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.
Performance
VYMSX vs. ETV - Performance Comparison
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VYMSX vs. ETV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYMSX Voya Mid Cap Research Enhanced Index Fund | -1.68% | 6.79% | 14.92% | 17.35% | -14.63% | 27.47% | 8.26% | 28.18% | -14.55% | 13.43% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | -1.81% | 8.63% | 27.67% | 9.94% | -19.73% | 18.41% | 13.03% | 21.25% | -4.29% | 12.98% |
Returns By Period
In the year-to-date period, VYMSX achieves a -1.68% return, which is significantly higher than ETV's -1.81% return. Over the past 10 years, VYMSX has outperformed ETV with an annualized return of 9.09%, while ETV has yielded a comparatively lower 8.51% annualized return.
VYMSX
- 1D
- 3.34%
- 1M
- -6.41%
- YTD
- -1.68%
- 6M
- -0.85%
- 1Y
- 11.50%
- 3Y*
- 10.97%
- 5Y*
- 6.00%
- 10Y*
- 9.09%
ETV
- 1D
- 1.02%
- 1M
- -5.32%
- YTD
- -1.81%
- 6M
- 1.04%
- 1Y
- 13.72%
- 3Y*
- 12.50%
- 5Y*
- 6.66%
- 10Y*
- 8.51%
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Return for Risk
VYMSX vs. ETV — Risk / Return Rank
VYMSX
ETV
VYMSX vs. ETV - Risk-Adjusted Trends 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.
| VYMSX | ETV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.71 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.12 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.05 | 1.04 | -0.99 |
Martin ratioReturn relative to average drawdown | 0.19 | 5.24 | -5.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VYMSX | ETV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.71 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.40 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.44 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.41 | -0.03 |
Correlation
The correlation between VYMSX and ETV is 0.62, 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.
Dividends
VYMSX vs. ETV - Dividend Comparison
VYMSX's dividend yield for the trailing twelve months is around 30.28%, more than ETV's 8.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYMSX Voya Mid Cap Research Enhanced Index Fund | 30.28% | 29.77% | 11.50% | 0.96% | 6.78% | 14.81% | 0.79% | 2.00% | 13.24% | 7.58% | 1.83% | 6.83% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 8.63% | 8.30% | 8.18% | 9.24% | 10.57% | 7.94% | 8.66% | 8.89% | 9.86% | 8.65% | 8.96% | 8.69% |
Drawdowns
VYMSX vs. ETV - Drawdown Comparison
The maximum VYMSX drawdown since its inception was -57.85%, which is greater than ETV's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for VYMSX and ETV.
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Drawdown Indicators
| VYMSX | ETV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.85% | -52.11% | -5.74% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -13.37% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -31.71% | -22.71% | -9.00% |
Max Drawdown (10Y)Largest decline over 10 years | -43.69% | -42.39% | -1.30% |
Current DrawdownCurrent decline from peak | -7.34% | -5.84% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -5.61% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 2.65% | +3.08% |
Volatility
VYMSX vs. ETV - Volatility Comparison
Voya Mid Cap Research Enhanced Index Fund (VYMSX) has a higher volatility of 7.17% compared to Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) at 6.71%. 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.
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Volatility by Period
| VYMSX | ETV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 6.71% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 10.12% | +2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.41% | 19.36% | +5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.28% | 16.85% | +6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.84% | 19.32% | +3.52% |