ETJ vs. EADOX
Compare and contrast key facts about Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ) and Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX).
ETJ is managed by Eaton Vance. It was launched on Jul 31, 2007. EADOX is managed by Eaton Vance. It was launched on Sep 3, 2015.
Performance
ETJ vs. EADOX - Performance Comparison
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ETJ vs. EADOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETJ Eaton Vance Risk-Managed Diversified Equity Income Fund | -5.25% | 3.49% | 29.55% | 14.15% | -22.74% | 11.92% | 22.31% | 26.78% | -7.03% | 18.93% |
EADOX Eaton Vance Emerging Markets Debt Opportunities Fund Class A | 1.47% | 16.93% | 14.52% | 11.13% | -6.42% | 1.24% | 7.12% | 17.85% | -4.44% | 12.58% |
Returns By Period
In the year-to-date period, ETJ achieves a -5.25% return, which is significantly lower than EADOX's 1.47% return. Over the past 10 years, ETJ has outperformed EADOX with an annualized return of 8.27%, while EADOX has yielded a comparatively lower 7.58% annualized return.
ETJ
- 1D
- 0.00%
- 1M
- -6.12%
- YTD
- -5.25%
- 6M
- -4.53%
- 1Y
- 5.07%
- 3Y*
- 10.18%
- 5Y*
- 3.25%
- 10Y*
- 8.27%
EADOX
- 1D
- 0.12%
- 1M
- -2.42%
- YTD
- 1.47%
- 6M
- 6.71%
- 1Y
- 14.97%
- 3Y*
- 13.94%
- 5Y*
- 7.71%
- 10Y*
- 7.58%
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ETJ vs. EADOX - Expense Ratio Comparison
ETJ has a 0.01% expense ratio, which is lower than EADOX's 1.11% expense ratio.
Return for Risk
ETJ vs. EADOX — Risk / Return Rank
ETJ
EADOX
ETJ vs. EADOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ) and Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX). 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.
| ETJ | EADOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 4.12 | -3.81 |
Sortino ratioReturn per unit of downside risk | 0.57 | 5.77 | -5.20 |
Omega ratioGain probability vs. loss probability | 1.08 | 2.06 | -0.97 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 4.06 | -3.53 |
Martin ratioReturn relative to average drawdown | 2.30 | 16.37 | -14.07 |
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
| ETJ | EADOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 4.12 | -3.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 1.71 | -1.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 1.61 | -1.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.63 | -1.35 |
Correlation
The correlation between ETJ and EADOX is 0.26, 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
ETJ vs. EADOX - Dividend Comparison
ETJ's dividend yield for the trailing twelve months is around 9.56%, less than EADOX's 10.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETJ Eaton Vance Risk-Managed Diversified Equity Income Fund | 9.56% | 8.86% | 8.16% | 8.86% | 11.68% | 8.53% | 8.79% | 9.77% | 11.23% | 9.82% | 12.46% | 10.98% |
EADOX Eaton Vance Emerging Markets Debt Opportunities Fund Class A | 10.84% | 10.51% | 8.27% | 8.73% | 8.87% | 7.56% | 7.42% | 7.57% | 7.83% | 7.61% | 4.04% | 0.00% |
Drawdowns
ETJ vs. EADOX - Drawdown Comparison
The maximum ETJ drawdown since its inception was -32.81%, which is greater than EADOX's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for ETJ and EADOX.
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Drawdown Indicators
| ETJ | EADOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -19.15% | -13.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.40% | -3.61% | -6.79% |
Max Drawdown (5Y)Largest decline over 5 years | -28.55% | -17.56% | -10.99% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -19.15% | -13.66% |
Current DrawdownCurrent decline from peak | -7.10% | -3.50% | -3.60% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -2.56% | -4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 0.90% | +1.53% |
Volatility
ETJ vs. EADOX - Volatility Comparison
Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ) has a higher volatility of 5.65% compared to Eaton Vance Emerging Markets Debt Opportunities Fund Class A (EADOX) at 1.77%. This indicates that ETJ's price experiences larger fluctuations and is considered to be riskier than EADOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETJ | EADOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 1.77% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 2.67% | +5.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 3.61% | +12.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 4.53% | +11.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 4.72% | +13.22% |