TAIL vs EVG
Comparison between CAMBRIA TAIL RISK ETF (TAIL, ETF) and Eaton Vance Short Duration Diversified Income Fund (EVG, ETF).
5-Year PerformanceEVG has outperformed TAIL, delivering a return of +5.0% compared to -8.5%
TAIL vs EVG - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
TAIL vs EVG - Historical Returns
Returns include dividend reinvestment.
TAIL vs EVG - Annual Returns (2005 - 2026)
Returns include dividend reinvestment.
| Year | TAIL | EVG |
|---|---|---|
| 2026 | -6.27% | +2.00% |
| 2025 | +5.21% | +7.73% |
| 2024 | -9.82% | +14.35% |
| 2023 | -13.63% | +9.92% |
| 2022 | -12.20% | -13.98% |
| 2021 | -13.35% | +17.58% |
| 2020 | +6.87% | -1.29% |
| 2019 | -14.24% | +15.73% |
| 2018 | +4.21% | -7.54% |
| 2017 | -7.70% | +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% |
TAIL vs EVG Drawdown Comparison
The maximum drawdown for TAIL was -52.36%, occurring on Jan 23, 2025. 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 TAIL drawdown is -51.66%. The current EVG drawdown is -1.56%.
| Rank | TAIL | EVG |
|---|---|---|
| #1 | -52.36% Apr 2, 2020 - Jan 23, 2025 | -40.64% May 29, 2007 - Sep 15, 2009 |
| #2 | -20.50% Dec 24, 2018 - Mar 12, 2020 | -32.75% Feb 20, 2020 - Jan 11, 2021 |
| #3 | -18.52% Jun 14, 2017 - Dec 24, 2018 | -23.35% Jan 14, 2022 - May 21, 2024 |
| #4 | -6.16% Mar 23, 2020 - Apr 2, 2020 | -16.29% Mar 7, 2005 - Oct 19, 2006 |
| #5 | -4.24% Mar 12, 2020 - Mar 16, 2020 | -12.67% Jan 25, 2013 - Sep 6, 2016 |
| #6 | -2.28% Mar 16, 2020 - Mar 20, 2020 | -10.54% Jul 14, 2011 - Feb 17, 2012 |
| #7 | N/A | -10.38% Dec 29, 2017 - May 16, 2019 |
| #8 | N/A | -8.24% Mar 3, 2025 - Jun 27, 2025 |
| #9 | N/A | -7.62% Oct 5, 2012 - Jan 14, 2013 |
| #10 | N/A | -7.05% May 3, 2010 - Sep 1, 2010 |
| #11 | N/A | -6.77% Sep 13, 2021 - Jan 14, 2022 |
| #12 | N/A | -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 TAIL and EVG is -0.84 which considered as a strong negative correlation - the stocks tend to move in opposite directions.
Dividend Comparison (2005 - 2026)
TAIL vs EVG dividend yield comparison.
| Year | TAIL | EVG |
|---|---|---|
| 2026 | 0.72% | 4.18% |
| 2025 | 2.88% | 8.15% |
| 2024 | 3.48% | 8.69% |
| 2023 | 3.74% | 9.18% |
| 2022 | 1.49% | 12.40% |
| 2021 | 0.49% | 8.75% |
| 2020 | 0.36% | 6.67% |
| 2019 | 1.58% | 6.96% |
| 2018 | 1.52% | 6.63% |
| 2017 | 0.91% | 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% |
Select Stocks to Compare
More Comparisons
Compare with similar stocks