Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -1.36% | -0.91% | -1.80% | -0.52% | -0.13% | +2.28% | +6.56% | -1.44% | -0.53% | -1.29% |
| Market-price total return | -0.67% | -0.22% | +0.24% | +3.66% | +6.99% | +11.12% | +16.44% | +7.45% | +8.29% | +8.10% |
| NAV return | 0.00% | +2.56% | +1.65% | +5.38% | +5.38% | +8.09% | +7.69% | +1.37% | +1.23% | -0.52% |
| NAV total return | 0.00% | +2.56% | +2.92% | +8.73% | +11.58% | +15.94% | +16.69% | +10.06% | +10.12% | +8.77% |
Performance through Oct 15, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.12% | 0.10% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.14% | 0.12% | as above |
| Volatility, 5 years | 0.16% | 0.13% | as above |
| Maximum drawdown, 3 years | -20.10% | -16.55% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.85 | 0.96 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.24 | 1.38 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.74 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.84 | — | as above |
| Observations (3y) | 752 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Eaton Vance Tax-Managed Buy-Write Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.