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 | +0.64% | -2.89% | -3.98% | -0.11% | -1.36% | +3.30% | +8.29% | -1.89% | +0.85% | -3.77% |
| Market-price total return | +0.64% | -2.23% | -2.04% | +4.08% | +4.94% | +12.30% | +18.37% | +7.27% | +10.64% | +7.03% |
| NAV return | +0.57% | +0.38% | +0.86% | +5.26% | +5.89% | +10.75% | +8.61% | +0.71% | +1.60% | -2.83% |
| NAV total return | +0.57% | +1.01% | +2.74% | +9.31% | +12.15% | +19.68% | +17.79% | +9.42% | +10.91% | +7.33% |
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 | 0.14% | 0.13% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.15% | 0.14% | as above |
| Volatility, 5 years | 0.18% | 0.15% | as above |
| Maximum drawdown, 3 years | -15.13% | -15.27% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.91 | 0.93 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.32 | 1.35 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.75 | — | VXUS (ex-U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.77 | — | 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 Diversified Equity 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.