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