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CUSIP
27828U106
Inception Date
Apr 30, 2004
Index Tracked
MSCI World Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

XETOX Performance Chart

Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund (XETOX) is up 8.9% since the beginning of the year. XETOX is currently trading at $34 per share. Investors who bought $1,000 worth of XETOX shares 5 years ago would now be looking at an investment worth $1,561.


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S&P 500 Index

Returns By Period

Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund (XETOX) has returned 8.92% so far this year and 23.35% over the past 12 months. Over the last ten years, XETOX has returned 9.57% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund

1D
-0.12%
1M
5.26%
YTD
8.92%
6M
10.24%
1Y
23.35%
3Y*
17.93%
5Y*
9.32%
10Y*
9.57%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XETOX Monthly Returns History

Based on dividend-adjusted daily data since May 26, 2004, XETOX's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.7%, while the worst month was Oct 2008 at -25.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, XETOX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +17.0%, while the worst single day was Mar 16, 2020 at -15.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.31%-0.97%-8.53%9.88%4.02%0.85%8.92%
20253.63%0.36%-4.09%-0.07%7.19%4.17%-0.34%1.66%2.58%2.75%0.45%1.99%21.76%
20240.26%3.61%2.73%-3.51%4.51%1.23%0.86%2.55%1.59%-3.26%2.94%-3.23%10.32%
202310.03%-4.23%1.81%2.22%-1.05%5.70%3.87%-2.77%-5.66%-2.83%11.05%5.87%24.83%
2022-5.78%-4.35%0.56%-9.29%1.76%-10.93%10.08%-6.22%-10.26%7.40%9.20%-4.67%-22.82%
2021-1.24%3.96%3.08%5.71%2.46%0.54%2.44%3.04%-5.01%6.16%-2.55%5.93%26.65%

Benchmark Metrics

Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund has an annualized alpha of -3.88%, beta of 1.11, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since May 27, 2004.

  • This fund participated in 122.30% of S&P 500 Index downside but only 105.48% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.88% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.11 and R2 of 0.86, 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
-3.88%
Beta
1.11
0.86
Upside Capture
105.48%
Downside Capture
122.30%

Expense Ratio

XETOX has a high expense ratio of 1.74%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

XETOX ranks 41 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.


XETOX Risk / Return Rank: 4141
Overall Rank
XETOX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XETOX Sortino Ratio Rank: 4242
Sortino Ratio Rank
XETOX Omega Ratio Rank: 3939
Omega Ratio Rank
XETOX Calmar Ratio Rank: 3434
Calmar Ratio Rank
XETOX Martin Ratio Rank: 4646
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 Global Dividend Opportunities Fund (XETOX) and compare them to S&P 500 Index.


XETOXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.34

1.41

-0.07

Calmar ratioReturn relative to maximum drawdown

2.19

2.93

-0.74

Martin ratioReturn relative to average drawdown

9.54

13.52

-3.98

Dividends

Dividend History

Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund provided a 1.51% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.52$1.21$1.80$1.65$2.07$2.05$1.86$1.57$0.35

Dividend yield

1.51%3.82%6.59%6.25%9.14%6.43%6.91%6.17%1.74%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.17$0.00$0.00$0.17
2025$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.00$0.00$0.00$0.00$0.00$1.21
2024$0.14$0.14$0.14$0.17$0.00$0.17$0.17$0.17$0.17$0.17$0.17$0.17$1.80
2023$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$1.65
2022$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.18$0.14$0.14$2.07
2021$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.18$0.18$0.18$0.18$0.33$2.05

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 Global Dividend Opportunities 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 Global Dividend Opportunities Fund was 68.63%, occurring on Mar 9, 2009. Recovery took 3104 trading sessions.

The current Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund drawdown is 0.12%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-68.63%Mar 2009
1y 4mo12y 4mo
13y 9moOct 2007 - Jul 2021
Bear market2022
-31.51%Oct 2022
9mo 10d1y 4mo
2y 1moJan 2022 - Mar 2024
2025 selloff2025
-16.69%Apr 2025
1mo 18d1mo 5d
2mo 23dFeb 2025 - May 2025
2007 correction2007
-15.75%Aug 2007
1mo 1d1mo 16d
2mo 17dJul 2007 - Oct 2007
2006 correction2006
-15.10%Jun 2006
1mo 3d5mo 20d
6mo 23dMay 2006 - Nov 2006

Drawdown Indicators


XETOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-68.63%

-56.78%

-11.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-9.10%

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

-18.90%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-31.51%

-25.43%

-6.08%

Max Drawdown (10Y)

Largest decline over 10 years

-44.35%

-33.92%

-10.43%

Current Drawdown

Current decline from peak

-0.12%

-0.74%

+0.62%

Average Drawdown

Average peak-to-trough decline

-24.62%

-10.72%

-13.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.97%

+0.71%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XETOX

Add Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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