EVV vs. EHSTX
EVV (Eaton Vance Limited Duration Income Fund) and EHSTX (Eaton Vance Large-Cap Value Fund) are both mutual funds - EVV is a Short-Term Bond fund managed by Eaton Vance, while EHSTX is a Large Cap Value Equities fund managed by Eaton Vance. Over the past 10 years, EVV returned 5.10%/yr vs 11.15%/yr for EHSTX. Their 0.33 correlation means their historical movements had little consistent relationship. EVV charges 0.04%/yr vs 1.01%/yr for EHSTX.
Performance
EVV vs. EHSTX - Performance Comparison
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Returns By Period
In the year-to-date period, EVV achieves a -3.21% return, which is significantly lower than EHSTX's 17.25% return. Over the past 10 years, EVV has underperformed EHSTX with an annualized return of 5.10%, while EHSTX has yielded a comparatively higher 11.15% annualized return.
EVV
- 1D
- 0.00%
- 1M
- -2.45%
- 6M
- -3.53%
- YTD
- -3.21%
- 1Y
- -0.82%
- 3Y*
- 8.30%
- 5Y*
- 2.31%
- 10Y*
- 5.10%
- ALL TIME*
- 5.56%
EHSTX
- 1D
- 1.07%
- 1M
- 2.49%
- 6M
- 12.18%
- YTD
- 17.25%
- 1Y
- 27.96%
- 3Y*
- 14.03%
- 5Y*
- 10.32%
- 10Y*
- 11.15%
- ALL TIME*
- 8.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.59M | $3.99M | $3.68M |
EVV vs. EHSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVV Eaton Vance Limited Duration Income Fund | -3.21% | 10.72% | 12.22% | 13.33% | -19.94% | 14.66% | 4.67% | 18.91% | -5.53% | 6.77% |
EHSTX Eaton Vance Large-Cap Value Fund | 17.25% | 12.11% | 11.25% | 7.93% | -2.80% | 24.25% | 2.29% | 30.84% | -6.96% | 14.79% |
Correlation
The correlation between EVV and EHSTX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2003 | 0.33 |
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Return for Risk
EVV vs. EHSTX — Risk / Return Rank
EVV
EHSTX
EVV vs. EHSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Limited Duration Income Fund (EVV) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EVV | EHSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.25 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.39 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 3.07 | -3.24 |
| Martin ratioReturn relative to average drawdown | -0.51 | 12.77 | -13.28 |
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Drawdowns
EVV vs. EHSTX - Drawdown Comparison
The maximum EVV drawdown since its inception was -51.37%, roughly equal to the maximum EHSTX drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for EVV and EHSTX.
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Drawdown Indicators
| EVV | EHSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.37% | -53.47% | +2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -8.29% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -9.53% | -16.44% | +6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -16.44% | -9.47% |
Max Drawdown (10Y)Largest decline over 10 years | -40.42% | -39.30% | -1.12% |
Current DrawdownCurrent decline from peak | -5.00% | -0.10% | -4.90% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -7.38% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.99% | +1.01% |
Volatility
EVV vs. EHSTX - Volatility Comparison
The current volatility for Eaton Vance Limited Duration Income Fund (EVV) is 1.99%, while Eaton Vance Large-Cap Value Fund (EHSTX) has a volatility of 2.71%. This indicates that EVV experiences smaller price fluctuations and is considered to be less risky 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
| EVV | EHSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 2.71% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 8.84% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.93% | 11.64% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.59% | 14.71% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 17.25% | -1.86% |
EVV vs. EHSTX - Expense Ratio Comparison
EVV has a 0.04% expense ratio, which is lower than EHSTX's 1.01% expense ratio.
Dividends
EVV vs. EHSTX - Dividend Comparison
EVV's dividend yield for the trailing twelve months is around 9.55%, more than EHSTX's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EHSTX Eaton Vance Large-Cap Value Fund | 5.16% | 6.12% | 4.03% | 2.93% | 4.25% | 7.32% | 1.94% | 2.76% | 10.94% | 5.88% | 1.33% | 11.02% |
EVV Eaton Vance Limited Duration Income Fund | 9.55% | 8.86% | 9.78% | 10.43% | 12.78% | 9.16% | 9.58% | 6.42% | 8.44% | 7.22% | 8.46% | 9.56% |
Frequently Asked Questions
EVV and EHSTX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EHSTX has higher volatility (2.71%) compared to EVV (1.99%). In terms of maximum drawdown, EVV dropped -51.37% vs EHSTX's -53.47%.
EHSTX currently has the higher Sharpe Ratio (2.19 vs -0.17), 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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