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ETY vs TMF

Comparison between Eaton Vance Tax-Managed Diversified Equity Income Fund (ETY, ETF) and DIREXION DAILY 20+ YEAR TREASURY BULL 3X SHARES (TMF, ETF).

5-Year PerformanceETY has outperformed TMF, delivering a return of +9.1% compared to -31.0%

ETY vs TMF - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
ETY
$2.50B
Winner
TMF
$2.60B
Max Drawdown
Winner
ETY
64.57%
TMF
93.82%
Sharpe Ratio
ETY
0.04
Winner
TMF
0.10
5Y Beta
ETY
0.93
Winner
TMF
0.20
5Y Dividends CAGR
Winner
ETY
4.98%
TMF
-26.36%

ETY vs TMF - Historical Returns

Returns include dividend reinvestment.

1M
ETY
-0.69%
Winner
TMF
+10.27%
3M
Winner
ETY
+3.20%
TMF
-3.83%
6M
Winner
ETY
+0.71%
TMF
-4.69%
1Y
Winner
ETY
+4.07%
TMF
-0.70%
5Y(CAGR)
Winner
ETY
+9.13%
TMF
-31.03%
10Y(CAGR)
Winner
ETY
+12.58%
TMF
-16.77%
Max(CAGR)
Winner
ETY
+8.52%
TMF
-5.88%

ETY vs TMF - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

YearETYTMF
2026-1.73%-2.74%
2025+11.01%-3.69%
2024+35.10%-34.61%
2023+21.52%-17.42%
2022-20.72%-70.36%
2021+34.82%-19.51%
2020+6.29%+34.34%
2019+31.23%+32.62%
2018-10.18%-7.97%
2017+29.36%+21.53%
2016+4.62%-5.33%
2015+9.12%-16.30%
2014+12.87%+95.37%
2013+25.11%-36.52%
2012+16.30%+5.23%
2011-13.08%+112.97%
2010-2.81%+16.06%
2009+36.46%-39.24%
2008-25.83%N/A
2007-8.21%N/A
2006+0.25%N/A

ETY vs TMF Drawdown Comparison

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

The maximum drawdown for TMF was -92.89%, occurring on May 19, 2026. This drawdown has not yet recovered.

The current ETY drawdown is -4.26%. The current TMF drawdown is -92.00%.

RankETYTMF
#1-52.91%
Jun 1, 2007 - Jan 18, 2013
-92.89%
Mar 9, 2020 - May 19, 2026
#2-42.40%
Feb 12, 2020 - Nov 17, 2020
-53.33%
Jul 25, 2012 - Jan 5, 2015
#3-24.43%
Sep 13, 2018 - Jun 20, 2019
-51.11%
Jul 8, 2016 - Aug 12, 2019
#4-24.03%
Dec 31, 2021 - Feb 5, 2024
-46.17%
Aug 26, 2010 - Aug 10, 2011
#5-21.28%
Feb 19, 2025 - Jun 25, 2025
-44.57%
Apr 20, 2009 - Aug 19, 2010
#6-14.39%
Sep 22, 2025 - Mar 30, 2026
-42.46%
Jan 30, 2015 - Jun 27, 2016
#7-13.90%
Nov 3, 2015 - Aug 5, 2016
-30.94%
Oct 3, 2011 - May 30, 2012
#8-12.52%
Sep 3, 2014 - Nov 5, 2014
-24.59%
Aug 28, 2019 - Feb 24, 2020
#9-11.93%
Jul 20, 2015 - Nov 3, 2015
-14.95%
Aug 10, 2011 - Aug 18, 2011
#10-8.97%
Jan 26, 2018 - May 8, 2018
-14.23%
Sep 22, 2011 - Oct 3, 2011
#11-8.63%
Sep 8, 2016 - Jan 26, 2017
-12.90%
Aug 19, 2011 - Sep 2, 2011
#12-8.09%
May 21, 2013 - Jul 15, 2013
-12.78%
Jun 1, 2012 - Jul 23, 2012
#13-7.21%
Jul 10, 2024 - Aug 30, 2024
-7.46%
Aug 15, 2019 - Aug 27, 2019
#14-6.77%
Nov 28, 2014 - Feb 27, 2015
-6.18%
Sep 12, 2011 - Sep 19, 2011
#15-6.17%
Jan 22, 2014 - Feb 18, 2014
-5.52%
Sep 6, 2011 - Sep 9, 2011

Correlation

Correlation between ETY and TMF is -0.25 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.25
-101

Dividend Comparison (2007 - 2026)

ETY vs TMF dividend yield comparison.

YearETYTMF
20264.13%0.61%
20257.76%4.06%
20247.59%4.29%
20237.92%2.82%
202210.04%1.62%
20217.01%0.13%
20208.26%2.24%
20198.08%0.94%
20189.92%1.49%
20178.30%0.41%
20169.77%0.00%
20159.03%0.00%
20149.06%0.00%
20139.26%0.57%
201211.19%0.17%
201113.06%0.70%
201014.35%5.12%
200914.09%15.58%
200817.11%0.00%
200711.13%0.00%

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