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

Correlation

The correlation between EVTMX and MTUM is 0.86, 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: 0.9

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.

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
238.57%
370.04%
EVTMX
MTUM

Key characteristics

Sharpe Ratio

EVTMX:

0.45

MTUM:

0.66

Sortino Ratio

EVTMX:

0.74

MTUM:

1.05

Omega Ratio

EVTMX:

1.11

MTUM:

1.15

Calmar Ratio

EVTMX:

0.49

MTUM:

0.79

Martin Ratio

EVTMX:

2.07

MTUM:

2.79

Ulcer Index

EVTMX:

3.46%

MTUM:

5.94%

Daily Std Dev

EVTMX:

15.92%

MTUM:

24.99%

Max Drawdown

EVTMX:

-65.04%

MTUM:

-34.08%

Current Drawdown

EVTMX:

-7.90%

MTUM:

-9.65%

Returns By Period

In the year-to-date period, EVTMX achieves a -3.04% return, which is significantly lower than MTUM's 0.20% return. Over the past 10 years, EVTMX has underperformed MTUM with an annualized return of 9.33%, while MTUM has yielded a comparatively higher 12.67% annualized return.


EVTMX

YTD

-3.04%

1M

-3.86%

6M

-3.97%

1Y

7.73%

5Y*

12.31%

10Y*

9.33%

MTUM

YTD

0.20%

1M

-0.11%

6M

1.12%

1Y

17.63%

5Y*

13.31%

10Y*

12.67%

*Annualized

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EVTMX vs. MTUM - Expense Ratio Comparison

EVTMX has a 0.99% expense ratio, which is higher than MTUM's 0.15% 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 MTUM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MTUM: 0.15%

Risk-Adjusted Performance

EVTMX vs. MTUM — 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

MTUM
The Risk-Adjusted Performance Rank of MTUM is 6969
Overall Rank
The Sharpe Ratio Rank of MTUM is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MTUM is 6767
Sortino Ratio Rank
The Omega Ratio Rank of MTUM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of MTUM is 7676
Calmar Ratio Rank
The Martin Ratio Rank of MTUM is 7070
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. 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.


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
MTUM: 0.66
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
MTUM: 1.05
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
MTUM: 1.15
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
MTUM: 0.79
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
MTUM: 2.79

The current EVTMX Sharpe Ratio is 0.45, which is lower than the MTUM Sharpe Ratio of 0.66. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.45
0.66
EVTMX
MTUM

Dividends

EVTMX vs. MTUM - Dividend Comparison

EVTMX's dividend yield for the trailing twelve months is around 7.70%, more than MTUM's 0.93% 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%
MTUM
iShares Edge MSCI USA Momentum Factor ETF
0.93%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%1.04%

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%NovemberDecember2025FebruaryMarchApril
-7.90%
-9.65%
EVTMX
MTUM

Volatility

EVTMX vs. MTUM - Volatility Comparison

The current volatility for Eaton Vance Dividend Builder Fund (EVTMX) is 11.69%, while iShares Edge MSCI USA Momentum Factor ETF (MTUM) has a volatility of 15.89%. This indicates that EVTMX experiences smaller price fluctuations and is considered to be less risky 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%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.69%
15.89%
EVTMX
MTUM