EVTMX vs. VFFSX
Compare and contrast key facts about Eaton Vance Dividend Builder Fund (EVTMX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX).
EVTMX is managed by Eaton Vance. It was launched on Dec 18, 1981. VFFSX is managed by Vanguard.
Performance
EVTMX vs. VFFSX - Performance Comparison
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EVTMX vs. VFFSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVTMX Eaton Vance Dividend Builder Fund | -1.15% | 8.33% | 14.27% | 11.16% | -9.94% | 24.40% | 12.33% | 36.21% | -5.39% | 18.11% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | -4.34% | 17.87% | 25.00% | 26.28% | -18.14% | 29.24% | 18.35% | 31.88% | -4.42% | 20.80% |
Returns By Period
In the year-to-date period, EVTMX achieves a -1.15% return, which is significantly higher than VFFSX's -4.34% return.
EVTMX
- 1D
- -0.19%
- 1M
- -6.95%
- YTD
- -1.15%
- 6M
- -3.17%
- 1Y
- 7.11%
- 3Y*
- 10.71%
- 5Y*
- 7.71%
- 10Y*
- 10.83%
VFFSX
- 1D
- 2.92%
- 1M
- -5.03%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.34%
- 3Y*
- 18.30%
- 5Y*
- 11.78%
- 10Y*
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EVTMX vs. VFFSX - Expense Ratio Comparison
EVTMX has a 0.99% expense ratio, which is higher than VFFSX's 0.01% expense ratio.
Return for Risk
EVTMX vs. VFFSX — Risk / Return Rank
EVTMX
VFFSX
EVTMX vs. VFFSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Dividend Builder Fund (EVTMX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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 | VFFSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.98 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.49 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.52 | -0.92 |
Martin ratioReturn relative to average drawdown | 2.61 | 7.31 | -4.70 |
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 | VFFSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.98 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.70 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.77 | -0.09 |
Correlation
The correlation between EVTMX and VFFSX is 0.92, 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
EVTMX vs. VFFSX - Dividend Comparison
EVTMX's dividend yield for the trailing twelve months is around 9.38%, more than VFFSX's 1.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVTMX Eaton Vance Dividend Builder Fund | 9.38% | 9.07% | 7.40% | 3.25% | 29.74% | 6.44% | 2.62% | 8.36% | 10.71% | 9.99% | 5.81% | 11.41% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.21% | 1.14% | 1.24% | 1.46% | 1.70% | 1.61% | 1.56% | 2.15% | 2.09% | 1.81% | 0.00% | 0.00% |
Drawdowns
EVTMX vs. VFFSX - Drawdown Comparison
The maximum EVTMX drawdown since its inception was -53.74%, which is greater than VFFSX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for EVTMX and VFFSX.
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Drawdown Indicators
| EVTMX | VFFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.74% | -33.82% | -19.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -12.12% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -24.51% | +4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | — | — |
Current DrawdownCurrent decline from peak | -6.95% | -6.24% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -4.57% | -5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.52% | +0.02% |
Volatility
EVTMX vs. VFFSX - Volatility Comparison
The current volatility for Eaton Vance Dividend Builder Fund (EVTMX) is 3.63%, while Vanguard 500 Index Fund Institutional Select Shares (VFFSX) has a volatility of 5.35%. This indicates that EVTMX experiences smaller price fluctuations and is considered to be less risky than VFFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVTMX | VFFSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.35% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 9.53% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 18.32% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 16.91% | -2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 18.52% | -2.14% |