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ETO vs. FMIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETO vs. FMIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund (ETO) and Wasatch Global Value Fund Investor Class Shares (FMIEX). The values are adjusted to include any dividend payments, if applicable.

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ETO vs. FMIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETO
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
-10.61%29.96%15.55%21.54%-29.96%37.18%6.25%50.98%-19.19%33.57%
FMIEX
Wasatch Global Value Fund Investor Class Shares
6.04%30.93%8.66%5.67%-0.12%25.11%2.04%17.27%-5.67%11.21%

Returns By Period

In the year-to-date period, ETO achieves a -10.61% return, which is significantly lower than FMIEX's 6.04% return. Both investments have delivered pretty close results over the past 10 years, with ETO having a 10.87% annualized return and FMIEX not far ahead at 11.03%.


ETO

1D
3.74%
1M
-11.20%
YTD
-10.61%
6M
0.27%
1Y
17.00%
3Y*
14.68%
5Y*
8.04%
10Y*
10.87%

FMIEX

1D
0.60%
1M
-5.84%
YTD
6.04%
6M
10.61%
1Y
24.34%
3Y*
16.68%
5Y*
11.63%
10Y*
11.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETO vs. FMIEX - Expense Ratio Comparison

ETO has a 2.56% expense ratio, which is higher than FMIEX's 1.10% expense ratio.


Return for Risk

ETO vs. FMIEX — Risk / Return Rank

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

ETO
ETO Risk / Return Rank: 4141
Overall Rank
ETO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ETO Sortino Ratio Rank: 3737
Sortino Ratio Rank
ETO Omega Ratio Rank: 4242
Omega Ratio Rank
ETO Calmar Ratio Rank: 4040
Calmar Ratio Rank
ETO Martin Ratio Rank: 4545
Martin Ratio Rank

FMIEX
FMIEX Risk / Return Rank: 9292
Overall Rank
FMIEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FMIEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FMIEX Omega Ratio Rank: 9191
Omega Ratio Rank
FMIEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FMIEX Martin Ratio Rank: 9494
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.

ETO vs. FMIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund (ETO) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.


ETOFMIEXDifference

Sharpe ratio

Return per unit of total volatility

0.86

2.14

-1.28

Sortino ratio

Return per unit of downside risk

1.24

2.85

-1.61

Omega ratio

Gain probability vs. loss probability

1.19

1.42

-0.23

Calmar ratio

Return relative to maximum drawdown

1.06

2.57

-1.51

Martin ratio

Return relative to average drawdown

4.60

11.99

-7.39

ETO vs. FMIEX - Sharpe Ratio Comparison

The current ETO Sharpe Ratio is 0.86, which is lower than the FMIEX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ETO and FMIEX, 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


ETOFMIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.14

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.92

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.70

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.58

-0.17

Correlation

The correlation between ETO and FMIEX is 0.65, 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

ETO vs. FMIEX - Dividend Comparison

ETO's dividend yield for the trailing twelve months is around 7.80%, more than FMIEX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
ETO
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
7.80%6.85%7.81%6.97%9.87%5.82%7.36%8.32%11.51%8.50%9.51%9.29%
FMIEX
Wasatch Global Value Fund Investor Class Shares
4.95%5.76%9.02%3.27%8.54%4.34%1.74%3.82%18.46%16.45%5.16%11.75%

Drawdowns

ETO vs. FMIEX - Drawdown Comparison

The maximum ETO drawdown since its inception was -72.02%, which is greater than FMIEX's maximum drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for ETO and FMIEX.


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Drawdown Indicators


ETOFMIEXDifference

Max Drawdown

Largest peak-to-trough decline

-72.02%

-49.85%

-22.17%

Max Drawdown (1Y)

Largest decline over 1 year

-15.27%

-9.34%

-5.93%

Max Drawdown (5Y)

Largest decline over 5 years

-35.44%

-18.63%

-16.81%

Max Drawdown (10Y)

Largest decline over 10 years

-52.03%

-39.33%

-12.70%

Current Drawdown

Current decline from peak

-12.10%

-5.84%

-6.26%

Average Drawdown

Average peak-to-trough decline

-12.82%

-6.61%

-6.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.04%

+1.47%

Volatility

ETO vs. FMIEX - Volatility Comparison

Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund (ETO) has a higher volatility of 7.18% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.51%. This indicates that ETO's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETOFMIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

3.51%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

6.70%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

19.87%

11.81%

+8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

12.77%

+7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.69%

15.73%

+6.96%