EADIX vs. NASDX
Compare and contrast key facts about Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
EADIX is managed by BlackRock. It was launched on May 29, 2003. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
EADIX vs. NASDX - Performance Comparison
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EADIX vs. NASDX - 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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, EADIX achieves a -6.50% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, EADIX has underperformed NASDX with an annualized return of 9.76%, while NASDX has yielded a comparatively higher 19.08% 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%
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
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EADIX vs. NASDX - Expense Ratio Comparison
EADIX has a 1.18% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
EADIX vs. NASDX — Risk / Return Rank
EADIX
NASDX
EADIX vs. NASDX - 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 Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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 | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.88 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.40 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.31 | -0.20 |
Martin ratioReturn relative to average drawdown | 4.73 | 5.01 | -0.28 |
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 | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.88 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.63 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.85 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.29 | +0.17 |
Correlation
The correlation between EADIX and NASDX is 0.80, 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. NASDX - Dividend Comparison
EADIX's dividend yield for the trailing twelve months is around 3.95%, which matches NASDX's 3.93% 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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
EADIX vs. NASDX - Drawdown Comparison
The maximum EADIX drawdown since its inception was -52.70%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for EADIX and NASDX.
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Drawdown Indicators
| EADIX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.70% | -83.16% | +30.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -12.70% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -35.33% | +7.62% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -35.33% | -0.01% |
Current DrawdownCurrent decline from peak | -11.12% | -11.90% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -34.59% | +26.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 3.32% | -0.51% |
Volatility
EADIX vs. NASDX - Volatility Comparison
Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) has a higher volatility of 5.69% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.38%. This indicates that EADIX's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EADIX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 5.38% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 12.45% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 22.55% | -4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 23.03% | -6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 22.61% | -5.02% |