EADIX vs. SSGLX
Compare and contrast key facts about Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
EADIX is managed by BlackRock. It was launched on May 29, 2003. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
EADIX vs. SSGLX - Performance Comparison
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EADIX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, EADIX achieves a -6.50% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, EADIX has outperformed SSGLX with an annualized return of 9.76%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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EADIX vs. SSGLX - Expense Ratio Comparison
EADIX has a 1.18% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
EADIX vs. SSGLX — Risk / Return Rank
EADIX
SSGLX
EADIX vs. SSGLX - 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 State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.56 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.27 | 2.12 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.00 | -0.89 |
Martin ratioReturn relative to average drawdown | 4.73 | 7.90 | -3.16 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.56 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.48 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.53 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.37 | +0.08 |
Correlation
The correlation between EADIX and SSGLX 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. SSGLX - Dividend Comparison
EADIX's dividend yield for the trailing twelve months is around 3.95%, less than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
EADIX vs. SSGLX - Drawdown Comparison
The maximum EADIX drawdown since its inception was -52.70%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for EADIX and SSGLX.
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Drawdown Indicators
| EADIX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.70% | -35.88% | -16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -11.22% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -30.08% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -35.88% | +0.54% |
Current DrawdownCurrent decline from peak | -11.12% | -10.87% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -8.32% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.84% | -0.03% |
Volatility
EADIX vs. SSGLX - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) is 5.69%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that EADIX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EADIX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 6.44% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 10.02% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 15.49% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 14.49% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 16.15% | +1.44% |