EVN vs QMOM

Comparison between Eaton Vance Municipal Income Trust (EVN, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF).

5-Year PerformanceQMOM has outperformed EVN, delivering a return of +8.9% compared to -0.6%

EVN vs QMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EVN(ETF)	QMOM(ETF)
Net Assets	$423M	$421M
Expense Ratio	N/A	0.28%
Max Drawdown	62.55%	39.92%
Sharpe Ratio	0.45	0.71
5Y Beta	0.19	1.20
P/E Ratio	N/A	63.69
Forward P/E	N/A	20.42
5Y Dividends CAGR	3.09%	95.10%
5Y EPS CAGR	N/A	14.63%
Debt to Equity	N/A	-4.17%
P/S Ratio	N/A	1.53
P/B Ratio	N/A	4.75

Net Assets

Winner

EVN

$423M

QMOM

$421M

Expense Ratio

EVN

N/A

QMOM

0.28%

Max Drawdown

EVN

62.55%

Winner

QMOM

39.92%

Sharpe Ratio

EVN

0.45

Winner

QMOM

0.71

5Y Beta

Winner

EVN

0.19

QMOM

1.20

P/E Ratio

EVN

N/A

QMOM

63.69

Forward P/E

EVN

N/A

QMOM

20.42

5Y Dividends CAGR

EVN

3.09%

Winner

QMOM

95.10%

5Y EPS CAGR

EVN

N/A

QMOM

14.63%

Debt to Equity

EVN

N/A

QMOM

-4.17%

P/S Ratio

EVN

N/A

QMOM

1.53

P/B Ratio

EVN

N/A

QMOM

4.75

EVN vs QMOM - Historical Returns

Returns include dividend reinvestment.

Period	EVN	QMOM
1 month	+1.71%	+1.16%
3 months	+1.41%	-5.11%
6 months	-0.36%	+2.81%
1 year	+8.41%	+20.53%
5 years(CAGR)	-0.58%	+8.89%
10 years(CAGR)	+1.97%	+12.57%
Max(CAGR)	+5.77%	+12.38%

Winner

EVN

+1.71%

QMOM

+1.16%

Winner

EVN

+1.41%

QMOM

-5.11%

EVN

-0.36%

Winner

QMOM

+2.81%

EVN

+8.41%

Winner

QMOM

+20.53%

5Y(CAGR)

EVN

-0.58%

Winner

QMOM

+8.89%

10Y(CAGR)

EVN

+1.97%

Winner

QMOM

+12.57%

Max(CAGR)

EVN

+5.77%

Winner

QMOM

+12.38%

EVN vs QMOM - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	EVN	QMOM
2026	+3.92%	+13.15%
2025	+12.50%	+1.42%
2024	+8.33%	+32.17%
2023	+3.00%	+13.84%
2022	-25.04%	-6.63%
2021	+7.73%	-2.71%
2020	+10.09%	+59.91%
2019	+15.59%	+29.03%
2018	-3.88%	-11.66%
2017	+4.85%	+16.06%
2016	-3.37%	+8.32%
2015	+9.71%	N/A
2014	+35.72%	N/A
2013	-19.33%	N/A
2012	+16.12%	N/A
2011	+23.98%	N/A
2010	+3.83%	N/A
2009	+56.76%	N/A
2008	-39.77%	N/A
2007	-9.13%	N/A
2006	+14.02%	N/A
2005	-1.43%	N/A
2004	+11.85%	N/A
2003	+18.50%	N/A
2002	+11.13%	N/A
2001	+19.65%	N/A
2000	+4.37%	N/A
1999	-3.08%	N/A

EVN vs QMOM Drawdown Comparison

The maximum drawdown for EVN was -56.82%, occurring on Dec 16, 2008. Recovery took 812 trading sessions.

The maximum drawdown for QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current EVN drawdown is -4.09%. The current QMOM drawdown is -7.91%.

Rank	EVN	QMOM
#1	-56.82% May 11, 2007 - Aug 2, 2010	-39.11% Feb 19, 2020 - Jul 6, 2020
#2	-32.80% Sep 21, 2021 - Jun 29, 2026	-38.89% Feb 12, 2021 - Oct 11, 2024
#3	-27.63% Feb 21, 2020 - Nov 19, 2020	-31.88% Sep 13, 2018 - Jan 13, 2020
#4	-27.40% Mar 6, 2013 - Sep 9, 2014	-26.48% Nov 26, 2024 - Jan 15, 2026
#5	-19.70% Nov 16, 1999 - Jan 3, 2001	-15.68% Jan 5, 2016 - Apr 14, 2016
#6	-18.58% Jul 11, 2016 - Aug 8, 2019	-12.76% Jun 2, 2026 - Jul 29, 2026
#7	-17.26% Sep 7, 2010 - Jul 5, 2011	-12.65% Mar 2, 2026 - Apr 13, 2026
#8	-14.82% Apr 1, 2004 - Aug 27, 2004	-11.75% Oct 13, 2020 - Nov 6, 2020
#9	-11.51% Sep 24, 2002 - Mar 7, 2003	-11.65% Sep 1, 2020 - Oct 5, 2020
#10	-11.30% Feb 3, 2015 - Nov 30, 2015	-10.90% Jan 26, 2018 - Mar 12, 2018
#11	-10.92% Jun 17, 2003 - Oct 31, 2003	-8.59% Nov 6, 2020 - Nov 20, 2020
#12	-9.84% Sep 5, 2001 - Oct 9, 2001	-8.25% Jun 20, 2018 - Aug 27, 2018
#13	-9.44% Jun 28, 2005 - Jul 31, 2006	-8.17% Mar 12, 2018 - May 18, 2018
#14	-9.33% Mar 4, 2005 - May 25, 2005	-8.08% Feb 21, 2017 - Sep 20, 2017
#15	-8.39% Jul 12, 2011 - Sep 13, 2011	-7.88% Dec 22, 2020 - Jan 7, 2021

Correlation

Correlation between EVN and QMOM is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2000 - 2026)

EVN vs QMOM dividend yield comparison.

Year	EVN	QMOM
2026	3.83%	0.00%
2025	5.72%	0.54%
2024	5.78%	1.40%
2023	4.80%	0.87%
2022	5.60%	1.59%
2021	4.14%	0.12%
2020	4.20%	0.08%
2019	4.46%	0.01%
2018	5.50%	0.05%
2017	5.37%	0.13%
2016	6.06%	0.34%
2015	6.46%	0.00%
2014	6.71%	0.00%
2013	8.81%	0.00%
2012	6.92%	0.00%
2011	7.76%	0.00%
2010	8.54%	0.00%
2009	7.54%	0.00%
2008	10.42%	0.00%
2007	5.76%	0.00%
2006	5.39%	0.00%
2005	7.24%	0.00%
2004	7.26%	0.00%
2003	7.19%	0.00%
2002	7.35%	0.00%
2001	5.71%	0.00%
2000	2.07%	0.00%