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EVTMX vs. EIMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVTMX vs. EIMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Dividend Builder Fund (EVTMX) and Eaton Vance Massachusetts Municipal Income Fund (EIMAX). The values are adjusted to include any dividend payments, if applicable.

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EVTMX vs. EIMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVTMX
Eaton Vance Dividend Builder Fund
-1.15%8.33%14.27%11.16%-9.94%24.40%12.33%36.21%-5.39%18.90%
EIMAX
Eaton Vance Massachusetts Municipal Income Fund
-0.70%3.76%1.37%5.06%-9.61%0.57%4.60%7.01%0.65%4.67%

Returns By Period

In the year-to-date period, EVTMX achieves a -1.15% return, which is significantly lower than EIMAX's -0.70% return. Over the past 10 years, EVTMX has outperformed EIMAX with an annualized return of 10.83%, while EIMAX has yielded a comparatively lower 1.47% annualized return.


EVTMX

1D
-0.19%
1M
-6.95%
YTD
-1.15%
6M
-3.17%
1Y
7.11%
3Y*
10.71%
5Y*
7.71%
10Y*
10.83%

EIMAX

1D
0.13%
1M
-2.65%
YTD
-0.70%
6M
0.84%
1Y
3.61%
3Y*
2.28%
5Y*
0.14%
10Y*
1.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVTMX vs. EIMAX - Expense Ratio Comparison

EVTMX has a 0.99% expense ratio, which is higher than EIMAX's 0.48% expense ratio.


Return for Risk

EVTMX vs. EIMAX — Risk / Return Rank

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

EVTMX
EVTMX Risk / Return Rank: 2222
Overall Rank
EVTMX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EVTMX Sortino Ratio Rank: 2020
Sortino Ratio Rank
EVTMX Omega Ratio Rank: 2222
Omega Ratio Rank
EVTMX Calmar Ratio Rank: 2020
Calmar Ratio Rank
EVTMX Martin Ratio Rank: 2424
Martin Ratio Rank

EIMAX
EIMAX Risk / Return Rank: 3939
Overall Rank
EIMAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EIMAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
EIMAX Omega Ratio Rank: 6464
Omega Ratio Rank
EIMAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
EIMAX Martin Ratio Rank: 2828
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. EIMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Dividend Builder Fund (EVTMX) and Eaton Vance Massachusetts Municipal Income Fund (EIMAX). 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.


EVTMXEIMAXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.79

-0.26

Sortino ratio

Return per unit of downside risk

0.84

1.10

-0.26

Omega ratio

Gain probability vs. loss probability

1.13

1.24

-0.11

Calmar ratio

Return relative to maximum drawdown

0.60

0.87

-0.27

Martin ratio

Return relative to average drawdown

2.61

3.04

-0.43

EVTMX vs. EIMAX - Sharpe Ratio Comparison

The current EVTMX Sharpe Ratio is 0.53, which is lower than the EIMAX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of EVTMX and EIMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EVTMXEIMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.79

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.03

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.35

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.56

+0.12

Correlation

The correlation between EVTMX and EIMAX is 0.02, 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

EVTMX vs. EIMAX - Dividend Comparison

EVTMX's dividend yield for the trailing twelve months is around 9.38%, more than EIMAX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
EVTMX
Eaton Vance Dividend Builder Fund
9.38%9.07%7.40%3.25%29.74%6.44%2.62%8.36%10.71%9.99%5.81%11.41%
EIMAX
Eaton Vance Massachusetts Municipal Income Fund
3.66%4.52%4.15%2.39%2.62%2.01%2.58%3.46%3.27%3.41%3.65%3.70%

Drawdowns

EVTMX vs. EIMAX - Drawdown Comparison

The maximum EVTMX drawdown since its inception was -53.74%, which is greater than EIMAX's maximum drawdown of -29.25%. Use the drawdown chart below to compare losses from any high point for EVTMX and EIMAX.


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Drawdown Indicators


EVTMXEIMAXDifference

Max Drawdown

Largest peak-to-trough decline

-53.74%

-29.25%

-24.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-5.62%

-5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-14.67%

-5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-34.93%

-14.67%

-20.26%

Current Drawdown

Current decline from peak

-6.95%

-2.65%

-4.30%

Average Drawdown

Average peak-to-trough decline

-9.78%

-3.92%

-5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.61%

+0.93%

Volatility

EVTMX vs. EIMAX - Volatility Comparison

Eaton Vance Dividend Builder Fund (EVTMX) has a higher volatility of 3.63% compared to Eaton Vance Massachusetts Municipal Income Fund (EIMAX) at 1.03%. This indicates that EVTMX's price experiences larger fluctuations and is considered to be riskier than EIMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVTMXEIMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

1.03%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

1.69%

+5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

5.75%

+9.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

4.34%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

4.19%

+12.19%