ETEGX vs. EXG
Compare and contrast key facts about Eaton Vance Small-Cap Fund (ETEGX) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG).
ETEGX is managed by Eaton Vance. It was launched on Jan 2, 1997. EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007.
Performance
ETEGX vs. EXG - Performance Comparison
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ETEGX vs. EXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETEGX Eaton Vance Small-Cap Fund | -2.47% | -6.20% | 14.65% | 11.28% | -15.52% | 21.45% | 12.73% | 27.57% | -6.00% | 14.87% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | -5.16% | 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, ETEGX achieves a -2.47% return, which is significantly higher than EXG's -5.16% return. Over the past 10 years, ETEGX has underperformed EXG with an annualized return of 8.12%, while EXG has yielded a comparatively higher 9.93% annualized return.
ETEGX
- 1D
- 2.04%
- 1M
- -7.78%
- YTD
- -2.47%
- 6M
- -4.68%
- 1Y
- -5.06%
- 3Y*
- 3.10%
- 5Y*
- 1.51%
- 10Y*
- 8.12%
EXG
- 1D
- 2.19%
- 1M
- -6.94%
- YTD
- -5.16%
- 6M
- 0.81%
- 1Y
- 18.78%
- 3Y*
- 14.03%
- 5Y*
- 8.06%
- 10Y*
- 9.93%
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ETEGX vs. EXG - Expense Ratio Comparison
ETEGX has a 1.21% expense ratio, which is higher than EXG's 1.07% expense ratio.
Return for Risk
ETEGX vs. EXG — Risk / Return Rank
ETEGX
EXG
ETEGX vs. EXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Small-Cap Fund (ETEGX) 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.
| ETEGX | EXG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.23 | 1.03 | -1.25 |
Sortino ratioReturn per unit of downside risk | -0.20 | 1.55 | -1.74 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.23 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.31 | 1.32 | -1.63 |
Martin ratioReturn relative to average drawdown | -0.75 | 5.81 | -6.56 |
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
| ETEGX | EXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 1.03 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.47 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.50 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.29 | -0.02 |
Correlation
The correlation between ETEGX and EXG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ETEGX vs. EXG - Dividend Comparison
ETEGX's dividend yield for the trailing twelve months is around 8.44%, less than EXG's 8.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETEGX Eaton Vance Small-Cap Fund | 8.44% | 8.23% | 5.13% | 0.68% | 3.22% | 13.87% | 1.06% | 7.19% | 12.29% | 11.02% | 13.88% | 23.25% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | 8.91% | 8.27% | 9.27% | 8.60% | 10.59% | 7.27% | 8.43% | 8.42% | 12.23% | 9.84% | 12.16% | 11.02% |
Drawdowns
ETEGX vs. EXG - Drawdown Comparison
The maximum ETEGX drawdown since its inception was -67.58%, which is greater than EXG's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for ETEGX and EXG.
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Drawdown Indicators
| ETEGX | EXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -58.45% | -9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -14.28% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -27.82% | +3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -45.36% | +8.70% |
Current DrawdownCurrent decline from peak | -13.88% | -8.37% | -5.51% |
Average DrawdownAverage peak-to-trough decline | -22.84% | -9.68% | -13.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 3.23% | +2.24% |
Volatility
ETEGX vs. EXG - Volatility Comparison
The current volatility for Eaton Vance Small-Cap Fund (ETEGX) is 5.34%, while Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a volatility of 7.47%. This indicates that ETEGX 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
| ETEGX | EXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 7.47% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 10.65% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.73% | 18.36% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 17.38% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 19.94% | -0.12% |