EVTMX vs. RNP
Compare and contrast key facts about Eaton Vance Dividend Builder Fund (EVTMX) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP).
EVTMX is managed by Eaton Vance. It was launched on Dec 18, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVTMX or RNP.
Performance
EVTMX vs. RNP - Performance Comparison
Returns By Period
In the year-to-date period, EVTMX achieves a 16.73% return, which is significantly lower than RNP's 20.29% return. Over the past 10 years, EVTMX has underperformed RNP with an annualized return of 3.21%, while RNP has yielded a comparatively higher 10.49% annualized return.
EVTMX
16.73%
0.65%
8.87%
21.77%
3.83%
3.21%
RNP
20.29%
-2.98%
15.54%
35.98%
7.48%
10.49%
Key characteristics
EVTMX | RNP | |
---|---|---|
Sharpe Ratio | 2.12 | 1.99 |
Sortino Ratio | 2.94 | 2.72 |
Omega Ratio | 1.39 | 1.34 |
Calmar Ratio | 0.79 | 1.41 |
Martin Ratio | 12.98 | 11.48 |
Ulcer Index | 1.67% | 3.15% |
Daily Std Dev | 10.21% | 18.20% |
Max Drawdown | -65.04% | -87.10% |
Current Drawdown | -11.49% | -5.67% |
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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.
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.
Dividends
EVTMX vs. RNP - Dividend Comparison
EVTMX's dividend yield for the trailing twelve months is around 1.35%, less than RNP's 7.22% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Eaton Vance Dividend Builder Fund | 1.35% | 1.58% | 2.42% | 1.73% | 1.55% | 1.69% | 2.11% | 1.81% | 1.95% | 1.80% | 1.37% | 1.34% |
Cohen & Steers REIT and Preferred Income Fund, Inc. | 7.22% | 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.
Volatility
EVTMX vs. RNP - Volatility Comparison
The current volatility for Eaton Vance Dividend Builder Fund (EVTMX) is 3.12%, while Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) has a volatility of 6.17%. This indicates that EVTMX experiences smaller price fluctuations and is considered to be less risky than RNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.