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SFY vs ETJ

Comparison between SOFI SELECT 500 ETF (SFY, ETF) and Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ, ETF).

5-Year PerformanceSFY has outperformed ETJ, delivering a return of +15.0% compared to +3.0%

SFY vs ETJ - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SFY
$624M
Winner
ETJ
$626M
Expense Ratio
SFY
0.05%
ETJ
N/A
Max Drawdown
Winner
SFY
33.25%
ETJ
67.20%
Sharpe Ratio
Winner
SFY
1.61
ETJ
-0.02
5Y Beta
SFY
1.15
Winner
ETJ
0.68
P/E Ratio
SFY
32.72
ETJ
N/A
Forward P/E
SFY
22.73
ETJ
N/A
5Y Dividends CAGR
Winner
SFY
9.18%
ETJ
-1.48%
5Y EPS CAGR
SFY
38.86%
ETJ
N/A
Debt to Equity
SFY
28.91%
ETJ
N/A
P/S Ratio
SFY
4.64
ETJ
N/A
P/B Ratio
SFY
6.93
ETJ
N/A

SFY vs ETJ - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SFY
+2.77%
ETJ
-1.11%
3M
Winner
SFY
+11.25%
ETJ
-2.00%
6M
Winner
SFY
+9.90%
ETJ
-1.26%
1Y
Winner
SFY
+30.97%
ETJ
+3.27%
5Y(CAGR)
Winner
SFY
+15.01%
ETJ
+3.01%
10Y(CAGR)
SFY
N/A
ETJ
+8.07%
Max(CAGR)
Winner
SFY
+17.51%
ETJ
+5.33%

SFY vs ETJ - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearSFYETJ
2026+9.92%-1.67%
2025+22.30%+4.37%
2024+30.66%+30.50%
2023+30.52%+14.46%
2022-23.41%-23.01%
2021+29.52%+15.18%
2020+23.52%+22.42%
2019+13.37%+26.64%
2018N/A-8.47%
2017N/A+18.00%
2016N/A+0.02%
2015N/A+4.14%
2014N/A+4.34%
2013N/A+17.40%
2012N/A+9.78%
2011N/A-13.13%
2010N/A-11.37%
2009N/A+3.45%
2008N/A+6.37%
2007N/A-4.18%

SFY vs ETJ Drawdown Comparison

The maximum drawdown for SFY was -33.25%, occurring on Mar 23, 2020. Recovery took 115 trading sessions.

The maximum drawdown for ETJ was -32.81%, occurring on Mar 18, 2020. Recovery took 73 trading sessions.

The current SFY drawdown is -4.59%. The current ETJ drawdown is -3.70%.

RankSFYETJ
#1-33.25%
Feb 19, 2020 - Aug 3, 2020
-32.81%
Feb 19, 2020 - Jun 3, 2020
#2-27.72%
Jan 3, 2022 - Jan 19, 2024
-31.32%
Apr 22, 2010 - Jan 14, 2014
#3-21.04%
Feb 19, 2025 - Jun 24, 2025
-30.40%
Jul 31, 2008 - Jul 21, 2009
#4-11.20%
Jul 10, 2024 - Sep 24, 2024
-28.53%
Nov 12, 2021 - Aug 16, 2024
#5-10.79%
Jan 28, 2026 - Apr 14, 2026
-19.65%
Oct 1, 2018 - Apr 17, 2019
#6-9.18%
Sep 2, 2020 - Nov 13, 2020
-15.45%
Dec 26, 2024 - Jun 30, 2025
#7-7.34%
Apr 29, 2019 - Jun 20, 2019
-15.30%
Jul 27, 2007 - Apr 24, 2008
#8-6.50%
Oct 29, 2025 - Jan 12, 2026
-12.54%
Jun 18, 2015 - Jul 8, 2016
#9-6.31%
Jul 26, 2019 - Oct 28, 2019
-10.41%
Feb 2, 2026 - Mar 27, 2026
#10-5.99%
Sep 3, 2021 - Oct 21, 2021
-9.84%
Aug 22, 2016 - Jan 25, 2017
#11-5.37%
Mar 28, 2024 - May 14, 2024
-8.46%
Jan 12, 2018 - Jun 4, 2018
#12-5.16%
Feb 16, 2021 - Apr 1, 2021
-8.25%
Nov 28, 2014 - Jun 18, 2015
#13-4.70%
Dec 6, 2024 - Jan 22, 2025
-8.19%
Sep 18, 2014 - Nov 28, 2014
#14-4.65%
Nov 19, 2021 - Dec 27, 2021
-7.97%
Sep 1, 2020 - Nov 13, 2020
#15-4.59%
Jun 2, 2026 - Jun 5, 2026
-6.75%
Sep 18, 2009 - Jan 8, 2010

Correlation

Correlation between SFY and ETJ is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94
-101

Dividend Comparison (2007 - 2026)

SFY vs ETJ dividend yield comparison.

YearSFYETJ
20260.00%3.90%
20250.96%8.86%
20240.99%8.16%
20231.40%8.86%
20221.61%11.68%
20210.90%8.53%
20201.18%8.79%
20191.02%9.77%
20180.00%11.23%
20170.00%9.82%
20160.00%12.46%
20150.00%10.98%
20140.00%10.47%
20130.00%9.90%
20120.00%11.09%
20110.00%12.23%
20100.00%13.55%
20090.00%10.80%
20080.00%10.01%
20070.00%2.41%

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