PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.00.5

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%JulyAugustSeptemberOctoberNovemberDecember
257.25%
545.17%
EVTMX
RNP

Key characteristics

Sharpe Ratio

EVTMX:

0.83

RNP:

0.81

Sortino Ratio

EVTMX:

1.09

RNP:

1.20

Omega Ratio

EVTMX:

1.17

RNP:

1.15

Calmar Ratio

EVTMX:

0.40

RNP:

0.74

Martin Ratio

EVTMX:

4.37

RNP:

3.77

Ulcer Index

EVTMX:

2.30%

RNP:

3.79%

Daily Std Dev

EVTMX:

12.07%

RNP:

17.64%

Max Drawdown

EVTMX:

-65.04%

RNP:

-87.10%

Current Drawdown

EVTMX:

-18.00%

RNP:

-11.98%

Returns By Period

In the year-to-date period, EVTMX achieves a 8.14% return, which is significantly lower than RNP's 12.24% return. Over the past 10 years, EVTMX has underperformed RNP with an annualized return of 2.80%, while RNP has yielded a comparatively higher 9.31% annualized return.


EVTMX

YTD

8.14%

1M

-7.36%

6M

0.66%

1Y

9.17%

5Y*

2.08%

10Y*

2.80%

RNP

YTD

12.24%

1M

-6.69%

6M

8.33%

1Y

14.57%

5Y*

6.17%

10Y*

9.31%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for EVTMX, currently valued at 0.83, compared to the broader market-1.000.001.002.003.004.000.830.81
The chart of Sortino ratio for EVTMX, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.001.091.20
The chart of Omega ratio for EVTMX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.15
The chart of Calmar ratio for EVTMX, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.0014.000.400.74
The chart of Martin ratio for EVTMX, currently valued at 4.37, compared to the broader market0.0020.0040.0060.004.373.77
EVTMX
RNP

The current EVTMX Sharpe Ratio is 0.83, which is comparable to the RNP Sharpe Ratio of 0.81. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.83
0.81
EVTMX
RNP

Dividends

EVTMX vs. RNP - Dividend Comparison

EVTMX's dividend yield for the trailing twelve months is around 1.30%, less than RNP's 7.78% yield.


TTM20232022202120202019201820172016201520142013
EVTMX
Eaton Vance Dividend Builder Fund
1.30%1.58%2.42%1.73%1.55%1.69%2.11%1.81%1.95%1.80%1.37%1.34%
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
7.78%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%6.79%7.64%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.00%
-11.98%
EVTMX
RNP

Volatility

EVTMX vs. RNP - Volatility Comparison

Eaton Vance Dividend Builder Fund (EVTMX) has a higher volatility of 7.34% compared to Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) at 5.29%. This indicates that EVTMX's price experiences larger fluctuations and is considered to be riskier than RNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.34%
5.29%
EVTMX
RNP
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab