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EADIX vs. PIPAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EADIX and PIPAX is 0.69, 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.


-0.50.00.51.00.7

Performance

EADIX vs. PIPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX). The values are adjusted to include any dividend payments, if applicable.

320.00%340.00%360.00%380.00%JulyAugustSeptemberOctoberNovemberDecember
328.09%
372.10%
EADIX
PIPAX

Key characteristics

Sharpe Ratio

EADIX:

0.84

PIPAX:

1.19

Sortino Ratio

EADIX:

1.21

PIPAX:

1.54

Omega Ratio

EADIX:

1.15

PIPAX:

1.23

Calmar Ratio

EADIX:

1.13

PIPAX:

1.23

Martin Ratio

EADIX:

4.28

PIPAX:

5.95

Ulcer Index

EADIX:

2.40%

PIPAX:

2.29%

Daily Std Dev

EADIX:

12.26%

PIPAX:

11.50%

Max Drawdown

EADIX:

-52.47%

PIPAX:

-58.00%

Current Drawdown

EADIX:

-5.83%

PIPAX:

-2.90%

Returns By Period

In the year-to-date period, EADIX achieves a 8.13% return, which is significantly lower than PIPAX's 13.17% return. Over the past 10 years, EADIX has outperformed PIPAX with an annualized return of 8.20%, while PIPAX has yielded a comparatively lower 6.77% annualized return.


EADIX

YTD

8.13%

1M

-1.71%

6M

-2.42%

1Y

8.88%

5Y*

9.28%

10Y*

8.20%

PIPAX

YTD

13.17%

1M

1.05%

6M

1.23%

1Y

14.38%

5Y*

7.55%

10Y*

6.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EADIX vs. PIPAX - Expense Ratio Comparison

EADIX has a 1.18% expense ratio, which is higher than PIPAX's 1.15% expense ratio.


EADIX
Eaton Vance Tax-Managed Global Dividend Income Fund
Expense ratio chart for EADIX: current value at 1.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.18%
Expense ratio chart for PIPAX: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%

Risk-Adjusted Performance

EADIX vs. PIPAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX). 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.


Sharpe ratio
The chart of Sharpe ratio for EADIX, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.000.841.19
The chart of Sortino ratio for EADIX, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.0010.001.211.54
The chart of Omega ratio for EADIX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.23
The chart of Calmar ratio for EADIX, currently valued at 1.13, compared to the broader market0.002.004.006.008.0010.0012.0014.001.131.23
The chart of Martin ratio for EADIX, currently valued at 4.28, compared to the broader market0.0020.0040.0060.004.285.95
EADIX
PIPAX

The current EADIX Sharpe Ratio is 0.84, which is comparable to the PIPAX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of EADIX and PIPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.84
1.19
EADIX
PIPAX

Dividends

EADIX vs. PIPAX - Dividend Comparison

EADIX's dividend yield for the trailing twelve months is around 3.48%, less than PIPAX's 13.69% yield.


TTM20232022202120202019201820172016201520142013
EADIX
Eaton Vance Tax-Managed Global Dividend Income Fund
3.48%4.00%5.45%2.61%3.12%3.18%3.95%3.09%3.92%3.84%3.92%3.78%
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
13.69%9.88%5.75%7.60%1.44%9.01%1.46%7.39%0.79%8.15%12.09%5.75%

Drawdowns

EADIX vs. PIPAX - Drawdown Comparison

The maximum EADIX drawdown since its inception was -52.47%, smaller than the maximum PIPAX drawdown of -58.00%. Use the drawdown chart below to compare losses from any high point for EADIX and PIPAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.83%
-2.90%
EADIX
PIPAX

Volatility

EADIX vs. PIPAX - Volatility Comparison

Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) has a higher volatility of 3.49% compared to PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) at 3.07%. This indicates that EADIX's price experiences larger fluctuations and is considered to be riskier than PIPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.49%
3.07%
EADIX
PIPAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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