ETY vs JMOM

Comparison between Eaton Vance Tax-Managed Diversified Equity Income Fund (ETY, ETF) and JPMORGAN U.S. MOMENTUM FACTOR ETF (JMOM, ETF).

5-Year PerformanceJMOM has outperformed ETY, delivering a return of +14.4% compared to +8.8%

ETY vs JMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETY(ETF)	JMOM(ETF)
Net Assets	$2.50B	$2.60B
Expense Ratio	N/A	0.12%
Max Drawdown	64.57%	34.31%
Sharpe Ratio	-0.18	1.47
5Y Beta	0.92	1.06
P/E Ratio	N/A	32.33
Forward P/E	N/A	20.41
5Y Dividends CAGR	4.98%	14.90%
5Y EPS CAGR	N/A	21.13%
Debt to Equity	N/A	33.46%
P/S Ratio	N/A	2.35
P/B Ratio	N/A	4.98

Net Assets

ETY

$2.50B

Winner

JMOM

$2.60B

Expense Ratio

ETY

N/A

JMOM

0.12%

Max Drawdown

ETY

64.57%

Winner

JMOM

34.31%

Sharpe Ratio

ETY

-0.18

Winner

JMOM

1.47

5Y Beta

Winner

ETY

0.92

JMOM

1.06

P/E Ratio

ETY

N/A

JMOM

32.33

Forward P/E

ETY

N/A

JMOM

20.41

5Y Dividends CAGR

ETY

4.98%

Winner

JMOM

14.90%

5Y EPS CAGR

ETY

N/A

JMOM

21.13%

Debt to Equity

ETY

N/A

JMOM

33.46%

P/S Ratio

ETY

N/A

JMOM

2.35

P/B Ratio

ETY

N/A

JMOM

4.98

ETY vs JMOM - Historical Returns

Returns include dividend reinvestment.

Period	ETY	JMOM
1 month	+1.37%	+1.65%
3 months	+0.47%	+8.43%
6 months	+1.39%	+19.92%
1 year	+0.74%	+31.42%
5 years(CAGR)	+8.81%	+14.37%
10 years(CAGR)	+12.31%	+16.19%
Max(CAGR)	+8.58%	+16.19%

ETY

+1.37%

Winner

JMOM

+1.65%

ETY

+0.47%

Winner

JMOM

+8.43%

ETY

+1.39%

Winner

JMOM

+19.92%

ETY

+0.74%

Winner

JMOM

+31.42%

5Y(CAGR)

ETY

+8.81%

Winner

JMOM

+14.37%

10Y(CAGR)

ETY

+12.31%

Winner

JMOM

+16.19%

Max(CAGR)

ETY

+8.58%

Winner

JMOM

+16.19%

ETY vs JMOM - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	ETY	JMOM
2026	+0.52%	+23.00%
2025	+11.01%	+17.75%
2024	+35.10%	+29.74%
2023	+21.52%	+23.74%
2022	-20.72%	-20.41%
2021	+34.82%	+26.82%
2020	+6.29%	+28.12%
2019	+31.23%	+28.88%
2018	-10.18%	-5.24%
2017	+29.36%	+3.32%
2016	+4.62%	N/A
2015	+9.12%	N/A
2014	+12.87%	N/A
2013	+25.11%	N/A
2012	+16.30%	N/A
2011	-13.08%	N/A
2010	-2.81%	N/A
2009	+36.46%	N/A
2008	-25.83%	N/A
2007	-8.21%	N/A
2006	+0.25%	N/A

ETY vs JMOM Drawdown Comparison

The maximum drawdown for ETY was -52.91%, occurring on Nov 20, 2008. Recovery took 1419 trading sessions.

The maximum drawdown for JMOM was -34.31%, occurring on Mar 23, 2020. Recovery took 105 trading sessions.

The current ETY drawdown is -2.07%. The current JMOM drawdown is -1.39%.

Rank	ETY	JMOM
#1	-52.91% Jun 1, 2007 - Jan 18, 2013	-34.31% Feb 19, 2020 - Jul 20, 2020
#2	-42.40% Feb 12, 2020 - Nov 17, 2020	-28.27% Nov 16, 2021 - Jan 30, 2024
#3	-24.43% Sep 13, 2018 - Jun 20, 2019	-21.59% Oct 3, 2018 - Jun 10, 2019
#4	-24.03% Dec 31, 2021 - Feb 5, 2024	-19.51% Feb 18, 2025 - Jun 24, 2025
#5	-21.28% Feb 19, 2025 - Jun 25, 2025	-10.94% Feb 12, 2021 - Apr 15, 2021
#6	-14.39% Sep 22, 2025 - Mar 30, 2026	-9.09% Jan 26, 2018 - Jun 5, 2018
#7	-13.90% Nov 3, 2015 - Aug 5, 2016	-8.49% Jul 16, 2024 - Aug 23, 2024
#8	-12.52% Sep 3, 2014 - Nov 5, 2014	-8.34% Oct 13, 2020 - Nov 24, 2020
#9	-11.93% Jul 20, 2015 - Nov 3, 2015	-8.27% Sep 2, 2020 - Oct 9, 2020
#10	-8.97% Jan 26, 2018 - May 8, 2018	-8.02% Jun 30, 2026 - Jul 29, 2026
#11	-8.63% Sep 8, 2016 - Jan 26, 2017	-7.87% Mar 2, 2026 - Apr 8, 2026
#12	-8.09% May 21, 2013 - Jul 15, 2013	-6.88% Apr 26, 2021 - Jun 14, 2021
#13	-7.21% Jul 10, 2024 - Aug 30, 2024	-6.63% Sep 3, 2021 - Oct 21, 2021
#14	-6.77% Nov 28, 2014 - Feb 27, 2015	-6.24% Mar 21, 2024 - May 15, 2024
#15	-6.17% Jan 22, 2014 - Feb 18, 2014	-6.18% Dec 4, 2024 - Jan 23, 2025

Correlation

Correlation between ETY and JMOM is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2007 - 2026)

ETY vs JMOM dividend yield comparison.

Year	ETY	JMOM
2026	4.74%	0.33%
2025	7.76%	0.86%
2024	7.59%	0.75%
2023	7.92%	1.21%
2022	10.04%	1.39%
2021	7.01%	0.64%
2020	8.26%	0.85%
2019	8.08%	1.11%
2018	9.92%	1.38%
2017	8.30%	0.29%
2016	9.77%	0.00%
2015	9.03%	0.00%
2014	9.06%	0.00%
2013	9.26%	0.00%
2012	11.19%	0.00%
2011	13.06%	0.00%
2010	14.35%	0.00%
2009	14.09%	0.00%
2008	17.11%	0.00%
2007	11.13%	0.00%