EVV vs. EXG
Compare and contrast key facts about Eaton Vance Limited Duration Income Fund (EVV) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG).
EVV is managed by Eaton Vance. It was launched on May 30, 2003. EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007.
Performance
EVV vs. EXG - Performance Comparison
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EVV vs. EXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVV Eaton Vance Limited Duration Income Fund | -3.01% | 10.72% | 12.22% | 13.33% | -19.94% | 14.66% | 4.67% | 18.91% | -5.53% | 6.77% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | -5.16% | 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, EVV achieves a -3.01% return, which is significantly higher than EXG's -5.16% return. Over the past 10 years, EVV has underperformed EXG with an annualized return of 5.71%, while EXG has yielded a comparatively higher 9.93% annualized return.
EVV
- 1D
- -0.53%
- 1M
- -3.05%
- YTD
- -3.01%
- 6M
- -3.86%
- 1Y
- 2.23%
- 3Y*
- 8.12%
- 5Y*
- 3.90%
- 10Y*
- 5.71%
EXG
- 1D
- 2.19%
- 1M
- -6.94%
- YTD
- -5.16%
- 6M
- 0.81%
- 1Y
- 18.78%
- 3Y*
- 14.03%
- 5Y*
- 8.06%
- 10Y*
- 9.93%
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EVV vs. EXG - Expense Ratio Comparison
EVV has a 0.04% expense ratio, which is lower than EXG's 1.07% expense ratio.
Return for Risk
EVV vs. EXG — Risk / Return Rank
EVV
EXG
EVV vs. EXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Limited Duration Income Fund (EVV) 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.
| EVV | EXG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 1.03 | -0.83 |
Sortino ratioReturn per unit of downside risk | 0.34 | 1.55 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | 1.32 | -0.99 |
Martin ratioReturn relative to average drawdown | 1.21 | 5.81 | -4.59 |
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
| EVV | EXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 1.03 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.47 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.50 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.29 | +0.04 |
Correlation
The correlation between EVV and EXG is 0.43, 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
EVV vs. EXG - Dividend Comparison
EVV's dividend yield for the trailing twelve months is around 9.33%, more than EXG's 8.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVV Eaton Vance Limited Duration Income Fund | 9.33% | 8.86% | 9.78% | 10.43% | 12.78% | 9.16% | 9.58% | 6.42% | 8.44% | 7.22% | 8.46% | 9.56% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | 8.91% | 8.27% | 9.27% | 8.60% | 10.59% | 7.27% | 8.43% | 8.42% | 12.23% | 9.84% | 12.16% | 11.02% |
Drawdowns
EVV vs. EXG - Drawdown Comparison
The maximum EVV drawdown since its inception was -51.37%, smaller than the maximum EXG drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for EVV and EXG.
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Drawdown Indicators
| EVV | EXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.37% | -58.45% | +7.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -14.28% | +5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -27.82% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -40.42% | -45.36% | +4.94% |
Current DrawdownCurrent decline from peak | -4.80% | -8.37% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -9.68% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 3.23% | -0.88% |
Volatility
EVV vs. EXG - Volatility Comparison
The current volatility for Eaton Vance Limited Duration Income Fund (EVV) is 5.59%, while Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a volatility of 7.47%. This indicates that EVV 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
| EVV | EXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 7.47% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 10.65% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 18.36% | -7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.52% | 17.38% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.42% | 19.94% | -4.52% |