Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XETJX (Eaton Vance Risk-Managed Diversified Equity Income Fund) | -2.25% | 4.63% | 11.53% | 6.36% | 5.18% | 2.80% | NA | … | … |
Data as of 06/08/2026, Common starting date is 08/20/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XETJX (Eaton Vance Risk-Managed Diversified Equity Income Fund) | 08/20/2007 | 06/08/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.72 | 4.63 | 11.53 | 6.36 | 5.18 | 2.80 | NA | … | … | -2.25 | 8.05 | 24.26 | 15.36 | -14.78 | 12.48 | 18.73 | 5.01 | -8.76 | 4.93 | -10.49 | -6.83 | 3.67 | 16.40 | -5.38 | -12.65 | -11.82 | -3.87 | -14.65 | 4.93 |
| Sharpe Ratio | NA | 0.26 | 0.91 | 0.36 | 0.37 | NA | NA | … | … | -0.84 | 0.51 | 2.37 | 1.43 | -1.09 | 1.56 | 1.40 | 0.48 | -1.16 | 0.90 | -1.21 | -0.72 | 0.46 | 2.22 | -0.73 | -1.16 | -1.25 | -0.40 | -1.11 | 1.38 |
| Standard Deviation(%) | NA | 8.43 | 9.06 | 10.42 | 9.65 | NA | NA | … | … | 9.40 | 10.12 | 8.71 | 8.28 | 14.94 | 7.96 | 13.11 | 7.42 | 8.79 | 4.75 | 8.83 | 9.55 | 8.01 | 7.39 | 7.46 | 10.97 | 9.56 | 9.86 | 14.05 | 8.35 |
| Draw Down(%) | NA | 8.75 | 10.47 | 18.50 | 18.50 | NA | NA | … | … | 8.75 | 10.47 | 4.13 | 6.16 | 18.50 | 4.03 | 10.70 | 6.98 | 11.32 | 3.34 | 12.20 | 11.05 | 5.40 | 4.27 | 9.92 | 15.42 | 15.21 | 9.97 | 15.00 | 3.13 |
| Yield(%) | 0.00 | 8.22 | 8.98 | 7.66 | 5.71 | 4.00 | 2.17 | … | … | 3.35 | 8.01 | 9.00 | 8.74 | 8.42 | 9.11 | 9.74 | 0.65 | 2.52 | 3.78 | 0.00 | 0.77 | 8.79 | 9.19 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/08/2026, Common starting date is 08/20/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XETJX (Eaton Vance Risk-Managed Diversified Equity Income Fund) |
-11.53%
Sep 2008 – Sep 2011 |
-9.77%
Dec 2007 – Dec 2012 |
-4.64%
Sep 2007 – Sep 2017 |
-2.56%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XETJX (Eaton Vance Risk-Managed Diversified Equity Income Fund) |
16.62%
Sep 2022 – Sep 2025 |
11.05%
Feb 2020 – Feb 2025 |
5.43%
Feb 2016 – Feb 2026 |
2.84%
Nov 2010 – Nov 2025 |
Annualized Rolling Returns Comparison Chart