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

Correlation

The correlation between EVTMX and MTUM is 0.80, 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.


-0.50.00.51.00.8

Performance

EVTMX vs. MTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Dividend Builder Fund (EVTMX) and iShares Edge MSCI USA Momentum Factor ETF (MTUM). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.42%
8.32%
EVTMX
MTUM

Key characteristics

Sharpe Ratio

EVTMX:

0.81

MTUM:

1.87

Sortino Ratio

EVTMX:

1.07

MTUM:

2.55

Omega Ratio

EVTMX:

1.17

MTUM:

1.33

Calmar Ratio

EVTMX:

0.40

MTUM:

1.91

Martin Ratio

EVTMX:

4.12

MTUM:

10.92

Ulcer Index

EVTMX:

2.38%

MTUM:

3.24%

Daily Std Dev

EVTMX:

12.08%

MTUM:

18.94%

Max Drawdown

EVTMX:

-65.04%

MTUM:

-34.08%

Current Drawdown

EVTMX:

-17.54%

MTUM:

-3.17%

Returns By Period

In the year-to-date period, EVTMX achieves a 8.75% return, which is significantly lower than MTUM's 34.82% return. Over the past 10 years, EVTMX has underperformed MTUM with an annualized return of 2.83%, while MTUM has yielded a comparatively higher 13.16% annualized return.


EVTMX

YTD

8.75%

1M

-8.38%

6M

0.91%

1Y

9.42%

5Y*

2.18%

10Y*

2.83%

MTUM

YTD

34.82%

1M

-1.98%

6M

9.32%

1Y

35.27%

5Y*

12.18%

10Y*

13.16%

Compare stocks, funds, or ETFs

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


EVTMX vs. MTUM - Expense Ratio Comparison

EVTMX has a 0.99% expense ratio, which is higher than MTUM's 0.15% expense ratio.


EVTMX
Eaton Vance Dividend Builder Fund
Expense ratio chart for EVTMX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for MTUM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

EVTMX vs. MTUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Dividend Builder Fund (EVTMX) and iShares Edge MSCI USA Momentum Factor ETF (MTUM). 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 EVTMX, currently valued at 0.81, compared to the broader market-1.000.001.002.003.004.000.811.87
The chart of Sortino ratio for EVTMX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.072.55
The chart of Omega ratio for EVTMX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.33
The chart of Calmar ratio for EVTMX, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.0014.000.401.91
The chart of Martin ratio for EVTMX, currently valued at 4.12, compared to the broader market0.0020.0040.0060.004.1210.92
EVTMX
MTUM

The current EVTMX Sharpe Ratio is 0.81, which is lower than the MTUM Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of EVTMX and MTUM, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.81
1.87
EVTMX
MTUM

Dividends

EVTMX vs. MTUM - Dividend Comparison

EVTMX's dividend yield for the trailing twelve months is around 1.29%, more than MTUM's 0.74% yield.


TTM20232022202120202019201820172016201520142013
EVTMX
Eaton Vance Dividend Builder Fund
1.29%1.58%2.42%1.73%1.55%1.69%2.11%1.81%1.95%1.80%1.37%1.34%
MTUM
iShares Edge MSCI USA Momentum Factor ETF
0.74%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%1.04%1.02%

Drawdowns

EVTMX vs. MTUM - Drawdown Comparison

The maximum EVTMX drawdown since its inception was -65.04%, which is greater than MTUM's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for EVTMX and MTUM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.54%
-3.17%
EVTMX
MTUM

Volatility

EVTMX vs. MTUM - Volatility Comparison

Eaton Vance Dividend Builder Fund (EVTMX) has a higher volatility of 7.26% compared to iShares Edge MSCI USA Momentum Factor ETF (MTUM) at 5.57%. This indicates that EVTMX's price experiences larger fluctuations and is considered to be riskier than MTUM 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%JulyAugustSeptemberOctoberNovemberDecember
7.26%
5.57%
EVTMX
MTUM
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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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