EVIFX vs. EXG
Compare and contrast key facts about Eaton Vance Balanced Fund (EVIFX) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG).
EVIFX is managed by Eaton Vance. It was launched on Apr 1, 1932. EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007.
Performance
EVIFX vs. EXG - Performance Comparison
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EVIFX vs. EXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVIFX Eaton Vance Balanced Fund | -5.99% | 11.01% | 19.05% | 16.05% | -15.61% | 13.97% | 14.22% | 26.25% | -3.42% | 13.53% |
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, EVIFX achieves a -5.99% return, which is significantly higher than EXG's -7.20% return. Over the past 10 years, EVIFX has underperformed EXG with an annualized return of 8.45%, while EXG has yielded a comparatively higher 9.69% annualized return.
EVIFX
- 1D
- 0.09%
- 1M
- -5.91%
- YTD
- -5.99%
- 6M
- -4.49%
- 1Y
- 6.82%
- 3Y*
- 11.30%
- 5Y*
- 6.38%
- 10Y*
- 8.45%
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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EVIFX vs. EXG - Expense Ratio Comparison
EVIFX has a 0.97% expense ratio, which is lower than EXG's 1.07% expense ratio.
Return for Risk
EVIFX vs. EXG — Risk / Return Rank
EVIFX
EXG
EVIFX vs. EXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Balanced Fund (EVIFX) 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.
| EVIFX | EXG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.89 | -0.26 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.37 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.12 | -0.34 |
Martin ratioReturn relative to average drawdown | 3.17 | 5.00 | -1.82 |
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
| EVIFX | EXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.89 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.44 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.49 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.29 | +0.19 |
Correlation
The correlation between EVIFX and EXG is 0.71, 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
EVIFX vs. EXG - Dividend Comparison
EVIFX's dividend yield for the trailing twelve months is around 5.46%, less than EXG's 9.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVIFX Eaton Vance Balanced Fund | 5.46% | 5.13% | 5.48% | 2.01% | 5.77% | 8.22% | 2.71% | 5.84% | 6.50% | 4.68% | 1.84% | 6.07% |
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
EVIFX vs. EXG - Drawdown Comparison
The maximum EVIFX drawdown since its inception was -42.70%, smaller than the maximum EXG drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for EVIFX and EXG.
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Drawdown Indicators
| EVIFX | EXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.70% | -58.45% | +15.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -14.28% | +6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | -27.82% | +2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -24.94% | -45.36% | +20.42% |
Current DrawdownCurrent decline from peak | -7.18% | -10.34% | +3.16% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -9.68% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 3.19% | -1.30% |
Volatility
EVIFX vs. EXG - Volatility Comparison
The current volatility for Eaton Vance Balanced Fund (EVIFX) is 3.31%, while Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a volatility of 7.18%. This indicates that EVIFX 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
| EVIFX | EXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 7.18% | -3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 6.30% | 10.46% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 18.24% | -6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.04% | 17.35% | -5.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.59% | 19.93% | -8.34% |