EXG vs. TECK
Compare and contrast key facts about Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) and Teck Resources Limited (TECK).
EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007.
Performance
EXG vs. TECK - Performance Comparison
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EXG vs. TECK - 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% |
TECK Teck Resources Limited | 8.25% | 19.20% | -2.58% | 13.96% | 33.81% | 59.83% | 5.88% | -18.73% | -16.87% | 34.22% |
Returns By Period
In the year-to-date period, EXG achieves a -7.20% return, which is significantly lower than TECK's 8.25% return. Over the past 10 years, EXG has underperformed TECK with an annualized return of 9.69%, while TECK has yielded a comparatively higher 22.52% annualized return.
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%
TECK
- 1D
- 7.10%
- 1M
- -11.97%
- YTD
- 8.25%
- 6M
- 18.37%
- 1Y
- 43.25%
- 3Y*
- 13.59%
- 5Y*
- 23.21%
- 10Y*
- 22.52%
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Return for Risk
EXG vs. TECK — Risk / Return Rank
EXG
TECK
EXG vs. TECK - 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 Teck Resources Limited (TECK). 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 | TECK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.89 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.50 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.51 | -0.40 |
Martin ratioReturn relative to average drawdown | 5.00 | 3.72 | +1.27 |
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 | TECK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.89 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.51 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.45 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.23 | +0.06 |
Correlation
The correlation between EXG and TECK is 0.44, 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. TECK - Dividend Comparison
EXG's dividend yield for the trailing twelve months is around 9.10%, more than TECK's 0.70% 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% |
TECK Teck Resources Limited | 0.70% | 0.75% | 1.81% | 1.74% | 2.05% | 0.56% | 0.83% | 0.87% | 1.11% | 2.29% | 0.50% | 5.18% |
Drawdowns
EXG vs. TECK - Drawdown Comparison
The maximum EXG drawdown since its inception was -58.45%, smaller than the maximum TECK drawdown of -95.19%. Use the drawdown chart below to compare losses from any high point for EXG and TECK.
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Drawdown Indicators
| EXG | TECK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.45% | -95.19% | +36.74% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -26.03% | +11.75% |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | -46.10% | +18.28% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | -79.58% | +34.22% |
Current DrawdownCurrent decline from peak | -10.34% | -15.61% | +5.27% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -39.04% | +29.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 10.57% | -7.38% |
Volatility
EXG vs. TECK - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) is 7.18%, while Teck Resources Limited (TECK) has a volatility of 15.71%. This indicates that EXG experiences smaller price fluctuations and is considered to be less risky than TECK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXG | TECK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 15.71% | -8.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 31.98% | -21.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 49.02% | -30.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 45.72% | -28.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 50.31% | -30.38% |