EVG vs TAIL
Comparison between Eaton Vance Short Duration Diversified Income Fund (EVG, ETF) and CAMBRIA TAIL RISK ETF (TAIL, ETF).
5-Year PerformanceEVG has outperformed TAIL, delivering a return of +5.1% compared to -8.4%
EVG vs TAIL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
EVG vs TAIL - Historical Returns
Returns include dividend reinvestment.
EVG vs TAIL - Annual Returns (2005 - 2026)
Returns include dividend reinvestment.
| Year | EVG | TAIL |
|---|---|---|
| 2026 | +1.97% | -5.66% |
| 2025 | +7.73% | +5.21% |
| 2024 | +14.35% | -9.82% |
| 2023 | +9.92% | -13.63% |
| 2022 | -13.98% | -12.20% |
| 2021 | +17.58% | -13.35% |
| 2020 | -1.29% | +6.87% |
| 2019 | +15.73% | -14.24% |
| 2018 | -7.54% | +4.21% |
| 2017 | +10.90% | -7.70% |
| 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 TAIL Drawdown Comparison
The maximum drawdown for EVG was -40.64%, occurring on Oct 10, 2008. Recovery took 580 trading sessions.
The maximum drawdown for TAIL was -52.36%, occurring on Jan 23, 2025. This drawdown has not yet recovered.
The current EVG drawdown is -1.60%. The current TAIL drawdown is -51.35%.
| Rank | EVG | TAIL |
|---|---|---|
| #1 | -40.64% May 29, 2007 - Sep 15, 2009 | -52.36% Apr 2, 2020 - Jan 23, 2025 |
| #2 | -32.75% Feb 20, 2020 - Jan 11, 2021 | -20.50% Dec 24, 2018 - Mar 12, 2020 |
| #3 | -23.35% Jan 14, 2022 - May 21, 2024 | -18.52% Jun 14, 2017 - Dec 24, 2018 |
| #4 | -16.29% Mar 7, 2005 - Oct 19, 2006 | -6.16% Mar 23, 2020 - Apr 2, 2020 |
| #5 | -12.67% Jan 25, 2013 - Sep 6, 2016 | -4.24% Mar 12, 2020 - Mar 16, 2020 |
| #6 | -10.54% Jul 14, 2011 - Feb 17, 2012 | -2.28% Mar 16, 2020 - Mar 20, 2020 |
| #7 | -10.38% Dec 29, 2017 - May 16, 2019 | N/A |
| #8 | -8.24% Mar 3, 2025 - Jun 27, 2025 | N/A |
| #9 | -7.62% Oct 5, 2012 - Jan 14, 2013 | N/A |
| #10 | -7.05% May 3, 2010 - Sep 1, 2010 | N/A |
| #11 | -6.77% Sep 13, 2021 - Jan 14, 2022 | N/A |
| #12 | -6.28% Nov 5, 2010 - May 25, 2011 | N/A |
| #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 TAIL is -0.84 which considered as a strong negative correlation - the stocks tend to move in opposite directions.
Dividend Comparison (2005 - 2026)
EVG vs TAIL dividend yield comparison.
| Year | EVG | TAIL |
|---|---|---|
| 2026 | 3.47% | 0.72% |
| 2025 | 8.15% | 2.88% |
| 2024 | 8.69% | 3.48% |
| 2023 | 9.18% | 3.74% |
| 2022 | 12.40% | 1.49% |
| 2021 | 8.75% | 0.49% |
| 2020 | 6.67% | 0.36% |
| 2019 | 6.96% | 1.58% |
| 2018 | 6.63% | 1.52% |
| 2017 | 6.68% | 0.91% |
| 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% |
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