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 | +0.63% | -1.04% | -1.14% | +1.06% | +3.58% | +5.52% | +8.00% | -2.96% | -1.22% | -3.54% |
| Market-price total return | +0.63% | -0.34% | +0.92% | +5.38% | +10.36% | +14.93% | +18.25% | +6.20% | +8.33% | +6.83% |
| NAV return | +0.18% | +0.74% | +0.93% | +4.23% | +6.16% | +9.26% | +8.18% | +0.06% | -0.07% | -2.59% |
| NAV total return | +0.18% | +1.37% | +2.81% | +8.20% | +12.37% | +17.96% | +17.32% | +8.74% | +9.11% | +7.16% |
Performance through Oct 14, 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 | 0.13% | 0.13% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.15% | 0.13% | as above |
| Volatility, 5 years | 0.17% | 0.14% | as above |
| Maximum drawdown, 3 years | -16.29% | -14.46% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.94 | 0.93 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.39 | 1.36 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.69 | — | VXUS (ex-U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.73 | — | as above |
| Observations (3y) | 751 | — | 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 Global Buy-Write Opportunities Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.