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EVTMX vs. BST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVTMX vs. BST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Dividend Builder Fund (EVTMX) and BlackRock Science and Technology Trust (BST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVTMX achieves a 8.94% return, which is significantly lower than BST's 25.39% return. Over the past 10 years, EVTMX has underperformed BST with an annualized return of 11.83%, while BST has yielded a comparatively higher 20.68% annualized return.


EVTMX

1D
0.35%
1M
0.12%
YTD
8.94%
6M
8.60%
1Y
15.10%
3Y*
13.17%
5Y*
8.83%
10Y*
11.83%

BST

1D
2.21%
1M
6.08%
YTD
25.39%
6M
26.58%
1Y
48.15%
3Y*
24.47%
5Y*
5.83%
10Y*
20.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVTMX vs. BST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVTMX
Eaton Vance Dividend Builder Fund
8.94%8.33%14.27%11.16%-9.94%24.40%12.33%36.21%-5.39%18.90%
BST
BlackRock Science and Technology Trust
25.39%23.65%17.96%30.07%-38.28%-0.35%69.27%34.57%8.84%57.43%

Correlation

The correlation between EVTMX and BST is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2014

0.61

The correlation between EVTMX and BST shifts across timeframes, from 0.48 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EVTMX vs. BST — Risk / Return Rank

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

EVTMX
EVTMX Risk / Return Rank: 3131
Overall Rank
EVTMX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EVTMX Sortino Ratio Rank: 2828
Sortino Ratio Rank
EVTMX Omega Ratio Rank: 2828
Omega Ratio Rank
EVTMX Calmar Ratio Rank: 3636
Calmar Ratio Rank
EVTMX Martin Ratio Rank: 3636
Martin Ratio Rank

BST
BST Risk / Return Rank: 8989
Overall Rank
BST Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BST Sortino Ratio Rank: 9191
Sortino Ratio Rank
BST Omega Ratio Rank: 9191
Omega Ratio Rank
BST Calmar Ratio Rank: 8484
Calmar Ratio Rank
BST Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EVTMX vs. BST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Dividend Builder Fund (EVTMX) and BlackRock Science and Technology Trust (BST). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EVTMXBSTDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.26

1.43

-0.17

Calmar ratioReturn relative to maximum drawdown

2.16

3.16

-1.00

Martin ratioReturn relative to average drawdown

7.56

10.11

-2.55

EVTMX vs. BST - Sharpe Ratio Comparison

The current EVTMX Sharpe Ratio is 1.44, which is lower than the BST Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of EVTMX and BST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EVTMX vs. BST - Drawdown Comparison

The maximum EVTMX drawdown since its inception was -53.74%, which is greater than BST's maximum drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for EVTMX and BST.


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Drawdown Indicators


EVTMXBSTDifference

Max Drawdown

Largest peak-to-trough decline

-53.74%

-47.72%

-6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-15.31%

+8.36%

Max Drawdown (3Y)

Largest decline over 3 years

-14.73%

-23.37%

+8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-47.72%

+27.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.93%

-47.72%

+12.79%

Current Drawdown

Current decline from peak

-1.05%

-1.05%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.73%

-12.94%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

4.78%

-2.80%

Volatility

EVTMX vs. BST - Volatility Comparison

The current volatility for Eaton Vance Dividend Builder Fund (EVTMX) is 3.50%, while BlackRock Science and Technology Trust (BST) has a volatility of 9.24%. This indicates that EVTMX experiences smaller price fluctuations and is considered to be less risky than BST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVTMXBSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

9.24%

-5.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.94%

16.90%

-8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.44%

19.69%

-9.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

23.81%

-9.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

25.86%

-9.45%

Dividends

EVTMX vs. BST - Dividend Comparison

EVTMX's dividend yield for the trailing twelve months is around 8.52%, which matches BST's 8.56% yield.


PositionTTM20252024202320222021202020192018201720162015
BST
BlackRock Science and Technology Trust
8.56%10.36%8.21%8.91%10.57%5.38%3.85%10.52%6.41%4.80%6.69%6.93%
EVTMX
Eaton Vance Dividend Builder Fund
8.52%9.07%7.40%3.25%29.74%6.44%2.62%8.36%10.71%9.99%5.81%11.41%

Frequently Asked Questions


EVTMX and BST have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BST has higher volatility (9.24%) compared to EVTMX (3.50%). In terms of maximum drawdown, EVTMX dropped -53.74% vs BST's -47.72%.

BST currently has the higher Sharpe Ratio (2.46 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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