*
- 25.83%
- 5Y*
- 13.86%
- 10Y*
- —
EVTMX vs. ALSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EVTMX Eaton Vance Dividend Builder Fund | 9.25% | 8.33% | 14.27% | 11.16% | -9.94% | 24.40% | 12.33% |
ALSMX Archer Multi Cap Fund | 26.71% | 11.47% | 21.78% | 25.14% | -20.12% | 16.58% | 16.01% |
Correlation
The correlation between EVTMX and ALSMX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.85 |
The correlation between EVTMX and ALSMX has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
EVTMX vs. ALSMX — Risk / Return Rank
EVTMX
ALSMX
EVTMX vs. ALSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Dividend Builder Fund (EVTMX) and Archer Multi Cap Fund (ALSMX). 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.
| EVTMX | ALSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.48 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 4.69 | -2.39 |
| Martin ratioReturn relative to average drawdown | 8.09 | 20.53 | -12.44 |
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
| EVTMX | ALSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 2.74 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.01 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.01 | +0.68 |
Drawdowns
EVTMX vs. ALSMX - Drawdown Comparison
The maximum EVTMX drawdown since its inception was -53.74%, smaller than the maximum ALSMX drawdown of -97.87%. Use the drawdown chart below to compare losses from any high point for EVTMX and ALSMX.
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Drawdown Indicators
| EVTMX | ALSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.74% | -97.87% | +44.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -9.42% | +2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -14.73% | -97.87% | +83.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -97.87% | +77.48% |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -96.39% | +96.39% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -27.98% | +18.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.15% | -0.18% |
Volatility
EVTMX vs. ALSMX - Volatility Comparison
The current volatility for Eaton Vance Dividend Builder Fund (EVTMX) is 2.73%, while Archer Multi Cap Fund (ALSMX) has a volatility of 5.13%. This indicates that EVTMX experiences smaller price fluctuations and is considered to be less risky than ALSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVTMX | ALSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 5.13% | -2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 13.27% | -5.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 16.14% | -6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 1,291.55% | -1,277.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 1,140.59% | -1,124.19% |
EVTMX vs. ALSMX - Expense Ratio Comparison
EVTMX has a 0.99% expense ratio, which is higher than ALSMX's 0.96% expense ratio.
Dividends
EVTMX vs. ALSMX - Dividend Comparison
EVTMX's dividend yield for the trailing twelve months is around 8.41%, more than ALSMX's 5.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSMX Archer Multi Cap Fund | 5.65% | 7.16% | 3.62% | 0.46% | 7.12% | 1.62% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EVTMX Eaton Vance Dividend Builder Fund | 8.41% | 9.07% | 7.40% | 3.25% | 29.74% | 6.44% | 2.62% | 8.36% | 10.71% | 9.99% | 5.81% | 11.41% |
Frequently Asked Questions
EVTMX and ALSMX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALSMX has higher volatility (5.13%) compared to EVTMX (2.73%). In terms of maximum drawdown, EVTMX dropped -53.74% vs ALSMX's -97.87%.
ALSMX currently has the higher Sharpe Ratio (2.74 vs 1.58), 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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