EADIX vs. GQFPX
Compare and contrast key facts about Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and GQG Partners Global Quality Dividend Income Fund (GQFPX).
EADIX is managed by BlackRock. It was launched on May 29, 2003. GQFPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
EADIX vs. GQFPX - Performance Comparison
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EADIX vs. GQFPX - 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% | 8.36% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 9.67% | 19.29% | 4.81% | 15.09% | -1.13% | 5.03% |
Returns By Period
In the year-to-date period, EADIX achieves a -6.50% return, which is significantly lower than GQFPX's 9.67% 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%
GQFPX
- 1D
- -0.37%
- 1M
- -3.16%
- YTD
- 9.67%
- 6M
- 10.95%
- 1Y
- 18.91%
- 3Y*
- 16.33%
- 5Y*
- —
- 10Y*
- —
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EADIX vs. GQFPX - Expense Ratio Comparison
EADIX has a 1.18% expense ratio, which is higher than GQFPX's 0.86% expense ratio.
Return for Risk
EADIX vs. GQFPX — Risk / Return Rank
EADIX
GQFPX
EADIX vs. GQFPX - 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 GQG Partners Global Quality Dividend Income Fund (GQFPX). 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 | GQFPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.57 | -0.74 |
Sortino ratioReturn per unit of downside risk | 1.27 | 2.02 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.93 | -0.82 |
Martin ratioReturn relative to average drawdown | 4.73 | 9.22 | -4.49 |
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 | GQFPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.57 | -0.74 |
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 | 0.86 | -0.41 |
Correlation
The correlation between EADIX and GQFPX is 0.68, 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
EADIX vs. GQFPX - Dividend Comparison
EADIX's dividend yield for the trailing twelve months is around 3.95%, less than GQFPX's 4.85% 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% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 4.85% | 5.32% | 3.71% | 3.69% | 5.18% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EADIX vs. GQFPX - Drawdown Comparison
The maximum EADIX drawdown since its inception was -52.70%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for EADIX and GQFPX.
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Drawdown Indicators
| EADIX | GQFPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.70% | -16.95% | -35.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -9.60% | -2.41% |
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% | -3.16% | -7.96% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -3.03% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.07% | +0.74% |
Volatility
EADIX vs. GQFPX - Volatility Comparison
Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) has a higher volatility of 5.69% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.98%. This indicates that EADIX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EADIX | GQFPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 3.98% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 7.03% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 12.39% | +5.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 12.89% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 12.89% | +4.70% |