MSTX vs EVG

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

MSTX vs EVG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

MSTX

$151M

EVG

$151M

Max Drawdown

MSTX

99.61%

Winner

EVG

54.15%

Sharpe Ratio

MSTX

-1.82

Winner

EVG

0.21

5Y Beta

MSTX

4.87

Winner

EVG

0.26

5Y Dividends CAGR

MSTX

N/A

EVG

0.60%

MSTX vs EVG - Historical Returns

Returns include dividend reinvestment.

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

MSTX

-20.85%

Winner

EVG

+0.78%

MSTX

-69.48%

Winner

EVG

+1.99%

MSTX

-77.03%

Winner

EVG

+1.73%

MSTX

-97.70%

Winner

EVG

+5.15%

5Y(CAGR)

MSTX

N/A

EVG

+4.81%

10Y(CAGR)

MSTX

N/A

EVG

+5.90%

Max(CAGR)

MSTX

-75.15%

Winner

EVG

+4.93%

MSTX vs EVG - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

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

MSTX vs EVG Drawdown Comparison

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

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

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

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

Correlation

Correlation between MSTX and EVG 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)

MSTX vs EVG dividend yield comparison.

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