EFAA vs ETJ
Comparison between Invesco MSCI EAFE Income Advantage ETF (EFAA, ETF) and Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ, ETF).
EFAA vs ETJ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
EFAA
$619M
Winner
ETJ
$619M
Expense Ratio
EFAA
0.39%
ETJ
N/A
Max Drawdown
Winner
EFAA
14.15%
ETJ
67.20%
Sharpe Ratio
Winner
EFAA
1.12
ETJ
0.01
5Y Beta
Winner
EFAA
0.56
ETJ
0.66
5Y Dividends CAGR
EFAA
N/A
ETJ
-1.48%
EFAA vs ETJ - Historical Returns
Returns include dividend reinvestment.
1M
Winner
EFAA
+3.26%
ETJ
+1.97%
3M
Winner
EFAA
+4.80%
ETJ
+2.58%
6M
Winner
EFAA
+4.80%
ETJ
+1.15%
1Y
Winner
EFAA
+18.36%
ETJ
+3.36%
5Y(CAGR)
EFAA
N/A
ETJ
+3.49%
10Y(CAGR)
EFAA
N/A
ETJ
+8.38%
Max(CAGR)
Winner
EFAA
+15.46%
ETJ
+5.48%
EFAA vs ETJ - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | EFAA | ETJ |
|---|---|---|
| 2026 | +10.61% | +2.20% |
| 2025 | +25.92% | +4.37% |
| 2024 | -3.31% | +30.50% |
| 2023 | N/A | +14.46% |
| 2022 | N/A | -23.01% |
| 2021 | N/A | +15.18% |
| 2020 | N/A | +22.42% |
| 2019 | N/A | +26.64% |
| 2018 | N/A | -8.47% |
| 2017 | N/A | +18.00% |
| 2016 | N/A | +0.02% |
| 2015 | N/A | +4.14% |
| 2014 | N/A | +4.34% |
| 2013 | N/A | +17.40% |
| 2012 | N/A | +9.78% |
| 2011 | N/A | -13.13% |
| 2010 | N/A | -11.37% |
| 2009 | N/A | +3.45% |
| 2008 | N/A | +6.37% |
| 2007 | N/A | -4.18% |
EFAA vs ETJ Drawdown Comparison
The maximum drawdown for EFAA was -11.98%, occurring on Apr 8, 2025. Recovery took 28 trading sessions.
The maximum drawdown for ETJ was -32.81%, occurring on Mar 18, 2020. Recovery took 73 trading sessions.
The current EFAA drawdown is -0.44%. The current ETJ drawdown is -0.06%.
| Rank | EFAA | ETJ |
|---|---|---|
| #1 | -11.98% Mar 19, 2025 - Apr 29, 2025 | -32.81% Feb 19, 2020 - Jun 3, 2020 |
| #2 | -10.14% Feb 25, 2026 - Jun 15, 2026 | -31.32% Apr 22, 2010 - Jan 14, 2014 |
| #3 | -7.01% Sep 26, 2024 - Mar 5, 2025 | -30.40% Jul 31, 2008 - Jul 21, 2009 |
| #4 | -5.53% Jul 17, 2024 - Aug 19, 2024 | -28.53% Nov 12, 2021 - Aug 16, 2024 |
| #5 | -4.46% Nov 12, 2025 - Dec 10, 2025 | -19.65% Oct 1, 2018 - Apr 17, 2019 |
| #6 | -3.56% Jul 23, 2025 - Aug 13, 2025 | -15.45% Dec 26, 2024 - Jun 30, 2025 |
| #7 | -2.83% Aug 30, 2024 - Sep 19, 2024 | -15.30% Jul 27, 2007 - Apr 24, 2008 |
| #8 | -2.23% Oct 6, 2025 - Oct 20, 2025 | -12.54% Jun 18, 2015 - Jul 8, 2016 |
| #9 | -1.96% Jul 2, 2025 - Jul 23, 2025 | -10.41% Feb 2, 2026 - Aug 7, 2026 |
| #10 | -1.95% Jun 12, 2025 - Jun 26, 2025 | -9.84% Aug 22, 2016 - Jan 25, 2017 |
| #11 | -1.92% Aug 22, 2025 - Sep 11, 2025 | -8.46% Jan 12, 2018 - Jun 4, 2018 |
| #12 | -1.78% Mar 5, 2025 - Mar 17, 2025 | -8.25% Nov 28, 2014 - Jun 18, 2015 |
| #13 | -1.74% Jul 6, 2026 - Jul 30, 2026 | -8.19% Sep 18, 2014 - Nov 28, 2014 |
| #14 | -1.68% Oct 28, 2025 - Nov 10, 2025 | -7.97% Sep 1, 2020 - Nov 13, 2020 |
| #15 | -1.57% Jun 18, 2026 - Jul 2, 2026 | -6.75% Sep 18, 2009 - Jan 8, 2010 |
Correlation
Correlation between EFAA and ETJ is 0.76 which considered as a strong positive correlation - the stocks tend to move together.
0.76
-101
Dividend Comparison (2007 - 2026)
EFAA vs ETJ dividend yield comparison.
| Year | EFAA | ETJ |
|---|---|---|
| 2026 | 5.44% | 6.15% |
| 2025 | 7.94% | 8.86% |
| 2024 | 3.29% | 8.16% |
| 2023 | 0.00% | 8.86% |
| 2022 | 0.00% | 11.68% |
| 2021 | 0.00% | 8.53% |
| 2020 | 0.00% | 8.79% |
| 2019 | 0.00% | 9.77% |
| 2018 | 0.00% | 11.23% |
| 2017 | 0.00% | 9.82% |
| 2016 | 0.00% | 12.46% |
| 2015 | 0.00% | 10.98% |
| 2014 | 0.00% | 10.47% |
| 2013 | 0.00% | 9.90% |
| 2012 | 0.00% | 11.09% |
| 2011 | 0.00% | 12.23% |
| 2010 | 0.00% | 13.55% |
| 2009 | 0.00% | 10.80% |
| 2008 | 0.00% | 10.01% |
| 2007 | 0.00% | 2.41% |
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