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

Correlation

The correlation between EVTMX and ETV is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EVTMX vs. ETV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Dividend Builder Fund (EVTMX) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
450.51%
358.02%
EVTMX
ETV

Key characteristics

Sharpe Ratio

EVTMX:

0.45

ETV:

0.54

Sortino Ratio

EVTMX:

0.74

ETV:

0.88

Omega Ratio

EVTMX:

1.11

ETV:

1.13

Calmar Ratio

EVTMX:

0.49

ETV:

0.52

Martin Ratio

EVTMX:

2.07

ETV:

2.29

Ulcer Index

EVTMX:

3.46%

ETV:

4.63%

Daily Std Dev

EVTMX:

15.92%

ETV:

19.74%

Max Drawdown

EVTMX:

-65.04%

ETV:

-52.11%

Current Drawdown

EVTMX:

-7.90%

ETV:

-10.58%

Returns By Period

In the year-to-date period, EVTMX achieves a -3.04% return, which is significantly higher than ETV's -8.33% return. Over the past 10 years, EVTMX has outperformed ETV with an annualized return of 9.33%, while ETV has yielded a comparatively lower 7.62% annualized return.


EVTMX

YTD

-3.04%

1M

-3.86%

6M

-3.97%

1Y

7.73%

5Y*

12.31%

10Y*

9.33%

ETV

YTD

-8.33%

1M

-3.28%

6M

-3.35%

1Y

11.12%

5Y*

8.57%

10Y*

7.62%

*Annualized

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Risk-Adjusted Performance

EVTMX vs. ETV — Risk-Adjusted Performance Rank

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

EVTMX
The Risk-Adjusted Performance Rank of EVTMX is 5555
Overall Rank
The Sharpe Ratio Rank of EVTMX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of EVTMX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of EVTMX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of EVTMX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of EVTMX is 5959
Martin Ratio Rank

ETV
The Risk-Adjusted Performance Rank of ETV is 7171
Overall Rank
The Sharpe Ratio Rank of ETV is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ETV is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ETV is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ETV is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ETV is 7676
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.

EVTMX vs. ETV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Dividend Builder Fund (EVTMX) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). 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.


The chart of Sharpe ratio for EVTMX, currently valued at 0.45, compared to the broader market-1.000.001.002.003.00
EVTMX: 0.45
ETV: 0.54
The chart of Sortino ratio for EVTMX, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.00
EVTMX: 0.74
ETV: 0.88
The chart of Omega ratio for EVTMX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
EVTMX: 1.11
ETV: 1.13
The chart of Calmar ratio for EVTMX, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.00
EVTMX: 0.49
ETV: 0.52
The chart of Martin ratio for EVTMX, currently valued at 2.07, compared to the broader market0.0010.0020.0030.0040.0050.00
EVTMX: 2.07
ETV: 2.29

The current EVTMX Sharpe Ratio is 0.45, which is comparable to the ETV Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EVTMX and ETV, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.45
0.54
EVTMX
ETV

Dividends

EVTMX vs. ETV - Dividend Comparison

EVTMX's dividend yield for the trailing twelve months is around 7.70%, less than ETV's 9.29% yield.


TTM20242023202220212020201920182017201620152014
EVTMX
Eaton Vance Dividend Builder Fund
7.70%7.57%3.25%29.74%6.44%2.62%4.71%10.71%9.99%5.81%11.41%5.49%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
9.29%8.18%9.24%10.57%7.94%8.66%8.89%9.86%8.65%8.96%8.69%9.46%

Drawdowns

EVTMX vs. ETV - Drawdown Comparison

The maximum EVTMX drawdown since its inception was -65.04%, which is greater than ETV's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for EVTMX and ETV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.90%
-10.58%
EVTMX
ETV

Volatility

EVTMX vs. ETV - Volatility Comparison

The current volatility for Eaton Vance Dividend Builder Fund (EVTMX) is 11.69%, while Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) has a volatility of 15.47%. This indicates that EVTMX experiences smaller price fluctuations and is considered to be less risky than ETV 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%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.69%
15.47%
EVTMX
ETV