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EGRAX vs. CGFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGRAX vs. CGFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX) and abrdn Global Absolute Return Strategies Fund (CGFIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EGRAX achieves a 7.67% return, which is significantly higher than CGFIX's 1.86% return. Over the past 10 years, EGRAX has outperformed CGFIX with an annualized return of 6.34%, while CGFIX has yielded a comparatively lower 1.86% annualized return.


EGRAX

1D
-0.08%
1M
1.65%
YTD
7.67%
6M
8.61%
1Y
19.98%
3Y*
13.20%
5Y*
8.61%
10Y*
6.34%

CGFIX

1D
0.12%
1M
1.43%
YTD
1.86%
6M
1.93%
1Y
6.15%
3Y*
5.56%
5Y*
0.44%
10Y*
1.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGRAX vs. CGFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGRAX
Eaton Vance Global Macro Absolute Return Advantage Fund Class A
7.67%20.06%9.19%8.10%-2.30%3.35%4.49%14.43%-8.66%5.49%
CGFIX
abrdn Global Absolute Return Strategies Fund
1.86%5.79%4.85%-2.54%-9.99%1.39%6.37%7.26%0.97%1.62%

Correlation

The correlation between EGRAX and CGFIX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2010

-0.02

The correlation between EGRAX and CGFIX shifts across timeframes, from -0.02 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EGRAX vs. CGFIX — Risk / Return Rank

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

EGRAX
EGRAX Risk / Return Rank: 9898
Overall Rank
EGRAX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EGRAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
EGRAX Omega Ratio Rank: 9999
Omega Ratio Rank
EGRAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
EGRAX Martin Ratio Rank: 9696
Martin Ratio Rank

CGFIX
CGFIX Risk / Return Rank: 5353
Overall Rank
CGFIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CGFIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
CGFIX Omega Ratio Rank: 6363
Omega Ratio Rank
CGFIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
CGFIX Martin Ratio Rank: 4040
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.

EGRAX vs. CGFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX) and abrdn Global Absolute Return Strategies Fund (CGFIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EGRAXCGFIXDifference
Sharpe ratioReturn per unit of total volatility

+3.49

Sortino ratioReturn per unit of downside risk

+5.06

Omega ratioGain probability vs. loss probability

2.49

1.40

+1.08

Calmar ratioReturn relative to maximum drawdown

5.96

2.31

+3.65

Martin ratioReturn relative to average drawdown

20.95

8.18

+12.77

EGRAX vs. CGFIX - Sharpe Ratio Comparison

The current EGRAX Sharpe Ratio is 5.56, which is higher than the CGFIX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of EGRAX and CGFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EGRAX vs. CGFIX - Drawdown Comparison

The maximum EGRAX drawdown since its inception was -14.15%, smaller than the maximum CGFIX drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for EGRAX and CGFIX.


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Drawdown Indicators


EGRAXCGFIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.15%

-20.28%

+6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-2.78%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-3.35%

-5.57%

+2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-10.31%

-20.28%

+9.97%

Max Drawdown (10Y)

Largest decline over 10 years

-14.15%

-20.28%

+6.13%

Current Drawdown

Current decline from peak

-0.08%

-1.18%

+1.10%

Average Drawdown

Average peak-to-trough decline

-1.93%

-3.19%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.78%

+0.17%

Volatility

EGRAX vs. CGFIX - Volatility Comparison

Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX) has a higher volatility of 0.75% compared to abrdn Global Absolute Return Strategies Fund (CGFIX) at 0.70%. This indicates that EGRAX's price experiences larger fluctuations and is considered to be riskier than CGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGRAXCGFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.70%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

2.35%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

3.10%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.01%

5.76%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.94%

4.71%

-0.77%

EGRAX vs. CGFIX - Expense Ratio Comparison

EGRAX has a 2.22% expense ratio, which is higher than CGFIX's 0.78% expense ratio.


Dividends

EGRAX vs. CGFIX - Dividend Comparison

EGRAX's dividend yield for the trailing twelve months is around 6.28%, more than CGFIX's 6.12% yield.


PositionTTM20252024202320222021202020192018201720162015
CGFIX
abrdn Global Absolute Return Strategies Fund
6.12%5.51%6.43%2.08%0.00%7.49%0.23%3.29%6.05%0.33%1.12%0.35%
EGRAX
Eaton Vance Global Macro Absolute Return Advantage Fund Class A
6.28%6.76%5.86%3.18%4.53%4.58%5.61%4.02%0.00%2.82%1.47%6.42%

Frequently Asked Questions


EGRAX and CGFIX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EGRAX has higher volatility (0.75%) compared to CGFIX (0.70%). In terms of maximum drawdown, EGRAX dropped -14.15% vs CGFIX's -20.28%.

EGRAX currently has the higher Sharpe Ratio (5.56 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EGRAX and CGFIX

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