LBWIX vs. EHSTX
Compare and contrast key facts about BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and Eaton Vance Large-Cap Value Fund (EHSTX).
LBWIX is managed by Franklin Templeton. It was launched on Sep 7, 2010. EHSTX is managed by Eaton Vance. It was launched on Sep 23, 1931.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LBWIX or EHSTX.
Key characteristics
| LBWIX | EHSTX | |
|---|---|---|
| YTD Return | 24.48% | 16.95% |
| 1Y Return | 37.96% | 28.03% |
| 3Y Return (Ann) | 1.93% | 3.61% |
| 5Y Return (Ann) | 4.08% | 7.30% |
| 10Y Return (Ann) | 2.91% | 1.69% |
| Sharpe Ratio | 3.16 | 2.44 |
| Sortino Ratio | 4.54 | 3.48 |
| Omega Ratio | 1.58 | 1.45 |
| Calmar Ratio | 1.56 | 2.04 |
| Martin Ratio | 19.71 | 16.54 |
| Ulcer Index | 1.87% | 1.63% |
| Daily Std Dev | 11.65% | 11.07% |
| Max Drawdown | -43.19% | -53.77% |
| Current Drawdown | -0.43% | -0.07% |
Correlation
The correlation between LBWIX and EHSTX is 0.95, 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.
Performance
LBWIX vs. EHSTX - Performance Comparison
In the year-to-date period, LBWIX achieves a 24.48% return, which is significantly higher than EHSTX's 16.95% return. Over the past 10 years, LBWIX has outperformed EHSTX with an annualized return of 2.91%, while EHSTX has yielded a comparatively lower 1.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LBWIX vs. EHSTX - Expense Ratio Comparison
LBWIX has a 0.84% expense ratio, which is lower than EHSTX's 1.01% expense ratio.
Risk-Adjusted Performance
LBWIX vs. EHSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) 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.
Dividends
LBWIX vs. EHSTX - Dividend Comparison
LBWIX's dividend yield for the trailing twelve months is around 1.46%, more than EHSTX's 0.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 1.46% | 1.82% | 2.01% | 1.99% | 1.41% | 3.58% | 2.03% | 1.81% | 1.72% | 1.74% | 1.28% | 1.25% |
EHSTX Eaton Vance Large-Cap Value Fund | 0.91% | 0.98% | 1.10% | 1.01% | 1.23% | 1.18% | 1.45% | 1.23% | 1.33% | 1.56% | 1.71% | 1.11% |
Drawdowns
LBWIX vs. EHSTX - Drawdown Comparison
The maximum LBWIX drawdown since its inception was -43.19%, smaller than the maximum EHSTX drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for LBWIX and EHSTX. For additional features, visit the drawdowns tool.
Volatility
LBWIX vs. EHSTX - Volatility Comparison
BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) has a higher volatility of 4.91% compared to Eaton Vance Large-Cap Value Fund (EHSTX) at 3.89%. This indicates that LBWIX'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.