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EVT vs. AFNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVT vs. AFNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). The values are adjusted to include any dividend payments, if applicable.

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EVT vs. AFNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVT
Eaton Vance Tax-Advantaged Dividend Income Fund
0.53%13.79%17.34%5.78%-17.33%33.94%1.72%44.71%-11.92%21.80%
AFNIX
AAM/Bahl & Gaynor Income Growth Fund Class I
1.74%11.36%16.23%6.59%-8.77%25.23%6.60%25.71%-1.98%19.51%

Returns By Period

In the year-to-date period, EVT achieves a 0.53% return, which is significantly lower than AFNIX's 1.74% return. Both investments have delivered pretty close results over the past 10 years, with EVT having a 10.85% annualized return and AFNIX not far behind at 10.47%.


EVT

1D
1.14%
1M
-5.00%
YTD
0.53%
6M
5.87%
1Y
15.98%
3Y*
11.98%
5Y*
6.93%
10Y*
10.85%

AFNIX

1D
0.00%
1M
-5.60%
YTD
1.74%
6M
2.07%
1Y
12.97%
3Y*
12.09%
5Y*
8.37%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVT vs. AFNIX - Expense Ratio Comparison

EVT has a 0.01% expense ratio, which is lower than AFNIX's 0.83% expense ratio.


Return for Risk

EVT vs. AFNIX — Risk / Return Rank

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

EVT
EVT Risk / Return Rank: 4141
Overall Rank
EVT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EVT Sortino Ratio Rank: 3737
Sortino Ratio Rank
EVT Omega Ratio Rank: 4444
Omega Ratio Rank
EVT Calmar Ratio Rank: 4040
Calmar Ratio Rank
EVT Martin Ratio Rank: 4747
Martin Ratio Rank

AFNIX
AFNIX Risk / Return Rank: 4848
Overall Rank
AFNIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AFNIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
AFNIX Omega Ratio Rank: 4343
Omega Ratio Rank
AFNIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
AFNIX Martin Ratio Rank: 6363
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.

EVT vs. AFNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). 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.


EVTAFNIXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.93

-0.01

Sortino ratio

Return per unit of downside risk

1.32

1.33

-0.01

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.21

1.30

-0.09

Martin ratio

Return relative to average drawdown

5.26

6.34

-1.07

EVT vs. AFNIX - Sharpe Ratio Comparison

The current EVT Sharpe Ratio is 0.92, which is comparable to the AFNIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of EVT and AFNIX, 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


EVTAFNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.93

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.61

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.65

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.69

-0.29

Correlation

The correlation between EVT and AFNIX 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

EVT vs. AFNIX - Dividend Comparison

EVT's dividend yield for the trailing twelve months is around 7.95%, less than AFNIX's 31.45% yield.


TTM20252024202320222021202020192018201720162015
EVT
Eaton Vance Tax-Advantaged Dividend Income Fund
7.95%7.84%8.02%8.03%8.44%5.65%7.97%6.82%9.16%6.85%8.47%7.49%
AFNIX
AAM/Bahl & Gaynor Income Growth Fund Class I
31.45%14.13%6.88%3.43%4.61%1.78%1.75%2.13%2.04%1.72%1.79%2.66%

Drawdowns

EVT vs. AFNIX - Drawdown Comparison

The maximum EVT drawdown since its inception was -74.01%, which is greater than AFNIX's maximum drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for EVT and AFNIX.


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Drawdown Indicators


EVTAFNIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.01%

-35.60%

-38.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-10.43%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

-19.57%

-8.66%

Max Drawdown (10Y)

Largest decline over 10 years

-52.03%

-35.60%

-16.43%

Current Drawdown

Current decline from peak

-5.21%

-5.60%

+0.39%

Average Drawdown

Average peak-to-trough decline

-11.21%

-3.54%

-7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.15%

+0.85%

Volatility

EVT vs. AFNIX - Volatility Comparison

Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) has a higher volatility of 5.29% compared to AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX) at 3.06%. This indicates that EVT's price experiences larger fluctuations and is considered to be riskier than AFNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVTAFNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

3.06%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

6.63%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

13.61%

+3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

13.89%

+3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

16.25%

+4.34%