ETO vs FIVA

Comparison between Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund (ETO, ETF) and FIDELITY INTERNATIONAL VALUE FACTOR ETF (FIVA, ETF).

5-Year PerformanceFIVA has outperformed ETO, delivering a return of +14.2% compared to +8.7%

ETO vs FIVA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETO(ETF)	FIVA(ETF)
Net Assets	$563M	$560M
Expense Ratio	N/A	0.18%
Max Drawdown	75.20%	44.26%
Sharpe Ratio	1.04	1.80
5Y Beta	0.84	0.72
5Y Dividends CAGR	5.67%	11.06%

Net Assets

Winner

ETO

$563M

FIVA

$560M

Expense Ratio

ETO

N/A

FIVA

0.18%

Max Drawdown

ETO

75.20%

Winner

FIVA

44.26%

Sharpe Ratio

ETO

1.04

Winner

FIVA

1.80

5Y Beta

ETO

0.84

Winner

FIVA

0.72

5Y Dividends CAGR

ETO

5.67%

Winner

FIVA

11.06%

ETO vs FIVA - Historical Returns

Returns include dividend reinvestment.

Period	ETO	FIVA
1 month	+0.76%	-0.53%
3 months	+6.59%	+7.66%
6 months	+5.87%	+10.78%
1 year	+20.19%	+35.81%
5 years(CAGR)	+8.70%	+14.16%
10 years(CAGR)	+11.88%	+8.83%
Max(CAGR)	+10.53%	+8.83%

Winner

ETO

+0.76%

FIVA

-0.53%

ETO

+6.59%

Winner

FIVA

+7.66%

ETO

+5.87%

Winner

FIVA

+10.78%

ETO

+20.19%

Winner

FIVA

+35.81%

5Y(CAGR)

ETO

+8.70%

Winner

FIVA

+14.16%

10Y(CAGR)

Winner

ETO

+11.88%

FIVA

+8.83%

Max(CAGR)

Winner

ETO

+10.53%

FIVA

+8.83%

ETO vs FIVA - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	ETO	FIVA
2026	+7.92%	+13.95%
2025	+30.49%	+46.28%
2024	+16.89%	+3.35%
2023	+21.38%	+19.62%
2022	-30.30%	-10.87%
2021	+38.76%	+15.70%
2020	+5.60%	-2.61%
2019	+48.13%	+20.28%
2018	-18.67%	-19.18%
2017	+33.20%	N/A
2016	+9.91%	N/A
2015	-3.13%	N/A
2014	+13.76%	N/A
2013	+30.52%	N/A
2012	+24.01%	N/A
2011	-12.34%	N/A
2010	+11.90%	N/A
2009	+40.57%	N/A
2008	-52.19%	N/A
2007	+19.59%	N/A
2006	+33.45%	N/A
2005	+31.87%	N/A
2004	+6.89%	N/A

ETO vs FIVA Drawdown Comparison

The maximum drawdown for ETO was -71.95%, occurring on Mar 9, 2009. Recovery took 1384 trading sessions.

The maximum drawdown for FIVA was -39.74%, occurring on Mar 23, 2020. Recovery took 771 trading sessions.

The current ETO drawdown is -1.16%. The current FIVA drawdown is -0.81%.

Rank	ETO	FIVA
#1	-71.95% Oct 31, 2007 - May 2, 2013	-39.74% Jan 23, 2018 - Feb 16, 2021
#2	-51.93% Feb 20, 2020 - Dec 16, 2020	-28.69% Jan 14, 2022 - Jul 18, 2023
#3	-35.40% Nov 11, 2021 - Dec 4, 2024	-14.77% Mar 19, 2025 - May 2, 2025
#4	-29.75% Aug 28, 2018 - Mar 21, 2019	-11.69% Feb 26, 2026 - May 21, 2026
#5	-24.20% Apr 22, 2015 - Aug 23, 2016	-10.18% Sep 26, 2024 - Feb 25, 2025
#6	-23.75% Jul 12, 2007 - Oct 5, 2007	-9.66% Jul 28, 2023 - Dec 13, 2023
#7	-18.24% Feb 20, 2025 - May 13, 2025	-7.63% Jul 12, 2024 - Aug 23, 2024
#8	-16.44% May 21, 2013 - Nov 15, 2013	-7.25% Jun 10, 2021 - Jan 7, 2022
#9	-15.27% Feb 25, 2026 - May 6, 2026	-4.86% Nov 12, 2025 - Dec 2, 2025
#10	-14.73% Jun 1, 2004 - Nov 16, 2004	-4.44% Jul 23, 2025 - Aug 12, 2025
#11	-13.96% Jul 23, 2014 - Nov 6, 2014	-4.31% Apr 9, 2024 - May 6, 2024
#12	-13.70% May 10, 2006 - Aug 9, 2006	-4.23% May 17, 2024 - Jul 12, 2024
#13	-11.74% Dec 29, 2006 - Apr 3, 2007	-4.17% Aug 27, 2024 - Sep 26, 2024
#14	-11.38% Jan 24, 2018 - Aug 7, 2018	-3.13% Oct 6, 2025 - Oct 27, 2025
#15	-11.20% Sep 13, 2021 - Nov 11, 2021	-3.08% Jun 4, 2026 - Jun 11, 2026

Correlation

Correlation between ETO and FIVA is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2004 - 2026)

ETO vs FIVA dividend yield comparison.

Year	ETO	FIVA
2026	3.96%	1.79%
2025	6.85%	2.68%
2024	7.81%	3.52%
2023	6.97%	3.63%
2022	9.87%	3.62%
2021	5.82%	3.76%
2020	7.36%	2.46%
2019	8.32%	3.61%
2018	11.51%	3.28%
2017	8.50%	0.00%
2016	9.51%	0.00%
2015	9.29%	0.00%
2014	12.51%	0.00%
2013	8.49%	0.00%
2012	6.48%	0.00%
2011	7.55%	0.00%
2010	6.26%	0.00%
2009	6.62%	0.00%
2008	14.74%	0.00%
2007	5.66%	0.00%
2006	5.82%	0.00%
2005	6.16%	0.00%
2004	4.31%	0.00%