ETJ vs BBHY

Comparison between Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ, ETF) and JPMORGAN BETABUILDERS USD HIGH YIELD CORPORATE BOND ETF (BBHY, ETF).

5-Year PerformanceBBHY has outperformed ETJ, delivering a return of +4.0% compared to +2.6%

ETJ vs BBHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETJ(ETF)	BBHY(ETF)
Net Assets	$618M	$611M
Expense Ratio	N/A	0.07%
Max Drawdown	67.20%	25.29%
Sharpe Ratio	0.04	0.54
5Y Beta	0.67	0.23
5Y Dividends CAGR	-1.48%	8.21%

Net Assets

Winner

ETJ

$618M

BBHY

$611M

Expense Ratio

ETJ

N/A

BBHY

0.07%

Max Drawdown

ETJ

67.20%

Winner

BBHY

25.29%

Sharpe Ratio

ETJ

0.04

Winner

BBHY

0.54

5Y Beta

ETJ

0.67

Winner

BBHY

0.23

5Y Dividends CAGR

ETJ

-1.48%

Winner

BBHY

8.21%

ETJ vs BBHY - Historical Returns

Returns include dividend reinvestment.

Period	ETJ	BBHY
1 month	+3.47%	+0.15%
3 months	+3.21%	+0.72%
6 months	+0.89%	+1.34%
1 year	+3.30%	+5.69%
5 years(CAGR)	+2.61%	+3.98%
10 years(CAGR)	+8.32%	+4.80%
Max(CAGR)	+5.45%	+4.80%

Winner

ETJ

+3.47%

BBHY

+0.15%

Winner

ETJ

+3.21%

BBHY

+0.72%

ETJ

+0.89%

Winner

BBHY

+1.34%

ETJ

+3.30%

Winner

BBHY

+5.69%

5Y(CAGR)

ETJ

+2.61%

Winner

BBHY

+3.98%

10Y(CAGR)

Winner

ETJ

+8.32%

BBHY

+4.80%

Max(CAGR)

Winner

ETJ

+5.45%

BBHY

+4.80%

ETJ vs BBHY - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	ETJ	BBHY
2026	+1.06%	+2.02%
2025	+4.37%	+8.28%
2024	+30.50%	+8.22%
2023	+14.46%	+11.85%
2022	-23.01%	-10.31%
2021	+15.18%	+4.19%
2020	+22.42%	+5.26%
2019	+26.64%	+14.72%
2018	-8.47%	-2.57%
2017	+18.00%	+6.56%
2016	+0.02%	+1.83%
2015	+4.14%	N/A
2014	+4.34%	N/A
2013	+17.40%	N/A
2012	+9.78%	N/A
2011	-13.13%	N/A
2010	-11.37%	N/A
2009	+3.45%	N/A
2008	+6.37%	N/A
2007	-4.18%	N/A

ETJ vs BBHY Drawdown Comparison

The maximum drawdown for ETJ was -32.81%, occurring on Mar 18, 2020. Recovery took 73 trading sessions.

The maximum drawdown for BBHY was -24.98%, occurring on Mar 23, 2020. Recovery took 115 trading sessions.

The current ETJ drawdown is -1.03%. The current BBHY drawdown is -0.34%.

Rank	ETJ	BBHY
#1	-32.81% Feb 19, 2020 - Jun 3, 2020	-24.98% Feb 20, 2020 - Aug 4, 2020
#2	-31.32% Apr 22, 2010 - Jan 14, 2014	-15.32% Dec 27, 2021 - Dec 21, 2023
#3	-30.40% Jul 31, 2008 - Jul 21, 2009	-5.00% Feb 28, 2025 - May 12, 2025
#4	-28.53% Nov 12, 2021 - Aug 16, 2024	-4.79% Oct 2, 2018 - Jan 18, 2019
#5	-19.65% Oct 1, 2018 - Apr 17, 2019	-2.75% Jan 25, 2018 - Oct 1, 2018
#6	-15.45% Dec 26, 2024 - Jun 30, 2025	-2.56% Sep 2, 2020 - Oct 9, 2020
#7	-15.30% Jul 27, 2007 - Apr 24, 2008	-2.50% Oct 25, 2016 - Dec 23, 2016
#8	-12.54% Jun 18, 2015 - Jul 8, 2016	-2.37% Feb 20, 2026 - Apr 9, 2026
#9	-10.41% Feb 2, 2026 - Mar 27, 2026	-2.33% Feb 12, 2021 - May 5, 2021
#10	-9.84% Aug 22, 2016 - Jan 25, 2017	-2.27% Sep 15, 2021 - Dec 23, 2021
#11	-8.46% Jan 12, 2018 - Jun 4, 2018	-2.16% Mar 27, 2024 - May 6, 2024
#12	-8.25% Nov 28, 2014 - Jun 18, 2015	-2.00% Mar 1, 2017 - Apr 10, 2017
#13	-8.19% Sep 18, 2014 - Nov 28, 2014	-1.71% Oct 24, 2017 - Jan 3, 2018
#14	-7.97% Sep 1, 2020 - Nov 13, 2020	-1.69% Dec 6, 2024 - Jan 21, 2025
#15	-6.75% Sep 18, 2009 - Jan 8, 2010	-1.58% Oct 12, 2020 - Nov 4, 2020

Correlation

Correlation between ETJ and BBHY is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2007 - 2026)

ETJ vs BBHY dividend yield comparison.

Year	ETJ	BBHY
2026	5.40%	3.52%
2025	8.86%	7.24%
2024	8.16%	7.18%
2023	8.86%	6.49%
2022	11.68%	5.92%
2021	8.53%	4.06%
2020	8.79%	4.73%
2019	9.77%	4.99%
2018	11.23%	5.02%
2017	9.82%	4.81%
2016	12.46%	1.42%
2015	10.98%	0.00%
2014	10.47%	0.00%
2013	9.90%	0.00%
2012	11.09%	0.00%
2011	12.23%	0.00%
2010	13.55%	0.00%
2009	10.80%	0.00%
2008	10.01%	0.00%
2007	2.41%	0.00%