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Inception Date
Sep 30, 2003
Category
Dividend
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

EVT Performance Chart

Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) is up 10.0% since the beginning of the year. EVT is currently trading at $27 per share. Investors who bought $1,000 worth of EVT shares 5 years ago would now be looking at an investment worth $1,437.


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S&P 500 Index

Returns By Period

Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) has returned 9.95% so far this year and 24.01% over the past 12 months. Over the last ten years, EVT has returned 11.25% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Eaton Vance Tax-Advantaged Dividend Income Fund

1D
0.45%
1M
0.77%
YTD
9.95%
6M
11.86%
1Y
24.01%
3Y*
15.98%
5Y*
7.52%
10Y*
11.25%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVT Monthly Returns History

Based on dividend-adjusted daily data since Sep 26, 2003, EVT's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +22.5%, while the worst month was Sep 2008 at -24.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EVT closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +17.4%, while the worst single day was Mar 18, 2020 at -20.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.84%1.98%-6.14%7.61%3.65%-0.83%9.95%
20252.83%-1.78%-2.17%-3.57%5.10%4.43%0.06%2.45%1.01%1.46%-0.05%3.64%13.79%
2024-0.36%3.50%4.92%-3.23%4.20%-0.01%5.06%1.68%1.30%-1.98%7.53%-5.70%17.34%
20236.98%-3.44%-2.12%1.45%-5.64%7.22%4.40%-4.45%-4.80%-8.25%8.09%8.22%5.78%
2022-5.21%-4.96%9.88%-9.94%-0.17%-6.56%9.22%-4.50%-10.89%13.11%2.15%-7.44%-17.33%
2021-2.71%5.93%9.03%4.25%4.40%-1.78%-0.02%4.43%-3.24%7.55%-4.60%7.57%33.94%

Benchmark Metrics

Eaton Vance Tax-Advantaged Dividend Income Fund has an annualized alpha of 1.41%, beta of 0.94, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since September 26, 2003.

  • This fund captured 124.25% of S&P 500 Index gains and 122.96% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 0.94 and R2 of 0.62, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.41%
Beta
0.94
0.62
Upside Capture
124.25%
Downside Capture
122.96%

Expense Ratio

EVT has an expense ratio of 0.01%, which is considered low.


Return for Risk

Risk / Return Rank

EVT ranks 52 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


EVT Risk / Return Rank: 5252
Overall Rank
EVT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EVT Sortino Ratio Rank: 4848
Sortino Ratio Rank
EVT Omega Ratio Rank: 4949
Omega Ratio Rank
EVT Calmar Ratio Rank: 5151
Calmar Ratio Rank
EVT Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EVTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.62

2.78

-0.17

Martin ratioReturn relative to average drawdown

10.94

12.44

-1.49

Dividends

Dividend History

Eaton Vance Tax-Advantaged Dividend Income Fund provided a 7.41% dividend yield over the last twelve months, with an annual payout of $1.98 per share. The fund has been increasing its distributions for 2 consecutive years.


6.00%7.00%8.00%9.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.98$1.98$1.93$1.79$1.92$1.68$1.89$1.74$1.74$1.60$1.74$1.45

Dividend yield

7.41%7.84%8.02%8.03%8.44%5.65%7.97%6.82%9.16%6.85%8.47%7.49%

Monthly Dividends

The table displays the monthly dividend distributions for Eaton Vance Tax-Advantaged Dividend Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.16$0.16$0.16$0.16$0.16$0.16$0.99
2025$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$1.98
2024$0.15$0.15$0.15$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$1.93
2023$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$1.79
2022$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.15$0.15$1.92
2021$0.00$0.15$0.15$0.15$0.15$0.15$0.15$0.16$0.16$0.16$0.16$0.16$1.68

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Eaton Vance Tax-Advantaged Dividend Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Eaton Vance Tax-Advantaged Dividend Income Fund was 74.01%, occurring on Mar 9, 2009. Recovery took 1038 trading sessions.

The current Eaton Vance Tax-Advantaged Dividend Income Fund drawdown is 1.27%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-74.01%Mar 2009
1y 9mo4y 1mo
5y 10moJun 2007 - Apr 2013
COVID crash2020
-52.03%Mar 2020
1mo 1d9mo 27d
10mo 28dFeb 2020 - Jan 2021
2023 bear market2023
-28.23%Oct 2023
1y 9mo10mo 7d
2y 7moJan 2022 - Aug 2024
Rate-hike selloffLate 2018
-27.50%Dec 2018
2mo 21d4mo 7d
6mo 28dOct 2018 - Apr 2019
2004 correction2004
-19.91%May 2004
2mo 3d6mo 6d
8mo 9dMar 2004 - Nov 2004

Drawdown Indicators


EVTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-74.01%

-56.78%

-17.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-9.10%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-18.90%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

-25.43%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-52.03%

-33.92%

-18.11%

Current Drawdown

Current decline from peak

-1.27%

-1.80%

+0.53%

Average Drawdown

Average peak-to-trough decline

-11.11%

-10.71%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.03%

+0.17%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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