EADIX vs. MFWIX
Compare and contrast key facts about Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and MFS Global Total Return Fund Class I (MFWIX).
EADIX is managed by BlackRock. It was launched on May 29, 2003. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
EADIX vs. MFWIX - Performance Comparison
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EADIX vs. MFWIX - 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% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, EADIX achieves a -6.50% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, EADIX has outperformed MFWIX with an annualized return of 9.76%, while MFWIX has yielded a comparatively lower 6.19% 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%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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EADIX vs. MFWIX - Expense Ratio Comparison
EADIX has a 1.18% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
EADIX vs. MFWIX — Risk / Return Rank
EADIX
MFWIX
EADIX vs. MFWIX - 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 MFS Global Total Return Fund Class I (MFWIX). 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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.29 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.77 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.59 | -0.48 |
Martin ratioReturn relative to average drawdown | 4.73 | 6.26 | -1.52 |
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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.29 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.52 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.65 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.71 | -0.25 |
Correlation
The correlation between EADIX and MFWIX is 0.87, 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. MFWIX - Dividend Comparison
EADIX's dividend yield for the trailing twelve months is around 3.95%, less than MFWIX's 8.81% 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% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
EADIX vs. MFWIX - Drawdown Comparison
The maximum EADIX drawdown since its inception was -52.70%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for EADIX and MFWIX.
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Drawdown Indicators
| EADIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.70% | -33.01% | -19.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -6.85% | -5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -20.22% | -7.49% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -23.36% | -11.98% |
Current DrawdownCurrent decline from peak | -11.12% | -6.50% | -4.62% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -3.83% | -4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 1.74% | +1.07% |
Volatility
EADIX vs. MFWIX - Volatility Comparison
Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) has a higher volatility of 5.69% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that EADIX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EADIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 3.04% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 5.25% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 8.85% | +9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 9.09% | +7.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 9.60% | +7.99% |