EBABX vs. EXG
Compare and contrast key facts about Eaton Vance Total Return Bond Fund Class A (EBABX) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG).
EBABX is an actively managed fund by Eaton Vance. It was launched on Nov 17, 2009. EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007.
Performance
EBABX vs. EXG - Performance Comparison
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EBABX vs. EXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EBABX Eaton Vance Total Return Bond Fund Class A | -0.94% | 8.87% | 4.21% | 5.30% | -13.08% | 2.76% | 5.62% | 10.54% | -1.09% | 7.44% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | -7.20% | 27.79% | 16.04% | 11.46% | -22.24% | 31.53% | 10.19% | 28.71% | -12.09% | 29.58% |
Returns By Period
In the year-to-date period, EBABX achieves a -0.94% return, which is significantly higher than EXG's -7.20% return. Over the past 10 years, EBABX has underperformed EXG with an annualized return of 3.49%, while EXG has yielded a comparatively higher 9.69% annualized return.
EBABX
- 1D
- 0.48%
- 1M
- -2.80%
- YTD
- -0.94%
- 6M
- 0.33%
- 1Y
- 4.90%
- 3Y*
- 4.77%
- 5Y*
- 1.15%
- 10Y*
- 3.49%
EXG
- 1D
- 4.59%
- 1M
- -9.69%
- YTD
- -7.20%
- 6M
- -0.71%
- 1Y
- 16.23%
- 3Y*
- 13.21%
- 5Y*
- 7.59%
- 10Y*
- 9.69%
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EBABX vs. EXG - Expense Ratio Comparison
EBABX has a 0.73% expense ratio, which is lower than EXG's 1.07% expense ratio.
Return for Risk
EBABX vs. EXG — Risk / Return Rank
EBABX
EXG
EBABX vs. EXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Total Return Bond Fund Class A (EBABX) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG). 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.
| EBABX | EXG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.89 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.37 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.12 | +0.71 |
Martin ratioReturn relative to average drawdown | 6.84 | 5.00 | +1.84 |
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
| EBABX | EXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.89 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.44 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.49 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.29 | +0.48 |
Correlation
The correlation between EBABX and EXG is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
EBABX vs. EXG - Dividend Comparison
EBABX's dividend yield for the trailing twelve months is around 4.54%, less than EXG's 9.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBABX Eaton Vance Total Return Bond Fund Class A | 4.54% | 4.89% | 5.31% | 3.83% | 3.77% | 3.23% | 3.64% | 3.71% | 3.89% | 3.29% | 3.66% | 5.41% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | 9.10% | 8.27% | 9.27% | 8.60% | 10.59% | 7.27% | 8.43% | 8.42% | 12.23% | 9.84% | 12.16% | 11.02% |
Drawdowns
EBABX vs. EXG - Drawdown Comparison
The maximum EBABX drawdown since its inception was -17.19%, smaller than the maximum EXG drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for EBABX and EXG.
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Drawdown Indicators
| EBABX | EXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.19% | -58.45% | +41.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -14.28% | +11.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.19% | -27.82% | +10.63% |
Max Drawdown (10Y)Largest decline over 10 years | -17.19% | -45.36% | +28.17% |
Current DrawdownCurrent decline from peak | -2.80% | -10.34% | +7.54% |
Average DrawdownAverage peak-to-trough decline | -3.67% | -9.68% | +6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 3.19% | -2.32% |
Volatility
EBABX vs. EXG - Volatility Comparison
The current volatility for Eaton Vance Total Return Bond Fund Class A (EBABX) is 1.62%, while Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a volatility of 7.18%. This indicates that EBABX experiences smaller price fluctuations and is considered to be less risky than EXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBABX | EXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 7.18% | -5.56% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 10.46% | -7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.25% | 18.24% | -13.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.26% | 17.35% | -12.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.68% | 19.93% | -15.25% |