ETJ vs DFSE
Comparison between Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ, ETF) and DIMENSIONAL EMERGING MARKETS SUSTAINABILITY CORE 1 ETF (DFSE, ETF).
ETJ vs DFSE - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
ETJ
$618M
DFSE
$616M
Expense Ratio
ETJ
N/A
DFSE
0.41%
Max Drawdown
ETJ
67.20%
Winner
DFSE
20.35%
Sharpe Ratio
ETJ
0.04
Winner
DFSE
0.94
5Y Beta
Winner
ETJ
0.67
DFSE
0.84
5Y Dividends CAGR
ETJ
-1.48%
DFSE
N/A
ETJ vs DFSE - Historical Returns
Returns include dividend reinvestment.
1M
Winner
ETJ
+3.47%
DFSE
-7.22%
3M
Winner
ETJ
+3.21%
DFSE
+1.72%
6M
ETJ
+0.89%
Winner
DFSE
+8.80%
1Y
ETJ
+3.30%
Winner
DFSE
+23.46%
5Y(CAGR)
ETJ
+2.61%
DFSE
N/A
10Y(CAGR)
ETJ
+8.32%
DFSE
N/A
Max(CAGR)
ETJ
+5.45%
Winner
DFSE
+20.55%
ETJ vs DFSE - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | ETJ | DFSE |
|---|---|---|
| 2026 | +1.06% | +11.68% |
| 2025 | +4.37% | +28.68% |
| 2024 | +30.50% | +8.43% |
| 2023 | +14.46% | +13.80% |
| 2022 | -23.01% | +11.62% |
| 2021 | +15.18% | N/A |
| 2020 | +22.42% | N/A |
| 2019 | +26.64% | N/A |
| 2018 | -8.47% | N/A |
| 2017 | +18.00% | N/A |
| 2016 | +0.02% | N/A |
| 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 DFSE Drawdown Comparison
The maximum drawdown for ETJ was -32.81%, occurring on Mar 18, 2020. Recovery took 73 trading sessions.
The maximum drawdown for DFSE was -19.77%, occurring on Apr 8, 2025. Recovery took 168 trading sessions.
The current ETJ drawdown is -1.03%. The current DFSE drawdown is -7.24%.
| Rank | ETJ | DFSE |
|---|---|---|
| #1 | -32.81% Feb 19, 2020 - Jun 3, 2020 | -19.77% Oct 4, 2024 - Jun 9, 2025 |
| #2 | -31.32% Apr 22, 2010 - Jan 14, 2014 | -12.87% Feb 25, 2026 - Apr 17, 2026 |
| #3 | -30.40% Jul 31, 2008 - Jul 21, 2009 | -11.93% Jul 31, 2023 - Feb 23, 2024 |
| #4 | -28.53% Nov 12, 2021 - Aug 16, 2024 | -9.64% Jun 2, 2026 - Jul 20, 2026 |
| #5 | -19.65% Oct 1, 2018 - Apr 17, 2019 | -9.46% Jan 26, 2023 - Jun 15, 2023 |
| #6 | -15.45% Dec 26, 2024 - Jun 30, 2025 | -9.08% Jul 12, 2024 - Aug 19, 2024 |
| #7 | -15.30% Jul 27, 2007 - Apr 24, 2008 | -6.10% Aug 19, 2024 - Sep 24, 2024 |
| #8 | -12.54% Jun 18, 2015 - Jul 8, 2016 | -5.67% May 11, 2026 - May 26, 2026 |
| #9 | -10.41% Feb 2, 2026 - Mar 27, 2026 | -5.34% Oct 29, 2025 - Jan 2, 2026 |
| #10 | -9.84% Aug 22, 2016 - Jan 25, 2017 | -4.70% Apr 9, 2024 - May 2, 2024 |
| #11 | -8.46% Jan 12, 2018 - Jun 4, 2018 | -4.57% Oct 8, 2025 - Oct 24, 2025 |
| #12 | -8.25% Nov 28, 2014 - Jun 18, 2015 | -4.40% May 17, 2024 - Jul 5, 2024 |
| #13 | -8.19% Sep 18, 2014 - Nov 28, 2014 | -4.25% Jun 15, 2023 - Jul 13, 2023 |
| #14 | -7.97% Sep 1, 2020 - Nov 13, 2020 | -3.29% Nov 15, 2022 - Nov 30, 2022 |
| #15 | -6.75% Sep 18, 2009 - Jan 8, 2010 | -3.29% Jul 23, 2025 - Aug 12, 2025 |
Correlation
Correlation between ETJ and DFSE is 0.84 which considered as a strong positive correlation - the stocks tend to move together.
0.84
-101
Dividend Comparison (2007 - 2026)
ETJ vs DFSE dividend yield comparison.
| Year | ETJ | DFSE |
|---|---|---|
| 2026 | 5.40% | 0.68% |
| 2025 | 8.86% | 2.26% |
| 2024 | 8.16% | 2.06% |
| 2023 | 8.86% | 2.06% |
| 2022 | 11.68% | 0.36% |
| 2021 | 8.53% | 0.00% |
| 2020 | 8.79% | 0.00% |
| 2019 | 9.77% | 0.00% |
| 2018 | 11.23% | 0.00% |
| 2017 | 9.82% | 0.00% |
| 2016 | 12.46% | 0.00% |
| 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% |
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