ETJ vs SFY
Comparison between Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ, ETF) and SOFI SELECT 500 ETF (SFY, ETF).
5-Year PerformanceSFY has outperformed ETJ, delivering a return of +15.0% compared to +3.0%
ETJ vs SFY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
ETJ vs SFY - Historical Returns
Returns include dividend reinvestment.
ETJ vs SFY - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | ETJ | SFY |
|---|---|---|
| 2026 | -1.67% | +9.92% |
| 2025 | +4.37% | +22.30% |
| 2024 | +30.50% | +30.66% |
| 2023 | +14.46% | +30.52% |
| 2022 | -23.01% | -23.41% |
| 2021 | +15.18% | +29.52% |
| 2020 | +22.42% | +23.52% |
| 2019 | +26.64% | +13.37% |
| 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 SFY Drawdown Comparison
The maximum drawdown for ETJ was -32.81%, occurring on Mar 18, 2020. Recovery took 73 trading sessions.
The maximum drawdown for SFY was -33.25%, occurring on Mar 23, 2020. Recovery took 115 trading sessions.
The current ETJ drawdown is -3.70%. The current SFY drawdown is -4.59%.
| Rank | ETJ | SFY |
|---|---|---|
| #1 | -32.81% Feb 19, 2020 - Jun 3, 2020 | -33.25% Feb 19, 2020 - Aug 3, 2020 |
| #2 | -31.32% Apr 22, 2010 - Jan 14, 2014 | -27.72% Jan 3, 2022 - Jan 19, 2024 |
| #3 | -30.40% Jul 31, 2008 - Jul 21, 2009 | -21.04% Feb 19, 2025 - Jun 24, 2025 |
| #4 | -28.53% Nov 12, 2021 - Aug 16, 2024 | -11.20% Jul 10, 2024 - Sep 24, 2024 |
| #5 | -19.65% Oct 1, 2018 - Apr 17, 2019 | -10.79% Jan 28, 2026 - Apr 14, 2026 |
| #6 | -15.45% Dec 26, 2024 - Jun 30, 2025 | -9.18% Sep 2, 2020 - Nov 13, 2020 |
| #7 | -15.30% Jul 27, 2007 - Apr 24, 2008 | -7.34% Apr 29, 2019 - Jun 20, 2019 |
| #8 | -12.54% Jun 18, 2015 - Jul 8, 2016 | -6.50% Oct 29, 2025 - Jan 12, 2026 |
| #9 | -10.41% Feb 2, 2026 - Mar 27, 2026 | -6.31% Jul 26, 2019 - Oct 28, 2019 |
| #10 | -9.84% Aug 22, 2016 - Jan 25, 2017 | -5.99% Sep 3, 2021 - Oct 21, 2021 |
| #11 | -8.46% Jan 12, 2018 - Jun 4, 2018 | -5.37% Mar 28, 2024 - May 14, 2024 |
| #12 | -8.25% Nov 28, 2014 - Jun 18, 2015 | -5.16% Feb 16, 2021 - Apr 1, 2021 |
| #13 | -8.19% Sep 18, 2014 - Nov 28, 2014 | -4.70% Dec 6, 2024 - Jan 22, 2025 |
| #14 | -7.97% Sep 1, 2020 - Nov 13, 2020 | -4.65% Nov 19, 2021 - Dec 27, 2021 |
| #15 | -6.75% Sep 18, 2009 - Jan 8, 2010 | -4.59% Jun 2, 2026 - Jun 5, 2026 |
Correlation
Correlation between ETJ and SFY is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
Dividend Comparison (2007 - 2026)
ETJ vs SFY dividend yield comparison.
| Year | ETJ | SFY |
|---|---|---|
| 2026 | 3.90% | 0.00% |
| 2025 | 8.86% | 0.96% |
| 2024 | 8.16% | 0.99% |
| 2023 | 8.86% | 1.40% |
| 2022 | 11.68% | 1.61% |
| 2021 | 8.53% | 0.90% |
| 2020 | 8.79% | 1.18% |
| 2019 | 9.77% | 1.02% |
| 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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