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BOE vs. NIE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOE vs. NIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Enhanced Global Dividend Trust (BOE) and Virtus Equity & Convertible Income Fund (NIE). The values are adjusted to include any dividend payments, if applicable.

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BOE vs. NIE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOE
BlackRock Enhanced Global Dividend Trust
-3.09%18.77%16.76%12.00%-15.49%18.94%7.39%26.08%-19.23%29.71%
NIE
Virtus Equity & Convertible Income Fund
-3.19%12.15%28.64%26.71%-26.73%18.89%33.78%31.09%-5.69%23.68%

Returns By Period

The year-to-date returns for both stocks are quite close, with BOE having a -3.09% return and NIE slightly lower at -3.19%. Over the past 10 years, BOE has underperformed NIE with an annualized return of 8.35%, while NIE has yielded a comparatively higher 13.00% annualized return.


BOE

1D
1.37%
1M
-6.73%
YTD
-3.09%
6M
-0.73%
1Y
11.29%
3Y*
12.46%
5Y*
7.06%
10Y*
8.35%

NIE

1D
1.16%
1M
-4.91%
YTD
-3.19%
6M
-0.16%
1Y
18.04%
3Y*
16.95%
5Y*
8.79%
10Y*
13.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOE vs. NIE - Expense Ratio Comparison

BOE has a 1.11% expense ratio, which is lower than NIE's 1.12% expense ratio.


Return for Risk

BOE vs. NIE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BOE
BOE Risk / Return Rank: 2929
Overall Rank
BOE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BOE Sortino Ratio Rank: 2525
Sortino Ratio Rank
BOE Omega Ratio Rank: 2727
Omega Ratio Rank
BOE Calmar Ratio Rank: 3232
Calmar Ratio Rank
BOE Martin Ratio Rank: 3434
Martin Ratio Rank

NIE
NIE Risk / Return Rank: 5555
Overall Rank
NIE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NIE Sortino Ratio Rank: 5151
Sortino Ratio Rank
NIE Omega Ratio Rank: 5757
Omega Ratio Rank
NIE Calmar Ratio Rank: 5353
Calmar Ratio Rank
NIE Martin Ratio Rank: 6363
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.

BOE vs. NIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Global Dividend Trust (BOE) and Virtus Equity & Convertible Income Fund (NIE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BOENIEDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.03

-0.33

Sortino ratio

Return per unit of downside risk

1.08

1.53

-0.46

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratio

Return relative to maximum drawdown

1.02

1.46

-0.45

Martin ratio

Return relative to average drawdown

4.07

6.65

-2.58

BOE vs. NIE - Sharpe Ratio Comparison

The current BOE Sharpe Ratio is 0.69, which is lower than the NIE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of BOE and NIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BOENIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.03

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.50

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.66

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.41

-0.14

Correlation

The correlation between BOE and NIE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BOE vs. NIE - Dividend Comparison

BOE's dividend yield for the trailing twelve months is around 8.93%, less than NIE's 10.69% yield.


TTM20252024202320222021202020192018201720162015
BOE
BlackRock Enhanced Global Dividend Trust
8.93%8.47%7.20%7.62%7.91%6.21%6.93%6.88%9.03%18.90%9.08%9.12%
NIE
Virtus Equity & Convertible Income Fund
10.69%10.14%8.11%9.56%21.81%10.86%5.37%6.71%8.20%7.19%8.25%8.46%

Drawdowns

BOE vs. NIE - Drawdown Comparison

The maximum BOE drawdown since its inception was -59.39%, roughly equal to the maximum NIE drawdown of -57.90%. Use the drawdown chart below to compare losses from any high point for BOE and NIE.


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Drawdown Indicators


BOENIEDifference

Max Drawdown

Largest peak-to-trough decline

-59.39%

-57.90%

-1.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-12.51%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.13%

-31.04%

+4.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.55%

-38.99%

+2.44%

Current Drawdown

Current decline from peak

-7.43%

-6.09%

-1.34%

Average Drawdown

Average peak-to-trough decline

-9.42%

-8.07%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.75%

+0.12%

Volatility

BOE vs. NIE - Volatility Comparison

BlackRock Enhanced Global Dividend Trust (BOE) has a higher volatility of 6.04% compared to Virtus Equity & Convertible Income Fund (NIE) at 5.23%. This indicates that BOE's price experiences larger fluctuations and is considered to be riskier than NIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOENIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

5.23%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

8.56%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

17.66%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

17.54%

-3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

19.71%

-3.39%