EVG vs MSTX

Comparison between Eaton Vance Short Duration Diversified Income Fund (EVG, ETF) and Defiance Daily Target 2x Long MSTR ETF (MSTX, ETF).

EVG vs MSTX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EVG(ETF)	MSTX(ETF)
Net Assets	$151M	$151M
Max Drawdown	54.15%	99.61%
Sharpe Ratio	0.21	-1.82
5Y Beta	0.26	4.87
5Y Dividends CAGR	0.60%	N/A

Net Assets

EVG

$151M

Winner

MSTX

$151M

Max Drawdown

Winner

EVG

54.15%

MSTX

99.61%

Sharpe Ratio

Winner

EVG

0.21

MSTX

-1.82

5Y Beta

Winner

EVG

0.26

MSTX

4.87

5Y Dividends CAGR

EVG

0.60%

MSTX

N/A

EVG vs MSTX - Historical Returns

Returns include dividend reinvestment.

Period	EVG	MSTX
1 month	+0.78%	-20.85%
3 months	+1.99%	-69.48%
6 months	+1.73%	-77.03%
1 year	+5.15%	-97.70%
5 years(CAGR)	+4.81%	N/A
10 years(CAGR)	+5.90%	N/A
Max(CAGR)	+4.93%	-75.15%

Winner

EVG

+0.78%

MSTX

-20.85%

Winner

EVG

+1.99%

MSTX

-69.48%

Winner

EVG

+1.73%

MSTX

-77.03%

Winner

EVG

+5.15%

MSTX

-97.70%

5Y(CAGR)

EVG

+4.81%

MSTX

N/A

10Y(CAGR)

EVG

+5.90%

MSTX

N/A

Max(CAGR)

Winner

EVG

+4.93%

MSTX

-75.15%

EVG vs MSTX - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	EVG	MSTX
2026	+3.08%	-75.97%
2025	+7.73%	-89.80%
2024	+14.35%	+143.64%
2023	+9.92%	N/A
2022	-13.98%	N/A
2021	+17.58%	N/A
2020	-1.29%	N/A
2019	+15.73%	N/A
2018	-7.54%	N/A
2017	+10.90%	N/A
2016	+11.79%	N/A
2015	+1.48%	N/A
2014	-0.55%	N/A
2013	-6.02%	N/A
2012	+12.74%	N/A
2011	+1.64%	N/A
2010	+12.46%	N/A
2009	+41.73%	N/A
2008	-21.71%	N/A
2007	-0.61%	N/A
2006	+13.83%	N/A
2005	-11.81%	N/A

EVG vs MSTX Drawdown Comparison

The maximum drawdown for EVG was -40.64%, occurring on Oct 10, 2008. Recovery took 580 trading sessions.

The maximum drawdown for MSTX was -99.45%, occurring on Jun 26, 2026. This drawdown has not yet recovered.

The current EVG drawdown is -0.93%. The current MSTX drawdown is -99.19%.

Rank	EVG	MSTX
#1	-40.64% May 29, 2007 - Sep 15, 2009	-99.45% Nov 20, 2024 - Jun 26, 2026
#2	-32.75% Feb 20, 2020 - Jan 11, 2021	-38.90% Aug 23, 2024 - Sep 26, 2024
#3	-23.35% Jan 14, 2022 - May 21, 2024	-26.07% Oct 29, 2024 - Nov 7, 2024
#4	-16.29% Mar 7, 2005 - Oct 19, 2006	-16.43% Nov 12, 2024 - Nov 18, 2024
#5	-12.67% Jan 25, 2013 - Sep 6, 2016	-15.43% Oct 11, 2024 - Oct 18, 2024
#6	-10.54% Jul 14, 2011 - Feb 17, 2012	-13.61% Sep 27, 2024 - Oct 7, 2024
#7	-10.38% Dec 29, 2017 - May 16, 2019	-9.40% Aug 21, 2024 - Aug 23, 2024
#8	-8.24% Mar 3, 2025 - Jun 27, 2025	-7.75% Oct 8, 2024 - Oct 11, 2024
#9	-7.62% Oct 5, 2012 - Jan 14, 2013	-4.50% Oct 22, 2024 - Oct 24, 2024
#10	-7.05% May 3, 2010 - Sep 1, 2010	-2.11% Aug 19, 2024 - Aug 21, 2024
#11	-6.77% Sep 13, 2021 - Jan 14, 2022	-1.07% Oct 24, 2024 - Oct 28, 2024
#12	-6.28% Nov 5, 2010 - May 25, 2011	-0.42% Nov 7, 2024 - Nov 11, 2024
#13	-5.03% Feb 17, 2026 - May 6, 2026	N/A
#14	-4.61% Sep 7, 2016 - Dec 9, 2016	N/A
#15	-4.48% Mar 27, 2012 - Jul 16, 2012	N/A

Correlation

Correlation between EVG and MSTX is -0.68 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.68

-101

Dividend Comparison (2005 - 2026)

EVG vs MSTX dividend yield comparison.

Year	EVG	MSTX
2026	4.85%	0.00%
2025	8.15%	0.00%
2024	8.69%	41.01%
2023	9.18%	0.00%
2022	12.40%	0.00%
2021	8.75%	0.00%
2020	6.67%	0.00%
2019	6.96%	0.00%
2018	6.63%	0.00%
2017	6.68%	0.00%
2016	7.79%	0.00%
2015	8.05%	0.00%
2014	7.63%	0.00%
2013	7.07%	0.00%
2012	5.72%	0.00%
2011	6.11%	0.00%
2010	7.41%	0.00%
2009	6.19%	0.00%
2008	11.37%	0.00%
2007	8.86%	0.00%
2006	7.98%	0.00%
2005	6.08%	0.00%