EADIX vs. WFSPX
Compare and contrast key facts about Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) and iShares S&P 500 Index Fund (WFSPX).
EADIX is managed by BlackRock. It was launched on May 29, 2003. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
EADIX vs. WFSPX - Performance Comparison
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EADIX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, EADIX achieves a -6.50% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, EADIX has underperformed WFSPX with an annualized return of 9.76%, while WFSPX has yielded a comparatively higher 13.63% 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%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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EADIX vs. WFSPX - Expense Ratio Comparison
EADIX has a 1.18% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
EADIX vs. WFSPX — Risk / Return Rank
EADIX
WFSPX
EADIX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.84 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.30 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.06 | +0.05 |
Martin ratioReturn relative to average drawdown | 4.73 | 5.13 | -0.40 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.84 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.68 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.76 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.13 | +0.33 |
Correlation
The correlation between EADIX and WFSPX is 0.91, 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. WFSPX - Dividend Comparison
EADIX's dividend yield for the trailing twelve months is around 3.95%, more than WFSPX's 1.58% 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% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
EADIX vs. WFSPX - Drawdown Comparison
The maximum EADIX drawdown since its inception was -52.70%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for EADIX and WFSPX.
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Drawdown Indicators
| EADIX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.70% | -58.21% | +5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -12.11% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -24.51% | -3.20% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -33.74% | -1.60% |
Current DrawdownCurrent decline from peak | -11.12% | -8.90% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -12.84% | +4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.49% | +0.32% |
Volatility
EADIX vs. WFSPX - Volatility Comparison
Eaton Vance Tax-Managed Global Dividend Income Fund (EADIX) has a higher volatility of 5.69% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that EADIX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EADIX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 4.24% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 9.08% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 18.06% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 16.84% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 17.98% | -0.39% |