EXG vs. BDJ
Compare and contrast key facts about Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) and BlackRock Enhanced Equity Dividend Fund (BDJ).
EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007. BDJ is managed by BlackRock. It was launched on Aug 30, 2005.
Performance
EXG vs. BDJ - Performance Comparison
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EXG vs. BDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BDJ BlackRock Enhanced Equity Dividend Fund | -7.23% | 26.12% | 16.87% | -6.67% | 0.83% | 26.56% | -7.58% | 37.43% | -10.42% | 20.78% |
Returns By Period
The year-to-date returns for both stocks are quite close, with EXG having a -7.20% return and BDJ slightly lower at -7.23%. Both investments have delivered pretty close results over the past 10 years, with EXG having a 9.69% annualized return and BDJ not far ahead at 9.77%.
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%
BDJ
- 1D
- 2.01%
- 1M
- -10.23%
- YTD
- -7.23%
- 6M
- -0.27%
- 1Y
- 10.26%
- 3Y*
- 9.52%
- 5Y*
- 7.49%
- 10Y*
- 9.77%
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EXG vs. BDJ - Expense Ratio Comparison
EXG has a 1.07% expense ratio, which is higher than BDJ's 0.86% expense ratio.
Return for Risk
EXG vs. BDJ — Risk / Return Rank
EXG
BDJ
EXG vs. BDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) and BlackRock Enhanced Equity Dividend Fund (BDJ). 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.
| EXG | BDJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.62 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.37 | 0.94 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 0.79 | +0.32 |
Martin ratioReturn relative to average drawdown | 5.00 | 3.01 | +1.99 |
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
| EXG | BDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.62 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.47 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.53 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.30 | -0.01 |
Correlation
The correlation between EXG and BDJ is 0.66, 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
EXG vs. BDJ - Dividend Comparison
EXG's dividend yield for the trailing twelve months is around 9.10%, less than BDJ's 9.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BDJ BlackRock Enhanced Equity Dividend Fund | 9.93% | 9.03% | 8.21% | 9.49% | 12.18% | 5.95% | 7.08% | 6.66% | 7.21% | 6.07% | 6.88% | 7.36% |
Drawdowns
EXG vs. BDJ - Drawdown Comparison
The maximum EXG drawdown since its inception was -58.45%, roughly equal to the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for EXG and BDJ.
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Drawdown Indicators
| EXG | BDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.45% | -59.46% | +1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -12.28% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | -21.39% | -6.43% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | -48.14% | +2.78% |
Current DrawdownCurrent decline from peak | -10.34% | -10.51% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -8.99% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.24% | -0.05% |
Volatility
EXG vs. BDJ - Volatility Comparison
Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a higher volatility of 7.18% compared to BlackRock Enhanced Equity Dividend Fund (BDJ) at 5.31%. This indicates that EXG's price experiences larger fluctuations and is considered to be riskier than BDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXG | BDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 5.31% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 9.40% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 16.63% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 16.12% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 18.38% | +1.55% |