EADIX vs. ECAT
Compare and contrast key facts about Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and BlackRock ESG Capital Allocation Term Trust (ECAT).
EADIX is managed by BlackRock. It was launched on May 29, 2003. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.
Performance
EADIX vs. ECAT - Performance Comparison
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EADIX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EADIX Eaton Vance Tax-Managed Global Dividend Income Fund | -6.50% | 23.11% | 8.75% | 25.02% | -18.77% | 7.48% |
ECAT BlackRock ESG Capital Allocation Term Trust | -6.71% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Returns By Period
The year-to-date returns for both stocks are quite close, with EADIX having a -6.50% return and ECAT slightly lower at -6.71%.
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%
ECAT
- 1D
- 1.49%
- 1M
- -8.56%
- YTD
- -6.71%
- 6M
- -7.80%
- 1Y
- 7.03%
- 3Y*
- 13.21%
- 5Y*
- —
- 10Y*
- —
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EADIX vs. ECAT - Expense Ratio Comparison
EADIX has a 1.18% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Return for Risk
EADIX vs. ECAT — Risk / Return Rank
EADIX
ECAT
EADIX vs. ECAT - 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 BlackRock ESG Capital Allocation Term Trust (ECAT). 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 | ECAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.42 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.27 | 0.68 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.09 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.47 | +0.64 |
Martin ratioReturn relative to average drawdown | 4.73 | 1.75 | +2.99 |
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 | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.42 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.32 | +0.14 |
Correlation
The correlation between EADIX and ECAT is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EADIX vs. ECAT - Dividend Comparison
EADIX's dividend yield for the trailing twelve months is around 3.95%, less than ECAT's 25.39% 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% |
ECAT BlackRock ESG Capital Allocation Term Trust | 25.39% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EADIX vs. ECAT - Drawdown Comparison
The maximum EADIX drawdown since its inception was -52.70%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for EADIX and ECAT.
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Drawdown Indicators
| EADIX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.70% | -32.23% | -20.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -12.90% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | — | — |
Current DrawdownCurrent decline from peak | -11.12% | -10.48% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -9.41% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 3.49% | -0.68% |
Volatility
EADIX vs. ECAT - Volatility Comparison
Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and BlackRock ESG Capital Allocation Term Trust (ECAT) have volatilities of 5.69% and 5.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EADIX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 5.97% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 10.34% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 16.97% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 16.95% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 16.95% | +0.64% |