ETJ vs RSPG

Comparison between Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ, ETF) and INVESCO S&P 500 EQUAL WEIGHT ENERGY ETF (RSPG, ETF).

5-Year PerformanceRSPG has outperformed ETJ, delivering a return of +20.5% compared to +3.0%

ETJ vs RSPG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETJ(ETF)	RSPG(ETF)
Net Assets	$626M	$624M
Expense Ratio	N/A	0.40%
Max Drawdown	67.20%	82.12%
Sharpe Ratio	-0.02	1.73
5Y Beta	0.68	0.68
P/E Ratio	N/A	18.91
Forward P/E	N/A	12.01
PEG Ratio	N/A	0.93
5Y Dividends CAGR	-1.48%	16.47%
5Y EPS CAGR	N/A	15.84%
Debt to Equity	N/A	63.96%
P/S Ratio	N/A	1.60
P/B Ratio	N/A	2.42

Net Assets

Winner

ETJ

$626M

RSPG

$624M

Expense Ratio

ETJ

N/A

RSPG

0.40%

Max Drawdown

Winner

ETJ

67.20%

RSPG

82.12%

Sharpe Ratio

ETJ

-0.02

Winner

RSPG

1.73

5Y Beta

Winner

ETJ

0.68

RSPG

0.68

P/E Ratio

ETJ

N/A

RSPG

18.91

Forward P/E

ETJ

N/A

RSPG

12.01

PEG Ratio

ETJ

N/A

RSPG

0.93

5Y Dividends CAGR

ETJ

-1.48%

Winner

RSPG

16.47%

5Y EPS CAGR

ETJ

N/A

RSPG

15.84%

Debt to Equity

ETJ

N/A

RSPG

63.96%

P/S Ratio

ETJ

N/A

RSPG

1.60

P/B Ratio

ETJ

N/A

RSPG

2.42

ETJ vs RSPG - Historical Returns

Returns include dividend reinvestment.

Period	ETJ	RSPG
1 month	-1.11%	-4.48%
3 months	-2.00%	+3.30%
6 months	-1.26%	+25.37%
1 year	+3.27%	+47.29%
5 years(CAGR)	+3.01%	+20.53%
10 years(CAGR)	+8.07%	+9.14%
Max(CAGR)	+5.33%	+6.02%

Winner

ETJ

-1.11%

RSPG

-4.48%

ETJ

-2.00%

Winner

RSPG

+3.30%

ETJ

-1.26%

Winner

RSPG

+25.37%

ETJ

+3.27%

Winner

RSPG

+47.29%

5Y(CAGR)

ETJ

+3.01%

Winner

RSPG

+20.53%

10Y(CAGR)

ETJ

+8.07%

Winner

RSPG

+9.14%

Max(CAGR)

ETJ

+5.33%

Winner

RSPG

+6.02%

ETJ vs RSPG - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	ETJ	RSPG
2026	-1.67%	+28.63%
2025	+4.37%	+5.20%
2024	+30.50%	+5.19%
2023	+14.46%	+8.79%
2022	-23.01%	+52.54%
2021	+15.18%	+57.30%
2020	+22.42%	-32.54%
2019	+26.64%	+10.92%
2018	-8.47%	-26.16%
2017	+18.00%	-7.51%
2016	+0.02%	+35.67%
2015	+4.14%	-28.92%
2014	+4.34%	-13.65%
2013	+17.40%	+25.55%
2012	+9.78%	+1.58%
2011	-13.13%	-2.04%
2010	-11.37%	+21.80%
2009	+3.45%	+38.47%
2008	+6.37%	-49.06%
2007	-4.18%	+47.07%
2006	N/A	+2.54%

ETJ vs RSPG Drawdown Comparison

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

The maximum drawdown for RSPG was -79.98%, occurring on Mar 18, 2020. Recovery took 1998 trading sessions.

The current ETJ drawdown is -3.70%. The current RSPG drawdown is -7.73%.

Rank	ETJ	RSPG
#1	-32.81% Feb 19, 2020 - Jun 3, 2020	-79.98% Jun 23, 2014 - May 27, 2022
#2	-31.32% Apr 22, 2010 - Jan 14, 2014	-65.50% Jun 23, 2008 - Sep 18, 2013
#3	-30.40% Jul 31, 2008 - Jul 21, 2009	-28.47% Jun 7, 2022 - Aug 11, 2023
#4	-28.53% Nov 12, 2021 - Aug 16, 2024	-23.07% Nov 22, 2024 - Dec 5, 2025
#5	-19.65% Oct 1, 2018 - Apr 17, 2019	-18.93% Jan 3, 2008 - Apr 9, 2008
#6	-15.45% Dec 26, 2024 - Jun 30, 2025	-13.67% Jul 23, 2007 - Sep 19, 2007
#7	-15.30% Jul 27, 2007 - Apr 24, 2008	-13.62% Apr 5, 2024 - Nov 20, 2024
#8	-12.54% Jun 18, 2015 - Jul 8, 2016	-13.14% Dec 14, 2006 - Apr 2, 2007
#9	-10.41% Feb 2, 2026 - Mar 27, 2026	-12.20% Oct 18, 2023 - Mar 14, 2024
#10	-9.84% Aug 22, 2016 - Jan 25, 2017	-12.18% Mar 27, 2026 - Apr 17, 2026
#11	-8.46% Jan 12, 2018 - Jun 4, 2018	-9.70% Nov 6, 2007 - Dec 21, 2007
#12	-8.25% Nov 28, 2014 - Jun 18, 2015	-9.21% Sep 14, 2023 - Oct 18, 2023
#13	-8.19% Sep 18, 2014 - Nov 28, 2014	-6.89% Apr 21, 2008 - May 15, 2008
#14	-7.97% Sep 1, 2020 - Nov 13, 2020	-6.76% Dec 5, 2025 - Jan 14, 2026
#15	-6.75% Sep 18, 2009 - Jan 8, 2010	-6.47% Oct 22, 2013 - Feb 24, 2014

Correlation

Correlation between ETJ and RSPG is 0.56 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.56

-101

Dividend Comparison (2006 - 2026)

ETJ vs RSPG dividend yield comparison.

Year	ETJ	RSPG
2026	3.90%	0.49%
2025	8.86%	2.60%
2024	8.16%	2.43%
2023	8.86%	2.84%
2022	11.68%	3.43%
2021	8.53%	2.37%
2020	8.79%	3.15%
2019	9.77%	2.15%
2018	11.23%	2.18%
2017	9.82%	2.55%
2016	12.46%	1.14%
2015	10.98%	2.80%
2014	10.47%	1.97%
2013	9.90%	0.98%
2012	11.09%	1.00%
2011	12.23%	0.87%
2010	13.55%	0.65%
2009	10.80%	0.87%
2008	10.01%	1.07%
2007	2.41%	3.07%
2006	0.00%	0.12%