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

Correlation

The correlation between EVTMX and JEPI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

EVTMX vs. JEPI - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
18.97%
66.94%
EVTMX
JEPI

Key characteristics

Sharpe Ratio

EVTMX:

0.13

JEPI:

0.41

Sortino Ratio

EVTMX:

0.29

JEPI:

0.67

Omega Ratio

EVTMX:

1.04

JEPI:

1.11

Calmar Ratio

EVTMX:

0.09

JEPI:

0.43

Martin Ratio

EVTMX:

0.38

JEPI:

1.99

Ulcer Index

EVTMX:

5.92%

JEPI:

2.83%

Daily Std Dev

EVTMX:

17.02%

JEPI:

13.76%

Max Drawdown

EVTMX:

-65.04%

JEPI:

-13.71%

Current Drawdown

EVTMX:

-20.22%

JEPI:

-7.02%

Returns By Period

The year-to-date returns for both stocks are quite close, with EVTMX having a -2.85% return and JEPI slightly lower at -2.96%.


EVTMX

YTD

-2.85%

1M

-3.98%

6M

-9.23%

1Y

1.52%

5Y*

4.35%

10Y*

2.12%

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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EVTMX vs. JEPI - Expense Ratio Comparison

EVTMX has a 0.99% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Expense ratio chart for EVTMX: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EVTMX: 0.99%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

EVTMX vs. JEPI — 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 3232
Overall Rank
The Sharpe Ratio Rank of EVTMX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of EVTMX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of EVTMX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of EVTMX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of EVTMX is 3232
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
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. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Dividend Builder Fund (EVTMX) and JPMorgan Equity Premium Income ETF (JEPI). 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 0.13, compared to the broader market-1.000.001.002.003.00
EVTMX: 0.13
JEPI: 0.41
The chart of Sortino ratio for EVTMX, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.00
EVTMX: 0.29
JEPI: 0.67
The chart of Omega ratio for EVTMX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
EVTMX: 1.04
JEPI: 1.11
The chart of Calmar ratio for EVTMX, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.00
EVTMX: 0.09
JEPI: 0.43
The chart of Martin ratio for EVTMX, currently valued at 0.38, compared to the broader market0.0010.0020.0030.0040.0050.00
EVTMX: 0.38
JEPI: 1.99

The current EVTMX Sharpe Ratio is 0.13, which is lower than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of EVTMX and JEPI, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.13
0.41
EVTMX
JEPI

Dividends

EVTMX vs. JEPI - Dividend Comparison

EVTMX's dividend yield for the trailing twelve months is around 1.59%, less than JEPI's 7.90% yield.


TTM20242023202220212020201920182017201620152014
EVTMX
Eaton Vance Dividend Builder Fund
1.59%1.67%1.58%2.42%1.73%1.55%1.69%2.11%1.81%1.95%1.80%1.37%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EVTMX vs. JEPI - Drawdown Comparison

The maximum EVTMX drawdown since its inception was -65.04%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for EVTMX and JEPI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.22%
-7.02%
EVTMX
JEPI

Volatility

EVTMX vs. JEPI - Volatility Comparison

Eaton Vance Dividend Builder Fund (EVTMX) has a higher volatility of 11.69% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.06%. This indicates that EVTMX's price experiences larger fluctuations and is considered to be riskier than JEPI 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%NovemberDecember2025FebruaryMarchApril
11.69%
11.06%
EVTMX
JEPI