ETY vs KOMP

Comparison between Eaton Vance Tax-Managed Diversified Equity Income Fund (ETY, ETF) and STATE STREET(R) SPDR(R) S&P KENSHO NEW ECONOMIES COMPOSITE ETF (KOMP, ETF).

5-Year PerformanceETY has outperformed KOMP, delivering a return of +8.7% compared to +3.8%

ETY vs KOMP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETY(ETF)	KOMP(ETF)
Net Assets	$2.50B	$2.60B
Expense Ratio	N/A	0.20%
Max Drawdown	64.57%	51.83%
Sharpe Ratio	-0.20	0.83
5Y Beta	0.92	1.30
P/E Ratio	N/A	-5.58
Forward P/E	N/A	18.97
5Y Dividends CAGR	4.98%	10.79%
P/S Ratio	N/A	0.05
P/B Ratio	N/A	2.80

Net Assets

ETY

$2.50B

Winner

KOMP

$2.60B

Expense Ratio

ETY

N/A

KOMP

0.20%

Max Drawdown

ETY

64.57%

Winner

KOMP

51.83%

Sharpe Ratio

ETY

-0.20

Winner

KOMP

0.83

5Y Beta

Winner

ETY

0.92

KOMP

1.30

P/E Ratio

ETY

N/A

KOMP

-5.58

Forward P/E

ETY

N/A

KOMP

18.97

5Y Dividends CAGR

ETY

4.98%

Winner

KOMP

10.79%

P/S Ratio

ETY

N/A

KOMP

0.05

P/B Ratio

ETY

N/A

KOMP

2.80

ETY vs KOMP - Historical Returns

Returns include dividend reinvestment.

Period	ETY	KOMP
1 month	+1.03%	+3.07%
3 months	-0.97%	+0.16%
6 months	+0.40%	+10.11%
1 year	+0.07%	+24.55%
5 years(CAGR)	+8.69%	+3.79%
10 years(CAGR)	+11.90%	N/A
Max(CAGR)	+8.50%	+12.78%

ETY

+1.03%

Winner

KOMP

+3.07%

ETY

-0.97%

Winner

KOMP

+0.16%

ETY

+0.40%

Winner

KOMP

+10.11%

ETY

+0.07%

Winner

KOMP

+24.55%

5Y(CAGR)

Winner

ETY

+8.69%

KOMP

+3.79%

10Y(CAGR)

ETY

+11.90%

KOMP

N/A

Max(CAGR)

ETY

+8.50%

Winner

KOMP

+12.78%

ETY vs KOMP - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	ETY	KOMP
2026	-0.67%	+13.07%
2025	+11.01%	+19.35%
2024	+35.10%	+12.26%
2023	+21.52%	+20.61%
2022	-20.72%	-32.92%
2021	+34.82%	+4.52%
2020	+6.29%	+59.04%
2019	+31.23%	+36.33%
2018	-10.18%	-10.32%
2017	+29.36%	N/A
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 KOMP Drawdown Comparison

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

The maximum drawdown for KOMP was -50.05%, occurring on Oct 27, 2023. Recovery took 1323 trading sessions.

The current ETY drawdown is -3.23%. The current KOMP drawdown is -7.89%.

Rank	ETY	KOMP
#1	-52.91% Jun 1, 2007 - Jan 18, 2013	-50.05% Feb 16, 2021 - May 22, 2026
#2	-42.40% Feb 12, 2020 - Nov 17, 2020	-38.35% Feb 19, 2020 - Jul 15, 2020
#3	-24.43% Sep 13, 2018 - Jun 20, 2019	-18.99% Nov 8, 2018 - Feb 14, 2019
#4	-24.03% Dec 31, 2021 - Feb 5, 2024	-15.57% Jun 2, 2026 - Jul 29, 2026
#5	-21.28% Feb 19, 2025 - Jun 25, 2025	-8.01% Sep 2, 2020 - Oct 5, 2020
#6	-14.39% Sep 22, 2025 - Mar 30, 2026	-7.90% May 3, 2019 - Jun 20, 2019
#7	-13.90% Nov 3, 2015 - Aug 5, 2016	-7.11% Oct 12, 2020 - Nov 5, 2020
#8	-12.52% Sep 3, 2014 - Nov 5, 2014	-6.83% Jul 24, 2019 - Nov 8, 2019
#9	-11.93% Jul 20, 2015 - Nov 3, 2015	-5.92% Jan 26, 2021 - Feb 3, 2021
#10	-8.97% Jan 26, 2018 - May 8, 2018	-4.33% Jan 17, 2020 - Feb 6, 2020
#11	-8.63% Sep 8, 2016 - Jan 26, 2017	-4.13% Feb 25, 2019 - Apr 3, 2019
#12	-8.09% May 21, 2013 - Jul 15, 2013	-4.08% Oct 23, 2018 - Nov 1, 2018
#13	-7.21% Jul 10, 2024 - Aug 30, 2024	-2.85% Jan 14, 2021 - Jan 19, 2021
#14	-6.77% Nov 28, 2014 - Feb 27, 2015	-2.62% Dec 22, 2020 - Jan 5, 2021
#15	-6.17% Jan 22, 2014 - Feb 18, 2014	-2.53% Jul 22, 2020 - Aug 3, 2020

Correlation

Correlation between ETY and KOMP is 0.76 which considered as a strong positive correlation - the stocks tend to move together.

0.76

-101

Dividend Comparison (2007 - 2026)

ETY vs KOMP dividend yield comparison.

Year	ETY	KOMP
2026	5.52%	0.25%
2025	7.76%	1.84%
2024	7.59%	1.04%
2023	7.92%	1.26%
2022	10.04%	1.47%
2021	7.01%	1.44%
2020	8.26%	0.69%
2019	8.08%	0.81%
2018	9.92%	0.13%
2017	8.30%	0.00%
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%