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ETV vs. VYMSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ETV and VYMSX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

ETV vs. VYMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) and Voya Mid Cap Research Enhanced Index Fund (VYMSX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
10.01%
-2.23%
ETV
VYMSX

Key characteristics

Sharpe Ratio

ETV:

2.25

VYMSX:

0.61

Sortino Ratio

ETV:

3.05

VYMSX:

0.86

Omega Ratio

ETV:

1.41

VYMSX:

1.13

Calmar Ratio

ETV:

2.40

VYMSX:

0.57

Martin Ratio

ETV:

14.22

VYMSX:

2.12

Ulcer Index

ETV:

1.90%

VYMSX:

5.33%

Daily Std Dev

ETV:

12.03%

VYMSX:

18.53%

Max Drawdown

ETV:

-52.11%

VYMSX:

-43.69%

Current Drawdown

ETV:

0.00%

VYMSX:

-12.52%

Returns By Period

In the year-to-date period, ETV achieves a 0.63% return, which is significantly lower than VYMSX's 3.98% return.


ETV

YTD

0.63%

1M

2.04%

6M

10.01%

1Y

26.65%

5Y*

8.27%

10Y*

9.35%

VYMSX

YTD

3.98%

1M

3.76%

6M

-2.23%

1Y

8.84%

5Y*

4.19%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ETV vs. VYMSX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETV
The Risk-Adjusted Performance Rank of ETV is 9393
Overall Rank
The Sharpe Ratio Rank of ETV is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ETV is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ETV is 9191
Omega Ratio Rank
The Calmar Ratio Rank of ETV is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ETV is 9595
Martin Ratio Rank

VYMSX
The Risk-Adjusted Performance Rank of VYMSX is 2626
Overall Rank
The Sharpe Ratio Rank of VYMSX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMSX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VYMSX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of VYMSX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VYMSX is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETV vs. VYMSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) and Voya Mid Cap Research Enhanced Index Fund (VYMSX). 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.


Sharpe ratio
The chart of Sharpe ratio for ETV, currently valued at 2.25, compared to the broader market-2.000.002.004.002.250.61
The chart of Sortino ratio for ETV, currently valued at 3.05, compared to the broader market-4.00-2.000.002.004.006.003.050.86
The chart of Omega ratio for ETV, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.13
The chart of Calmar ratio for ETV, currently valued at 2.40, compared to the broader market0.002.004.006.002.400.57
The chart of Martin ratio for ETV, currently valued at 14.22, compared to the broader market0.0010.0020.0030.0014.222.12
ETV
VYMSX

The current ETV Sharpe Ratio is 2.25, which is higher than the VYMSX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ETV and VYMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.25
0.61
ETV
VYMSX

Dividends

ETV vs. VYMSX - Dividend Comparison

ETV's dividend yield for the trailing twelve months is around 8.19%, more than VYMSX's 0.93% yield.


TTM20242023202220212020201920182017201620152014
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
8.19%8.16%9.25%10.59%7.96%8.68%8.91%9.88%8.67%8.98%8.71%9.47%
VYMSX
Voya Mid Cap Research Enhanced Index Fund
0.93%0.97%0.96%0.88%0.79%0.78%1.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ETV vs. VYMSX - Drawdown Comparison

The maximum ETV drawdown since its inception was -52.11%, which is greater than VYMSX's maximum drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for ETV and VYMSX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-12.52%
ETV
VYMSX

Volatility

ETV vs. VYMSX - Volatility Comparison

The current volatility for Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) is 4.42%, while Voya Mid Cap Research Enhanced Index Fund (VYMSX) has a volatility of 5.27%. This indicates that ETV experiences smaller price fluctuations and is considered to be less risky than VYMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.42%
5.27%
ETV
VYMSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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