ETG vs. VOO
Compare and contrast key facts about Eaton Vance Tax Advantaged Global Dividend Income Closed Fund (ETG) and Vanguard S&P 500 ETF (VOO).
ETG is an actively managed fund by Eaton Vance. It was launched on Jan 30, 2004. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
ETG vs. VOO - Performance Comparison
Loading graphics...
ETG vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETG Eaton Vance Tax Advantaged Global Dividend Income Closed Fund | -11.37% | 36.92% | 15.46% | 21.97% | -27.62% | 33.08% | 10.08% | 43.62% | -15.90% | 33.55% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, ETG achieves a -11.37% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, ETG has underperformed VOO with an annualized return of 11.66%, while VOO has yielded a comparatively higher 14.05% annualized return.
ETG
- 1D
- 3.44%
- 1M
- -12.13%
- YTD
- -11.37%
- 6M
- -1.37%
- 1Y
- 18.89%
- 3Y*
- 16.18%
- 5Y*
- 9.36%
- 10Y*
- 11.66%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ETG vs. VOO - Expense Ratio Comparison
ETG has a 2.57% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
ETG vs. VOO — Risk / Return Rank
ETG
VOO
ETG vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Advantaged Global Dividend Income Closed Fund (ETG) and Vanguard S&P 500 ETF (VOO). 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.
| ETG | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.98 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.50 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.53 | -0.43 |
Martin ratioReturn relative to average drawdown | 4.84 | 7.29 | -2.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ETG | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.98 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.70 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.78 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.83 | -0.48 |
Correlation
The correlation between ETG and VOO is 0.75, 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
ETG vs. VOO - Dividend Comparison
ETG's dividend yield for the trailing twelve months is around 7.71%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETG Eaton Vance Tax Advantaged Global Dividend Income Closed Fund | 7.71% | 6.72% | 8.03% | 7.02% | 9.94% | 6.02% | 6.74% | 6.83% | 9.08% | 7.69% | 8.74% | 7.93% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
ETG vs. VOO - Drawdown Comparison
The maximum ETG drawdown since its inception was -74.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ETG and VOO.
Loading graphics...
Drawdown Indicators
| ETG | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.76% | -33.99% | -40.77% |
Max Drawdown (1Y)Largest decline over 1 year | -16.64% | -11.98% | -4.66% |
Max Drawdown (5Y)Largest decline over 5 years | -31.64% | -24.52% | -7.12% |
Max Drawdown (10Y)Largest decline over 10 years | -51.53% | -33.99% | -17.54% |
Current DrawdownCurrent decline from peak | -13.77% | -6.29% | -7.48% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -3.72% | -9.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 2.52% | +1.29% |
Volatility
ETG vs. VOO - Volatility Comparison
Eaton Vance Tax Advantaged Global Dividend Income Closed Fund (ETG) has a higher volatility of 7.08% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that ETG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ETG | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 5.29% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 9.44% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.00% | 18.10% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 16.82% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 17.99% | +3.16% |