EADIX vs. ASFYX
Compare and contrast key facts about Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
EADIX is managed by BlackRock. It was launched on May 29, 2003. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
EADIX vs. ASFYX - Performance Comparison
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EADIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EADIX Eaton Vance Tax-Managed Global Dividend Income Fund | -6.50% | 23.11% | 8.75% | 25.02% | -18.77% | 23.18% | 14.32% | 28.50% | -11.44% | 20.02% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, EADIX achieves a -6.50% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, EADIX has outperformed ASFYX with an annualized return of 9.76%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
EADIX
- 1D
- -0.33%
- 1M
- -10.13%
- YTD
- -6.50%
- 6M
- -0.47%
- 1Y
- 15.01%
- 3Y*
- 13.36%
- 5Y*
- 8.28%
- 10Y*
- 9.76%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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EADIX vs. ASFYX - Expense Ratio Comparison
EADIX has a 1.18% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
EADIX vs. ASFYX — Risk / Return Rank
EADIX
ASFYX
EADIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| EADIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.18 | +0.66 |
Sortino ratioReturn per unit of downside risk | 1.27 | 0.30 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.10 | +1.01 |
Martin ratioReturn relative to average drawdown | 4.73 | 0.16 | +4.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EADIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.18 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.17 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.15 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.31 | +0.14 |
Correlation
The correlation between EADIX and ASFYX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EADIX vs. ASFYX - Dividend Comparison
EADIX's dividend yield for the trailing twelve months is around 3.95%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EADIX Eaton Vance Tax-Managed Global Dividend Income Fund | 3.95% | 3.38% | 4.15% | 3.97% | 5.42% | 6.52% | 3.12% | 3.18% | 3.95% | 3.09% | 3.92% | 3.84% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
EADIX vs. ASFYX - Drawdown Comparison
The maximum EADIX drawdown since its inception was -52.70%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for EADIX and ASFYX.
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Drawdown Indicators
| EADIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.70% | -36.43% | -16.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -13.51% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -36.43% | +8.72% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -36.43% | +1.09% |
Current DrawdownCurrent decline from peak | -11.12% | -24.37% | +13.25% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -13.09% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 8.72% | -5.91% |
Volatility
EADIX vs. ASFYX - Volatility Comparison
Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) has a higher volatility of 5.69% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that EADIX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EADIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 3.86% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 10.01% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 13.02% | +4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 13.68% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 12.68% | +4.91% |