Performance analysis of ETY (Eaton Vance Tax-Managed Diversified Equity Income Fund)
Annual Return
Over the past 3 years, ETY has had an average annual return of +13.16%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, ETY has had an average annual return of +8.57%, underperforming the benchmark SPY, which returned +12.78% annual.
Over the past 10 years, ETY has had an average annual return of +12.11%, underperforming the benchmark SPY, which returned +14.91% annual.
Since Nov 28, 2006, ETY has had an average annual return of +8.45%, underperforming the benchmark SPY, which returned +10.93% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -2.47% | +11.01% | +33.11% | +21.86% | -21.20% | +32.62% | +7.39% | +33.68% | -8.92% | +28.74% | +1.82% | +9.62% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |||
| +11.73% | +28.45% | +18.14% | -11.78% | -1.56% | +42.02% | -25.51% | -8.44% | +0.25% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.26% | -1.64% | -6.99% | +10.17% | +0.00587% | -2.34% | -1.19% | -2.47% | |||||
| 2025 | +3.22% | -0.74% | -5.03% | -2.08% | +8.74% | +4.02% | +2.07% | +1.59% | +1% | +0.19% | -0.12% | -1.72% | +11.01% |
| 2024 | +2.23% | +5.91% | +3.15% | -1.35% | +5.05% | +3.74% | +0.07% | +2.66% | +3.66% | -0.21% | +4.89% | -0.54% | +33.11% |
| 2023 | +7.94% | +1.29% | +0.36% | +0.61% | +0.43% | +7.85% | +0.64% | -1.59% | -4.60% | -3.89% | +8.46% | +3.48% | +21.86% |
| 2022 | -5.60% | -2.75% | +3.17% | -8.74% | -0.64% | -8.46% | +10.92% | +4.35% | -15.27% | +11.39% | +0.33% | -8.54% | -21.20% |
| 2021 | -1.30% | +3.44% | +4.17% | +5.52% | +2.80% | +3.48% | +2.24% | +2.76% | -3.83% | +5.40% | +0.63% | +3.66% | +32.62% |
| 2020 | +1.14% | -14.14% | -12.14% | +12.20% | +3.05% | +2.49% | +2.46% | +5.61% | -4.50% | -4.33% | +16.88% | +2.78% | +7.39% |
| 2019 | +9.56% | +2.38% | +1.01% | +7.31% | -6.14% | +7.61% | -0.22% | -0.31% | +1.89% | +0.88% | +3.98% | +2.39% | +33.68% |
| 2018 | +1.42% | -3.22% | -1.25% | +4.28% | +3.03% | -0.55% | +4.91% | +1.86% | +1.21% | -10.11% | +2.95% | -12.14% | -8.92% |
| 2017 | +3.83% | +4.27% | +1.13% | +2.67% | +2.08% | -0.59% | +2.69% | -1.09% | +4.04% | +0.55% | +3.31% | +2.80% | +28.74% |
Drawdown analysis of ETY (Eaton Vance Tax-Managed Diversified Equity Income Fund)
The maximum drawdown for the ETY was -52.91%, occurring on Nov 20, 2008. Recovery took 1046 trading sessions.
The current ETY drawdown is -4.61%.
Since Nov 28, 2006 ETY has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 2 times
- 20% or more: 5 times
- 10% or more: 9 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.91% | Jun 1, 2007 | 373 | Nov 20, 2008 | 1046 | Jan 18, 2013 | 1419 |
| -42.40% | Feb 12, 2020 | 27 | Mar 23, 2020 | 167 | Nov 17, 2020 | 194 |
| -24.43% | Sep 13, 2018 | 70 | Dec 24, 2018 | 122 | Jun 20, 2019 | 192 |
| -24.03% | Dec 31, 2021 | 115 | Jun 16, 2022 | 410 | Feb 5, 2024 | 525 |
| -21.28% | Feb 19, 2025 | 34 | Apr 8, 2025 | 53 | Jun 25, 2025 | 87 |
| -14.39% | Sep 22, 2025 | 130 | Mar 30, 2026 | Ongoing | Ongoing | Ongoing |
| -13.90% | Nov 3, 2015 | 52 | Jan 20, 2016 | 138 | Aug 5, 2016 | 190 |
| -12.52% | Sep 3, 2014 | 30 | Oct 15, 2014 | 15 | Nov 5, 2014 | 45 |
| -11.93% | Jul 20, 2015 | 25 | Aug 24, 2015 | 50 | Nov 3, 2015 | 75 |
| -8.97% | Jan 26, 2018 | 6 | Feb 5, 2018 | 64 | May 8, 2018 | 70 |
| -8.64% | Sep 8, 2016 | 41 | Nov 4, 2016 | 55 | Jan 26, 2017 | 96 |
| -8.08% | May 21, 2013 | 23 | Jun 24, 2013 | 14 | Jul 15, 2013 | 37 |
| -7.21% | Jul 10, 2024 | 18 | Aug 5, 2024 | 19 | Aug 30, 2024 | 37 |
| -6.77% | Nov 28, 2014 | 25 | Jan 6, 2015 | 36 | Feb 27, 2015 | 61 |
| -6.16% | Jan 22, 2014 | 8 | Feb 3, 2014 | 10 | Feb 18, 2014 | 18 |
| -5.70% | Jul 19, 2017 | 16 | Aug 10, 2017 | 28 | Sep 20, 2017 | 44 |
| -5.37% | Jul 24, 2014 | 8 | Aug 5, 2014 | 12 | Aug 21, 2014 | 20 |
| -5.00% | Sep 3, 2021 | 20 | Oct 4, 2021 | 11 | Oct 19, 2021 | 31 |
| -4.84% | Aug 2, 2013 | 17 | Aug 27, 2013 | 15 | Sep 18, 2013 | 32 |
| -4.79% | Jun 20, 2019 | 31 | Aug 5, 2019 | 22 | Sep 5, 2019 | 53 |
| -4.72% | Jan 20, 2021 | 7 | Jan 29, 2021 | 8 | Feb 10, 2021 | 15 |
| -4.69% | Sep 18, 2013 | 8 | Sep 30, 2013 | 13 | Oct 17, 2013 | 21 |
| -4.33% | Mar 27, 2024 | 13 | Apr 16, 2024 | 12 | May 2, 2024 | 25 |
| -4.24% | Jun 19, 2017 | 8 | Jun 29, 2017 | 12 | Jul 18, 2017 | 20 |
| -4.17% | Nov 22, 2021 | 8 | Dec 3, 2021 | 14 | Dec 23, 2021 | 22 |