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ETJ vs FYLD

Comparison between Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ, ETF) and CAMBRIA FOREIGN SHAREHOLDER YIELD ETF (FYLD, ETF).

5-Year PerformanceFYLD has outperformed ETJ, delivering a return of +11.7% compared to +2.8%

ETJ vs FYLD - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
ETJ
$626M
FYLD
$625M
Expense Ratio
ETJ
N/A
FYLD
0.59%
Max Drawdown
ETJ
67.20%
Winner
FYLD
49.15%
Sharpe Ratio
ETJ
0.02
Winner
FYLD
2.55
5Y Beta
ETJ
0.68
Winner
FYLD
0.61
5Y Dividends CAGR
ETJ
-1.48%
Winner
FYLD
8.35%

ETJ vs FYLD - Historical Returns

Returns include dividend reinvestment.

1M
Winner
ETJ
+1.87%
FYLD
-0.08%
3M
ETJ
+1.62%
Winner
FYLD
+6.22%
6M
ETJ
+1.29%
Winner
FYLD
+20.40%
1Y
ETJ
+3.91%
Winner
FYLD
+37.20%
5Y(CAGR)
ETJ
+2.79%
Winner
FYLD
+11.69%
10Y(CAGR)
ETJ
+8.43%
Winner
FYLD
+11.94%
Max(CAGR)
ETJ
+5.38%
Winner
FYLD
+8.18%

ETJ vs FYLD - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearETJFYLD
2026-0.67%+17.51%
2025+4.37%+33.68%
2024+30.50%+3.26%
2023+14.46%+13.55%
2022-23.01%-5.95%
2021+15.18%+17.62%
2020+22.42%+2.87%
2019+26.64%+18.63%
2018-8.47%-15.06%
2017+18.00%+28.99%
2016+0.02%+9.03%
2015+4.14%-7.57%
2014+4.34%-8.85%
2013+17.40%+4.42%
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 FYLD Drawdown Comparison

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

The maximum drawdown for FYLD was -44.59%, occurring on Mar 23, 2020. Recovery took 737 trading sessions.

The current ETJ drawdown is -2.72%. The current FYLD drawdown is -1.05%.

RankETJFYLD
#1-32.81%
Feb 19, 2020 - Jun 3, 2020
-44.59%
Jan 26, 2018 - Dec 30, 2020
#2-31.32%
Apr 22, 2010 - Jan 14, 2014
-30.06%
Jul 3, 2014 - Jul 19, 2017
#3-30.40%
Jul 31, 2008 - Jul 21, 2009
-25.11%
Jan 14, 2022 - Dec 19, 2023
#4-28.53%
Nov 12, 2021 - Aug 16, 2024
-15.15%
Mar 19, 2025 - May 13, 2025
#5-19.65%
Oct 1, 2018 - Apr 17, 2019
-10.96%
Jan 15, 2014 - Mar 4, 2014
#6-15.45%
Dec 26, 2024 - Jun 30, 2025
-10.70%
Sep 26, 2024 - Mar 19, 2025
#7-15.30%
Jul 27, 2007 - Apr 24, 2008
-9.56%
May 31, 2024 - Aug 23, 2024
#8-12.54%
Jun 18, 2015 - Jul 8, 2016
-7.85%
Jun 7, 2021 - Jan 11, 2022
#9-10.41%
Feb 2, 2026 - Mar 27, 2026
-5.75%
Jan 20, 2021 - Feb 9, 2021
#10-9.84%
Aug 22, 2016 - Jan 25, 2017
-5.44%
Feb 27, 2026 - Apr 8, 2026
#11-8.46%
Jan 12, 2018 - Jun 4, 2018
-4.73%
Aug 23, 2024 - Sep 19, 2024
#12-8.25%
Nov 28, 2014 - Jun 18, 2015
-4.15%
Mar 6, 2014 - Apr 9, 2014
#13-8.19%
Sep 18, 2014 - Nov 28, 2014
-3.88%
Sep 15, 2025 - Nov 10, 2025
#14-7.97%
Sep 1, 2020 - Nov 13, 2020
-3.87%
Dec 16, 2013 - Dec 31, 2013
#15-6.75%
Sep 18, 2009 - Jan 8, 2010
-3.85%
Apr 8, 2024 - May 6, 2024

Correlation

Correlation between ETJ and FYLD is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89
-101

Dividend Comparison (2007 - 2026)

ETJ vs FYLD dividend yield comparison.

YearETJFYLD
20264.67%0.26%
20258.86%4.07%
20248.16%5.41%
20238.86%6.06%
202211.68%6.13%
20218.53%4.74%
20208.79%3.94%
20199.77%3.73%
201811.23%5.17%
20179.82%2.85%
201612.46%2.72%
201510.98%3.98%
201410.47%5.13%
20139.90%0.07%
201211.09%0.00%
201112.23%0.00%
201013.55%0.00%
200910.80%0.00%
200810.01%0.00%
20072.41%0.00%

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