ETJ vs. SRV
Compare and contrast key facts about Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ) and NXG Cushing® Midstream Energy Fund (SRV).
ETJ is managed by Eaton Vance. It was launched on Jul 31, 2007. SRV is an actively managed fund by NXG. It was launched on Aug 24, 2007.
Performance
ETJ vs. SRV - Performance Comparison
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ETJ vs. SRV - 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% |
SRV NXG Cushing® Midstream Energy Fund | 11.90% | 5.05% | 52.30% | 19.88% | 20.11% | 50.45% | -41.65% | 33.99% | -21.61% | -4.21% |
Returns By Period
In the year-to-date period, ETJ achieves a -5.25% return, which is significantly lower than SRV's 11.90% return. Over the past 10 years, ETJ has underperformed SRV with an annualized return of 8.27%, while SRV has yielded a comparatively higher 13.03% 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%
SRV
- 1D
- -4.83%
- 1M
- -2.80%
- YTD
- 11.90%
- 6M
- 4.97%
- 1Y
- 16.27%
- 3Y*
- 28.41%
- 5Y*
- 26.36%
- 10Y*
- 13.03%
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ETJ vs. SRV - Expense Ratio Comparison
ETJ has a 0.01% expense ratio, which is lower than SRV's 1.00% expense ratio.
Return for Risk
ETJ vs. SRV — Risk / Return Rank
ETJ
SRV
ETJ vs. SRV - 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 NXG Cushing® Midstream Energy Fund (SRV). 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 | SRV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.72 | -0.40 |
Sortino ratioReturn per unit of downside risk | 0.57 | 0.97 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.16 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 0.84 | -0.31 |
Martin ratioReturn relative to average drawdown | 2.30 | 2.60 | -0.30 |
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 | SRV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.72 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 1.01 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.34 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | -0.03 | +0.31 |
Correlation
The correlation between ETJ and SRV is 0.27, 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. SRV - Dividend Comparison
ETJ's dividend yield for the trailing twelve months is around 9.56%, less than SRV's 17.81% 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% |
SRV NXG Cushing® Midstream Energy Fund | 17.81% | 19.31% | 13.86% | 15.56% | 8.85% | 4.72% | 12.05% | 10.59% | 12.73% | 9.07% | 7.95% | 11.01% |
Drawdowns
ETJ vs. SRV - Drawdown Comparison
The maximum ETJ drawdown since its inception was -32.81%, smaller than the maximum SRV drawdown of -92.93%. Use the drawdown chart below to compare losses from any high point for ETJ and SRV.
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Drawdown Indicators
| ETJ | SRV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -92.93% | +60.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.40% | -18.46% | +8.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.55% | -26.26% | -2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -81.70% | +48.89% |
Current DrawdownCurrent decline from peak | -7.10% | -20.71% | +13.61% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -48.79% | +41.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 5.98% | -3.55% |
Volatility
ETJ vs. SRV - Volatility Comparison
The current volatility for Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ) is 5.65%, while NXG Cushing® Midstream Energy Fund (SRV) has a volatility of 8.21%. This indicates that ETJ experiences smaller price fluctuations and is considered to be less risky than SRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETJ | SRV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 8.21% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 14.24% | -5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 22.73% | -6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 26.27% | -10.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 38.34% | -20.40% |