VYMSX vs. ETV
Compare and contrast key facts about Voya Mid Cap Research Enhanced Index Fund (VYMSX) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV).
VYMSX is managed by Voya. It was launched on Feb 3, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VYMSX or ETV.
Performance
VYMSX vs. ETV - Performance Comparison
Returns By Period
In the year-to-date period, VYMSX achieves a 18.59% return, which is significantly lower than ETV's 24.49% return.
VYMSX
18.59%
2.74%
9.23%
30.94%
11.35%
N/A
ETV
24.49%
2.51%
13.59%
26.06%
8.37%
8.62%
Key characteristics
| VYMSX | ETV | |
|---|---|---|
| Sharpe Ratio | 1.92 | 2.23 |
| Sortino Ratio | 2.69 | 3.05 |
| Omega Ratio | 1.33 | 1.42 |
| Calmar Ratio | 2.75 | 1.94 |
| Martin Ratio | 10.83 | 13.65 |
| Ulcer Index | 2.78% | 1.91% |
| Daily Std Dev | 15.71% | 11.67% |
| Max Drawdown | -43.69% | -52.11% |
| Current Drawdown | -2.38% | -0.21% |
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Correlation
The correlation between VYMSX and ETV is 0.65, 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
VYMSX vs. ETV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Mid Cap Research Enhanced Index Fund (VYMSX) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). 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
VYMSX vs. ETV - Dividend Comparison
VYMSX's dividend yield for the trailing twelve months is around 0.81%, less than ETV's 8.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYMSX Voya Mid Cap Research Enhanced Index Fund | 0.81% | 0.96% | 0.88% | 0.79% | 0.78% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 8.23% | 9.25% | 10.59% | 7.96% | 8.68% | 8.91% | 9.88% | 8.67% | 8.98% | 8.71% | 9.47% | 9.51% |
Drawdowns
VYMSX vs. ETV - Drawdown Comparison
The maximum VYMSX drawdown since its inception was -43.69%, smaller than the maximum ETV drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for VYMSX and ETV. For additional features, visit the drawdowns tool.
Volatility
VYMSX vs. ETV - Volatility Comparison
Voya Mid Cap Research Enhanced Index Fund (VYMSX) has a higher volatility of 5.12% compared to Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) at 2.42%. This indicates that VYMSX's price experiences larger fluctuations and is considered to be riskier than ETV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.