EWHYX vs. EHSTX
Compare and contrast key facts about Eaton Vance High Yield Municipal Income Fund Class W (EWHYX) and Eaton Vance Large-Cap Value Fund (EHSTX).
EWHYX is an actively managed fund by Eaton Vance. It was launched on May 9, 2007. EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931.
Performance
EWHYX vs. EHSTX - Performance Comparison
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EWHYX vs. EHSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EWHYX Eaton Vance High Yield Municipal Income Fund Class W | 0.37% | 3.59% | 5.42% | 7.74% | -11.72% | 0.21% |
EHSTX Eaton Vance Large-Cap Value Fund | 0.60% | 12.11% | 11.25% | 7.93% | -2.80% | 2.24% |
Returns By Period
In the year-to-date period, EWHYX achieves a 0.37% return, which is significantly lower than EHSTX's 0.60% return.
EWHYX
- 1D
- 0.38%
- 1M
- -2.08%
- YTD
- 0.37%
- 6M
- 2.18%
- 1Y
- 3.60%
- 3Y*
- 4.88%
- 5Y*
- —
- 10Y*
- —
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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EWHYX vs. EHSTX - Expense Ratio Comparison
EWHYX has a 0.18% expense ratio, which is lower than EHSTX's 1.01% expense ratio.
Return for Risk
EWHYX vs. EHSTX — Risk / Return Rank
EWHYX
EHSTX
EWHYX vs. EHSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance High Yield Municipal Income Fund Class W (EWHYX) 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.
| EWHYX | EHSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.73 | -0.13 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.11 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.06 | -0.35 |
Martin ratioReturn relative to average drawdown | 1.85 | 4.39 | -2.54 |
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
| EWHYX | EHSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.73 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.51 | -0.32 |
Correlation
The correlation between EWHYX and EHSTX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EWHYX vs. EHSTX - Dividend Comparison
EWHYX's dividend yield for the trailing twelve months is around 4.73%, less than EHSTX's 6.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWHYX Eaton Vance High Yield Municipal Income Fund Class W | 4.73% | 5.06% | 4.92% | 3.97% | 4.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
EWHYX vs. EHSTX - Drawdown Comparison
The maximum EWHYX drawdown since its inception was -16.52%, smaller than the maximum EHSTX drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for EWHYX and EHSTX.
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Drawdown Indicators
| EWHYX | EHSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.52% | -53.47% | +36.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -11.79% | +5.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.30% | — |
Current DrawdownCurrent decline from peak | -2.43% | -6.30% | +3.87% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -7.43% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.86% | -0.33% |
Volatility
EWHYX vs. EHSTX - Volatility Comparison
The current volatility for Eaton Vance High Yield Municipal Income Fund Class W (EWHYX) is 1.21%, while Eaton Vance Large-Cap Value Fund (EHSTX) has a volatility of 4.62%. This indicates that EWHYX 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
| EWHYX | EHSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 4.62% | -3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 8.60% | -6.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.62% | 15.80% | -9.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.27% | 14.71% | -9.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.27% | 17.27% | -12.00% |