FVAL vs EVLN

Comparison between FIDELITY VALUE FACTOR ETF (FVAL, ETF) and Eaton Vance Floating-Rate ETF (EVLN, ETF).

FVAL vs EVLN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FVAL(ETF)	EVLN(ETF)
Net Assets	$1.30B	$1.30B
Expense Ratio	0.15%	0.60%
Max Drawdown	37.70%	5.27%
Sharpe Ratio	1.72	0.44
5Y Beta	0.91	0.10
P/E Ratio	21.27	N/A
Forward P/E	15.91	N/A
PEG Ratio	0.37	N/A
5Y Dividends CAGR	13.48%	N/A
5Y EPS CAGR	25.03%	N/A
Debt to Equity	-8.78%	N/A
P/S Ratio	1.84	N/A
P/B Ratio	3.32	N/A

Net Assets

FVAL

$1.30B

EVLN

$1.30B

Expense Ratio

Winner

FVAL

0.15%

EVLN

0.60%

Max Drawdown

FVAL

37.70%

Winner

EVLN

5.27%

Sharpe Ratio

Winner

FVAL

1.72

EVLN

0.44

5Y Beta

FVAL

0.91

Winner

EVLN

0.10

P/E Ratio

FVAL

21.27

EVLN

N/A

Forward P/E

FVAL

15.91

EVLN

N/A

PEG Ratio

FVAL

0.37

EVLN

N/A

5Y Dividends CAGR

FVAL

13.48%

EVLN

N/A

5Y EPS CAGR

FVAL

25.03%

EVLN

N/A

Debt to Equity

FVAL

-8.78%

EVLN

N/A

P/S Ratio

FVAL

1.84

EVLN

N/A

P/B Ratio

FVAL

3.32

EVLN

N/A

FVAL vs EVLN - Historical Returns

Returns include dividend reinvestment.

Period	FVAL	EVLN
1 month	-1.49%	+0.32%
3 months	+11.45%	+2.59%
6 months	+6.76%	+1.50%
1 year	+25.79%	+4.64%
5 years(CAGR)	+12.11%	N/A
10 years(CAGR)	+14.13%	N/A
Max(CAGR)	+14.13%	+6.06%

FVAL

-1.49%

Winner

EVLN

+0.32%

Winner

FVAL

+11.45%

EVLN

+2.59%

Winner

FVAL

+6.76%

EVLN

+1.50%

Winner

FVAL

+25.79%

EVLN

+4.64%

5Y(CAGR)

FVAL

+12.11%

EVLN

N/A

10Y(CAGR)

FVAL

+14.13%

EVLN

N/A

Max(CAGR)

Winner

FVAL

+14.13%

EVLN

+6.06%

FVAL vs EVLN - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	FVAL	EVLN
2026	+7.20%	+1.56%
2025	+19.71%	+5.58%
2024	+18.25%	+7.28%
2023	+23.29%	N/A
2022	-15.10%	N/A
2021	+32.63%	N/A
2020	+8.61%	N/A
2019	+29.11%	N/A
2018	-8.66%	N/A
2017	+20.99%	N/A
2016	+8.57%	N/A

FVAL vs EVLN Drawdown Comparison

The maximum drawdown for FVAL was -37.25%, occurring on Mar 23, 2020. Recovery took 193 trading sessions.

The maximum drawdown for EVLN was -2.78%, occurring on Apr 7, 2025. Recovery took 54 trading sessions.

The current FVAL drawdown is -3.89%. The current EVLN drawdown is -0.10%.

Rank	FVAL	EVLN
#1	-37.25% Feb 12, 2020 - Nov 16, 2020	-2.78% Feb 19, 2025 - May 7, 2025
#2	-23.42% Jan 4, 2022 - Dec 11, 2023	-1.77% Jan 22, 2026 - Apr 22, 2026
#3	-19.68% Sep 21, 2018 - Jul 12, 2019	-0.61% Jul 19, 2024 - Aug 14, 2024
#4	-18.39% Feb 18, 2025 - Jul 3, 2025	-0.50% Sep 24, 2025 - Oct 24, 2025
#5	-10.78% Jan 26, 2018 - Aug 27, 2018	-0.35% Jul 18, 2025 - Aug 25, 2025
#6	-8.92% Feb 2, 2026 - Apr 16, 2026	-0.34% Sep 24, 2024 - Sep 30, 2024
#7	-7.76% Jul 16, 2024 - Sep 19, 2024	-0.34% Dec 13, 2024 - Dec 30, 2024
#8	-7.32% Jul 26, 2019 - Oct 21, 2019	-0.25% Jun 4, 2026 - Jun 16, 2026
#9	-5.11% Sep 2, 2021 - Oct 20, 2021	-0.24% Sep 19, 2024 - Sep 24, 2024
#10	-4.68% Nov 12, 2025 - Dec 3, 2025	-0.22% May 19, 2025 - May 28, 2025
#11	-4.50% Nov 12, 2021 - Dec 10, 2021	-0.22% Apr 24, 2026 - May 1, 2026
#12	-4.48% Jun 1, 2026 - Jun 10, 2026	-0.17% Aug 29, 2024 - Sep 9, 2024
#13	-4.48% Dec 4, 2024 - Jan 23, 2025	-0.16% May 11, 2026 - May 26, 2026
#14	-4.47% Mar 28, 2024 - May 15, 2024	-0.16% May 29, 2025 - Jun 3, 2025
#15	-4.16% Jan 17, 2020 - Feb 12, 2020	-0.16% Sep 9, 2024 - Sep 12, 2024

Correlation

Correlation between FVAL and EVLN is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2016 - 2026)

FVAL vs EVLN dividend yield comparison.

Year	FVAL	EVLN
2026	0.78%	2.74%
2025	1.61%	7.28%
2024	1.60%	6.41%
2023	1.69%	0.00%
2022	1.79%	0.00%
2021	1.41%	0.00%
2020	1.61%	0.00%
2019	1.77%	0.00%
2018	2.06%	0.00%
2017	1.62%	0.00%
2016	0.45%	0.00%