Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CAPEX (Eaton Vance Capital Exchange Fund) | 8.72% | 23.60% | 21.81% | 12.93% | 15.16% | 14.19% | 11.03% | … | … |
Data as of 06/04/2026, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAPEX (Eaton Vance Capital Exchange Fund) | 06/20/1996 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.01 | 23.60 | 21.81 | 12.93 | 15.16 | 14.19 | 11.03 | … | … | 8.72 | 17.00 | 25.45 | 28.62 | -19.92 | 25.05 | 23.49 | 29.70 | -4.95 | 22.72 | 9.40 | 2.46 | 12.72 | 32.32 | 15.41 | 0.78 | 12.77 | 23.37 | -32.71 | 4.71 | 13.63 | 4.64 | 9.67 | 23.87 | -19.68 | -10.39 | 3.36 | 17.26 | 25.76 | 32.17 | 13.50 |
| Sharpe Ratio | NA | 1.85 | 1.29 | 0.61 | 0.74 | NA | NA | … | … | 1.42 | 0.76 | 1.71 | 1.92 | -0.85 | 1.80 | 0.68 | 2.14 | -0.35 | 3.12 | 0.69 | 0.16 | 1.12 | 2.99 | 1.24 | 0.03 | 0.73 | 0.92 | -0.91 | 0.10 | 1.05 | 0.24 | 0.83 | 1.45 | -0.88 | -0.68 | -0.04 | 0.86 | 1.11 | 1.76 | 2.07 |
| Standard Deviation(%) | NA | 12.20 | 14.95 | 17.30 | 18.37 | NA | NA | … | … | 14.22 | 18.69 | 12.76 | 13.09 | 25.21 | 13.89 | 34.02 | 13.22 | 18.00 | 7.10 | 13.24 | 15.49 | 11.37 | 10.81 | 12.50 | 22.79 | 17.35 | 25.38 | 37.08 | 15.21 | 9.76 | 9.91 | 10.47 | 15.94 | 23.69 | 19.20 | 20.93 | 16.19 | 20.00 | 16.14 | 11.25 |
| Draw Down(%) | NA | 10.64 | 18.93 | 25.87 | 32.94 | NA | NA | … | … | 10.64 | 18.93 | 8.75 | 9.04 | 25.68 | 5.95 | 32.94 | 8.44 | 20.04 | 3.01 | 11.16 | 12.48 | 7.42 | 5.48 | 9.46 | 18.29 | 16.39 | 26.71 | 43.37 | 8.87 | 7.56 | 7.25 | 7.58 | 13.59 | 29.88 | 26.23 | 11.37 | 12.24 | 22.74 | 10.22 | 7.06 |
| Yield(%) | 0.00 | 3.51 | 3.05 | 2.15 | 3.07 | 4.08 | 3.59 | … | … | 0.00 | 3.75 | 2.96 | 1.06 | 0.77 | 0.79 | 1.07 | 1.46 | 1.26 | 1.44 | 1.90 | 1.41 | 1.52 | 1.69 | 1.93 | 1.49 | 1.49 | 3.48 | 1.96 | 3.10 | 3.16 | 1.59 | 2.15 | 3.18 | 0.58 | 0.58 | 0.67 | 0.74 | 0.84 | 0.89 | 0.70 |
Data as of 06/04/2026, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAPEX (Eaton Vance Capital Exchange Fund) |
-13.91%
Feb 2006 – Feb 2009 |
-6.11%
Feb 2004 – Feb 2009 |
-2.06%
Feb 1999 – Feb 2009 |
4.01%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAPEX (Eaton Vance Capital Exchange Fund) |
27.15%
Jul 1996 – Jul 1999 |
21.29%
Feb 2009 – Feb 2014 |
16.47%
Sep 2011 – Sep 2021 |
15.42%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart