ETJ vs IBMP

Comparison between Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ, ETF) and ISHARES IBONDS DEC 2027 TERM MUNI BOND ETF (IBMP, ETF).

5-Year PerformanceETJ has outperformed IBMP, delivering a return of +3.0% compared to +0.6%

ETJ vs IBMP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETJ(ETF)	IBMP(ETF)
Net Assets	$626M	$632M
Expense Ratio	N/A	0.18%
Max Drawdown	67.20%	15.24%
Sharpe Ratio	-0.02	-0.57
5Y Beta	0.68	0.01
5Y Dividends CAGR	-1.48%	17.99%

Net Assets

ETJ

$626M

Winner

IBMP

$632M

Expense Ratio

ETJ

N/A

IBMP

0.18%

Max Drawdown

ETJ

67.20%

Winner

IBMP

15.24%

Sharpe Ratio

Winner

ETJ

-0.02

IBMP

-0.57

5Y Beta

ETJ

0.68

Winner

IBMP

0.01

5Y Dividends CAGR

ETJ

-1.48%

Winner

IBMP

17.99%

ETJ vs IBMP - Historical Returns

Returns include dividend reinvestment.

Period	ETJ	IBMP
1 month	-1.11%	+0.25%
3 months	-2.00%	+0.27%
6 months	-1.26%	+1.30%
1 year	+3.27%	+3.05%
5 years(CAGR)	+3.01%	+0.61%
10 years(CAGR)	+8.07%	N/A
Max(CAGR)	+5.33%	+1.90%

ETJ

-1.11%

Winner

IBMP

+0.25%

ETJ

-2.00%

Winner

IBMP

+0.27%

ETJ

-1.26%

Winner

IBMP

+1.30%

Winner

ETJ

+3.27%

IBMP

+3.05%

5Y(CAGR)

Winner

ETJ

+3.01%

IBMP

+0.61%

10Y(CAGR)

ETJ

+8.07%

IBMP

N/A

Max(CAGR)

Winner

ETJ

+5.33%

IBMP

+1.90%

ETJ vs IBMP - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	ETJ	IBMP
2026	-1.67%	+0.91%
2025	+4.37%	+3.36%
2024	+30.50%	+1.36%
2023	+14.46%	+3.22%
2022	-23.01%	-5.93%
2021	+15.18%	-0.14%
2020	+22.42%	+6.10%
2019	+26.64%	+4.88%
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 IBMP Drawdown Comparison

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

The maximum drawdown for IBMP was -15.24%, occurring on Mar 20, 2020. Recovery took 88 trading sessions.

The current ETJ drawdown is -3.70%.

Rank	ETJ	IBMP
#1	-32.81% Feb 19, 2020 - Jun 3, 2020	-15.24% Mar 9, 2020 - Jul 14, 2020
#2	-31.32% Apr 22, 2010 - Jan 14, 2014	-10.10% Feb 11, 2021 - Aug 1, 2025
#3	-30.40% Jul 31, 2008 - Jul 21, 2009	-2.24% Aug 15, 2019 - Jan 10, 2020
#4	-28.53% Nov 12, 2021 - Aug 16, 2024	-1.27% Aug 7, 2020 - Nov 20, 2020
#5	-19.65% Oct 1, 2018 - Apr 17, 2019	-0.59% Sep 18, 2025 - Dec 19, 2025
#6	-15.45% Dec 26, 2024 - Jun 30, 2025	-0.55% Mar 2, 2026 - Jun 4, 2026
#7	-15.30% Jul 27, 2007 - Apr 24, 2008	-0.44% Jan 6, 2021 - Jan 27, 2021
#8	-12.54% Jun 18, 2015 - Jul 8, 2016	-0.42% Jan 31, 2020 - Feb 19, 2020
#9	-10.41% Feb 2, 2026 - Mar 27, 2026	-0.32% Apr 11, 2019 - Apr 24, 2019
#10	-9.84% Aug 22, 2016 - Jan 25, 2017	-0.25% Feb 27, 2020 - Mar 6, 2020
#11	-8.46% Jan 12, 2018 - Jun 4, 2018	-0.24% Jun 3, 2019 - Jun 19, 2019
#12	-8.25% Nov 28, 2014 - Jun 18, 2015	-0.21% Jul 2, 2019 - Jul 9, 2019
#13	-8.19% Sep 18, 2014 - Nov 28, 2014	-0.20% Aug 8, 2019 - Aug 13, 2019
#14	-7.97% Sep 1, 2020 - Nov 13, 2020	-0.20% Jan 9, 2026 - Jan 20, 2026
#15	-6.75% Sep 18, 2009 - Jan 8, 2010	-0.16% Jun 19, 2019 - Jun 27, 2019

Correlation

Correlation between ETJ and IBMP 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 IBMP dividend yield comparison.

Year	ETJ	IBMP
2026	3.90%	1.05%
2025	8.86%	2.47%
2024	8.16%	2.35%
2023	8.86%	2.05%
2022	11.68%	1.26%
2021	8.53%	0.86%
2020	8.79%	1.16%
2019	9.77%	1.06%
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%