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 | -0.94% | -2.03% | +0.99% | +7.14% | +9.05% | +12.96% | +10.16% | -0.92% | +3.38% | +0.33% |
| Market-price total return | -0.34% | -1.45% | +2.77% | +11.05% | +15.98% | +21.76% | +19.63% | +7.37% | +11.90% | +8.63% |
| NAV return | -0.03% | +0.63% | +1.67% | +9.67% | +12.12% | +15.47% | +10.73% | +1.48% | +3.80% | +1.98% |
| NAV total return | -0.03% | +0.63% | +2.75% | +12.70% | +17.98% | +23.01% | +19.18% | +9.30% | +11.87% | +9.41% |
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 | 0.13% | 0.12% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.15% | 0.14% | as above |
| Volatility, 5 years | 0.17% | 0.16% | as above |
| Maximum drawdown, 3 years | -18.70% | -17.42% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.97 | 1.01 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.38 | 1.46 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.76 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.79 | — | 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 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.