EXG vs. HDQVX
Compare and contrast key facts about Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) and Janus Henderson International Dividend Fund Class S (HDQVX).
EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007. HDQVX is an actively managed fund by Janus Henderson. It was launched on Aug 1, 2012.
Performance
EXG vs. HDQVX - Performance Comparison
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EXG vs. HDQVX - 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% | 8.90% |
HDQVX Janus Henderson International Dividend Fund Class S | -0.72% | 29.00% | 8.58% | 18.06% | -8.69% | 11.67% | 5.11% | 18.91% | -9.41% | 6.69% |
Returns By Period
In the year-to-date period, EXG achieves a -5.16% return, which is significantly lower than HDQVX's -0.72% 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%
HDQVX
- 1D
- 0.33%
- 1M
- -11.03%
- YTD
- -0.72%
- 6M
- 2.78%
- 1Y
- 19.22%
- 3Y*
- 14.76%
- 5Y*
- 10.07%
- 10Y*
- —
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EXG vs. HDQVX - Expense Ratio Comparison
EXG has a 1.07% expense ratio, which is lower than HDQVX's 1.27% expense ratio.
Return for Risk
EXG vs. HDQVX — Risk / Return Rank
EXG
HDQVX
EXG vs. HDQVX - 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 Janus Henderson International Dividend Fund Class S (HDQVX). 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 | HDQVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.26 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.62 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.51 | -0.20 |
Martin ratioReturn relative to average drawdown | 5.81 | 5.67 | +0.13 |
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 | HDQVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.26 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.76 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.61 | -0.31 |
Correlation
The correlation between EXG and HDQVX is 0.68, 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. HDQVX - Dividend Comparison
EXG's dividend yield for the trailing twelve months is around 8.91%, more than HDQVX's 7.22% 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% |
HDQVX Janus Henderson International Dividend Fund Class S | 7.22% | 7.52% | 6.41% | 2.94% | 4.25% | 4.63% | 3.29% | 3.26% | 4.24% | 2.16% | 0.00% | 0.00% |
Drawdowns
EXG vs. HDQVX - Drawdown Comparison
The maximum EXG drawdown since its inception was -58.45%, which is greater than HDQVX's maximum drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for EXG and HDQVX.
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Drawdown Indicators
| EXG | HDQVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.45% | -28.56% | -29.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -11.33% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | -22.94% | -4.88% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | — | — |
Current DrawdownCurrent decline from peak | -8.37% | -11.03% | +2.66% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -4.57% | -5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.02% | +0.21% |
Volatility
EXG vs. HDQVX - Volatility Comparison
Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a higher volatility of 7.47% compared to Janus Henderson International Dividend Fund Class S (HDQVX) at 6.43%. This indicates that EXG's price experiences larger fluctuations and is considered to be riskier than HDQVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXG | HDQVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 6.43% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 9.77% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.36% | 14.56% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 13.39% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 13.77% | +6.17% |