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EAERX vs. ETG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EAERX vs. ETG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Stock Fund (EAERX) and Eaton Vance Tax Advantaged Global Dividend Income Closed Fund (ETG). The values are adjusted to include any dividend payments, if applicable.

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EAERX vs. ETG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EAERX
Eaton Vance Stock Fund
-6.26%13.24%53.09%24.22%-16.94%22.85%18.22%35.04%-5.94%19.90%
ETG
Eaton Vance Tax Advantaged Global Dividend Income Closed Fund
-8.73%36.92%15.46%21.97%-27.62%33.08%10.08%43.62%-15.90%33.55%

Returns By Period

In the year-to-date period, EAERX achieves a -6.26% return, which is significantly higher than ETG's -8.73% return. Over the past 10 years, EAERX has outperformed ETG with an annualized return of 14.61%, while ETG has yielded a comparatively lower 11.99% annualized return.


EAERX

1D
3.01%
1M
-5.22%
YTD
-6.26%
6M
-4.79%
1Y
11.50%
3Y*
24.07%
5Y*
14.33%
10Y*
14.61%

ETG

1D
2.98%
1M
-8.64%
YTD
-8.73%
6M
0.80%
1Y
22.64%
3Y*
17.32%
5Y*
10.00%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EAERX vs. ETG - Expense Ratio Comparison

EAERX has a 0.98% expense ratio, which is lower than ETG's 2.57% expense ratio.


Return for Risk

EAERX vs. ETG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EAERX
EAERX Risk / Return Rank: 2929
Overall Rank
EAERX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EAERX Sortino Ratio Rank: 2525
Sortino Ratio Rank
EAERX Omega Ratio Rank: 2626
Omega Ratio Rank
EAERX Calmar Ratio Rank: 3535
Calmar Ratio Rank
EAERX Martin Ratio Rank: 3838
Martin Ratio Rank

ETG
ETG Risk / Return Rank: 6060
Overall Rank
ETG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ETG Sortino Ratio Rank: 6666
Sortino Ratio Rank
ETG Omega Ratio Rank: 6161
Omega Ratio Rank
ETG Calmar Ratio Rank: 5353
Calmar Ratio Rank
ETG Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EAERX vs. ETG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Stock Fund (EAERX) and Eaton Vance Tax Advantaged Global Dividend Income Closed Fund (ETG). 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.


EAERXETGDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.13

-0.46

Sortino ratio

Return per unit of downside risk

1.06

1.73

-0.67

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.09

Calmar ratio

Return relative to maximum drawdown

1.05

1.35

-0.30

Martin ratio

Return relative to average drawdown

4.34

5.79

-1.45

EAERX vs. ETG - Sharpe Ratio Comparison

The current EAERX Sharpe Ratio is 0.66, which is lower than the ETG Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of EAERX and ETG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EAERXETGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.13

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.51

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.57

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.36

+0.17

Correlation

The correlation between EAERX and ETG is 0.71, 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

EAERX vs. ETG - Dividend Comparison

EAERX's dividend yield for the trailing twelve months is around 9.55%, more than ETG's 7.49% yield.


TTM20252024202320222021202020192018201720162015
EAERX
Eaton Vance Stock Fund
9.55%8.95%29.39%17.32%14.50%12.48%1.96%3.92%12.04%7.77%2.87%8.13%
ETG
Eaton Vance Tax Advantaged Global Dividend Income Closed Fund
7.49%6.72%8.03%7.02%9.94%6.02%6.74%6.83%9.08%7.69%8.74%7.93%

Drawdowns

EAERX vs. ETG - Drawdown Comparison

The maximum EAERX drawdown since its inception was -48.72%, smaller than the maximum ETG drawdown of -74.76%. Use the drawdown chart below to compare losses from any high point for EAERX and ETG.


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Drawdown Indicators


EAERXETGDifference

Max Drawdown

Largest peak-to-trough decline

-48.72%

-74.76%

+26.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-16.64%

+4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-22.71%

-31.64%

+8.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-51.53%

+17.70%

Current Drawdown

Current decline from peak

-7.99%

-11.20%

+3.21%

Average Drawdown

Average peak-to-trough decline

-6.84%

-13.55%

+6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.88%

-0.95%

Volatility

EAERX vs. ETG - Volatility Comparison

The current volatility for Eaton Vance Stock Fund (EAERX) is 5.66%, while Eaton Vance Tax Advantaged Global Dividend Income Closed Fund (ETG) has a volatility of 7.67%. This indicates that EAERX experiences smaller price fluctuations and is considered to be less risky than ETG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EAERXETGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

7.67%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

11.90%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

20.21%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.51%

19.73%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

21.17%

-0.91%