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 | +0.35% | +0.48% | -1.03% | +6.50% | -0.04% | +8.30% | +14.52% | +1.07% | +4.70% | -0.21% |
| Market-price total return | +0.91% | +1.04% | +0.62% | +10.10% | +5.77% | +15.94% | +23.71% | +9.31% | +13.09% | +8.30% |
| NAV return | 0.00% | +0.74% | +0.74% | +7.51% | +9.01% | +14.70% | +13.81% | +3.08% | +4.95% | +1.34% |
| NAV total return | 0.00% | +0.74% | +1.73% | +10.24% | +14.20% | +21.52% | +21.91% | +10.73% | +12.68% | +9.10% |
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 | 0.16% | 0.16% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.17% | 0.17% | as above |
| Volatility, 5 years | 0.20% | 0.19% | as above |
| Maximum drawdown, 3 years | -16.96% | -17.24% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 1.08 | 1.06 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.61 | 1.58 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.88 | — | VXUS (ex-U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.80 | — | 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-Advantaged Global Dividend 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.