EXG vs. BXMIX
Compare and contrast key facts about Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) and Blackstone Alternative Multi-Strategy Fund (BXMIX).
EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007. BXMIX is managed by Blackstone. It was launched on Jun 15, 2014.
Performance
EXG vs. BXMIX - Performance Comparison
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EXG vs. BXMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BXMIX Blackstone Alternative Multi-Strategy Fund | 0.09% | 10.45% | 7.45% | 7.92% | -4.62% | 5.27% | -1.10% | 6.78% | -1.51% | 7.20% |
Returns By Period
In the year-to-date period, EXG achieves a -5.16% return, which is significantly lower than BXMIX's 0.09% return. Over the past 10 years, EXG has outperformed BXMIX with an annualized return of 9.93%, while BXMIX has yielded a comparatively lower 4.10% annualized return.
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%
BXMIX
- 1D
- 0.55%
- 1M
- -0.90%
- YTD
- 0.09%
- 6M
- 3.67%
- 1Y
- 10.24%
- 3Y*
- 8.35%
- 5Y*
- 4.71%
- 10Y*
- 4.10%
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EXG vs. BXMIX - Expense Ratio Comparison
EXG has a 1.07% expense ratio, which is lower than BXMIX's 2.33% expense ratio.
Return for Risk
EXG vs. BXMIX — Risk / Return Rank
EXG
BXMIX
EXG vs. BXMIX - 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 Blackstone Alternative Multi-Strategy Fund (BXMIX). 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 | BXMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 2.45 | -1.42 |
Sortino ratioReturn per unit of downside risk | 1.55 | 3.21 | -1.67 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.62 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.95 | -0.63 |
Martin ratioReturn relative to average drawdown | 5.81 | 9.07 | -3.27 |
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 | BXMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 2.45 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.82 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.80 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.74 | -0.45 |
Correlation
The correlation between EXG and BXMIX is 0.41, 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. BXMIX - Dividend Comparison
EXG's dividend yield for the trailing twelve months is around 8.91%, more than BXMIX's 7.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BXMIX Blackstone Alternative Multi-Strategy Fund | 7.74% | 7.75% | 5.75% | 3.48% | 0.00% | 1.68% | 3.12% | 3.67% | 1.91% | 2.00% | 0.45% | 2.52% |
Drawdowns
EXG vs. BXMIX - Drawdown Comparison
The maximum EXG drawdown since its inception was -58.45%, which is greater than BXMIX's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for EXG and BXMIX.
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Drawdown Indicators
| EXG | BXMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.45% | -19.28% | -39.17% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -3.53% | -10.75% |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | -8.56% | -19.26% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | -19.28% | -26.08% |
Current DrawdownCurrent decline from peak | -8.37% | -0.99% | -7.38% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -2.55% | -7.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.06% | +2.17% |
Volatility
EXG vs. BXMIX - Volatility Comparison
Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a higher volatility of 7.47% compared to Blackstone Alternative Multi-Strategy Fund (BXMIX) at 1.13%. This indicates that EXG's price experiences larger fluctuations and is considered to be riskier than BXMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXG | BXMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 1.13% | +6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 2.49% | +8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.36% | 5.12% | +13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 5.97% | +11.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 5.24% | +14.70% |