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EVT vs. BND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVT vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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EVT vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVT
Eaton Vance Tax-Advantaged Dividend Income Fund
-0.60%13.79%17.34%5.78%-17.33%33.94%1.72%44.71%-11.92%21.80%
BND
Vanguard Total Bond Market ETF
0.05%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Returns By Period

In the year-to-date period, EVT achieves a -0.60% return, which is significantly lower than BND's 0.05% return. Over the past 10 years, EVT has outperformed BND with an annualized return of 10.72%, while BND has yielded a comparatively lower 1.67% annualized return.


EVT

1D
2.55%
1M
-6.14%
YTD
-0.60%
6M
4.46%
1Y
14.47%
3Y*
11.56%
5Y*
6.69%
10Y*
10.72%

BND

1D
0.22%
1M
-1.74%
YTD
0.05%
6M
0.95%
1Y
4.24%
3Y*
3.59%
5Y*
0.24%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVT vs. BND - Expense Ratio Comparison

EVT has a 0.01% expense ratio, which is lower than BND's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

EVT vs. BND — Risk / Return Rank

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

EVT
EVT Risk / Return Rank: 4444
Overall Rank
EVT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EVT Sortino Ratio Rank: 3737
Sortino Ratio Rank
EVT Omega Ratio Rank: 4545
Omega Ratio Rank
EVT Calmar Ratio Rank: 4646
Calmar Ratio Rank
EVT Martin Ratio Rank: 5151
Martin Ratio Rank

BND
BND Risk / Return Rank: 5959
Overall Rank
BND Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BND Sortino Ratio Rank: 5858
Sortino Ratio Rank
BND Omega Ratio Rank: 4949
Omega Ratio Rank
BND Calmar Ratio Rank: 7474
Calmar Ratio Rank
BND Martin Ratio Rank: 5656
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. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) and Vanguard Total Bond Market ETF (BND). 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.


EVTBNDDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.99

-0.16

Sortino ratio

Return per unit of downside risk

1.21

1.41

-0.19

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.15

1.81

-0.66

Martin ratio

Return relative to average drawdown

5.04

4.98

+0.06

EVT vs. BND - Sharpe Ratio Comparison

The current EVT Sharpe Ratio is 0.83, which is comparable to the BND Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EVT and BND, 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


EVTBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.99

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.04

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.30

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.59

-0.19

Correlation

The correlation between EVT and BND is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

EVT vs. BND - Dividend Comparison

EVT's dividend yield for the trailing twelve months is around 8.05%, more than BND's 3.91% yield.


TTM20252024202320222021202020192018201720162015
EVT
Eaton Vance Tax-Advantaged Dividend Income Fund
8.05%7.84%8.02%8.03%8.44%5.65%7.97%6.82%9.16%6.85%8.47%7.49%
BND
Vanguard Total Bond Market ETF
3.91%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Drawdowns

EVT vs. BND - Drawdown Comparison

The maximum EVT drawdown since its inception was -74.01%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for EVT and BND.


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Drawdown Indicators


EVTBNDDifference

Max Drawdown

Largest peak-to-trough decline

-74.01%

-18.58%

-55.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-2.44%

-10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

-17.91%

-10.32%

Max Drawdown (10Y)

Largest decline over 10 years

-52.03%

-18.58%

-33.45%

Current Drawdown

Current decline from peak

-6.28%

-2.58%

-3.70%

Average Drawdown

Average peak-to-trough decline

-11.21%

-3.07%

-8.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

0.89%

+2.09%

Volatility

EVT vs. BND - Volatility Comparison

Eaton Vance Tax-Advantaged Dividend Income Fund (EVT) has a higher volatility of 5.20% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that EVT's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVTBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

1.63%

+3.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

2.52%

+6.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

4.30%

+13.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

6.00%

+11.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

5.52%

+15.08%