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

Correlation

The correlation between EVTMX and RNP is 0.54, 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: 0.5

Performance

EVTMX vs. RNP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Dividend Builder Fund (EVTMX) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
256.42%
580.58%
EVTMX
RNP

Key characteristics

Sharpe Ratio

EVTMX:

0.31

RNP:

1.01

Sortino Ratio

EVTMX:

0.52

RNP:

1.43

Omega Ratio

EVTMX:

1.08

RNP:

1.20

Calmar Ratio

EVTMX:

0.20

RNP:

1.20

Martin Ratio

EVTMX:

0.84

RNP:

3.06

Ulcer Index

EVTMX:

6.17%

RNP:

6.42%

Daily Std Dev

EVTMX:

17.04%

RNP:

19.41%

Max Drawdown

EVTMX:

-65.04%

RNP:

-87.10%

Current Drawdown

EVTMX:

-18.19%

RNP:

-7.15%

Returns By Period

In the year-to-date period, EVTMX achieves a -0.38% return, which is significantly lower than RNP's 5.84% return. Over the past 10 years, EVTMX has underperformed RNP with an annualized return of 2.46%, while RNP has yielded a comparatively higher 9.86% annualized return.


EVTMX

YTD

-0.38%

1M

-1.22%

6M

-6.48%

1Y

5.06%

5Y*

4.86%

10Y*

2.46%

RNP

YTD

5.84%

1M

-3.34%

6M

-1.43%

1Y

17.99%

5Y*

13.22%

10Y*

9.86%

*Annualized

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Risk-Adjusted Performance

EVTMX vs. RNP — 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 3838
Overall Rank
The Sharpe Ratio Rank of EVTMX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of EVTMX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of EVTMX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of EVTMX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of EVTMX is 3636
Martin Ratio Rank

RNP
The Risk-Adjusted Performance Rank of RNP is 8080
Overall Rank
The Sharpe Ratio Rank of RNP is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of RNP is 7676
Sortino Ratio Rank
The Omega Ratio Rank of RNP is 7676
Omega Ratio Rank
The Calmar Ratio Rank of RNP is 8787
Calmar Ratio Rank
The Martin Ratio Rank of RNP is 7979
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. RNP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Dividend Builder Fund (EVTMX) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP). 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 0.31, compared to the broader market-2.00-1.000.001.002.003.00
EVTMX: 0.31
RNP: 1.01
The chart of Sortino ratio for EVTMX, currently valued at 0.52, compared to the broader market-2.000.002.004.006.008.00
EVTMX: 0.52
RNP: 1.43
The chart of Omega ratio for EVTMX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
EVTMX: 1.08
RNP: 1.20
The chart of Calmar ratio for EVTMX, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.00
EVTMX: 0.20
RNP: 1.20
The chart of Martin ratio for EVTMX, currently valued at 0.84, compared to the broader market0.0010.0020.0030.0040.00
EVTMX: 0.84
RNP: 3.06

The current EVTMX Sharpe Ratio is 0.31, which is lower than the RNP Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of EVTMX and RNP, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.31
1.01
EVTMX
RNP

Dividends

EVTMX vs. RNP - Dividend Comparison

EVTMX's dividend yield for the trailing twelve months is around 7.49%, less than RNP's 7.57% yield.


TTM20242023202220212020201920182017201620152014
EVTMX
Eaton Vance Dividend Builder Fund
7.49%7.57%3.25%29.74%6.44%2.62%4.71%10.71%9.99%5.81%11.41%5.49%
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
7.57%7.81%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%6.79%

Drawdowns

EVTMX vs. RNP - Drawdown Comparison

The maximum EVTMX drawdown since its inception was -65.04%, smaller than the maximum RNP drawdown of -87.10%. Use the drawdown chart below to compare losses from any high point for EVTMX and RNP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-18.19%
-7.15%
EVTMX
RNP

Volatility

EVTMX vs. RNP - Volatility Comparison

Eaton Vance Dividend Builder Fund (EVTMX) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) have volatilities of 11.74% and 11.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.74%
11.26%
EVTMX
RNP