ETO vs TOTR

Comparison between Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund (ETO, ETF) and T. ROWE PRICE TOTAL RETURN ETF (TOTR, ETF).

5-Year PerformanceETO has outperformed TOTR, delivering a return of +8.6% compared to -0.2%

ETO vs TOTR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETO(ETF)	TOTR(ETF)
Net Assets	$561M	$562M
Expense Ratio	N/A	0.31%
Max Drawdown	75.20%	24.59%
Sharpe Ratio	1.23	0.38
5Y Beta	0.84	0.04
5Y Dividends CAGR	5.67%	N/A

Net Assets

ETO

$561M

Winner

TOTR

$562M

Expense Ratio

ETO

N/A

TOTR

0.31%

Max Drawdown

ETO

75.20%

Winner

TOTR

24.59%

Sharpe Ratio

Winner

ETO

1.23

TOTR

0.38

5Y Beta

ETO

0.84

Winner

TOTR

0.04

5Y Dividends CAGR

ETO

5.67%

TOTR

N/A

ETO vs TOTR - Historical Returns

Returns include dividend reinvestment.

Period	ETO	TOTR
1 month	+2.08%	+0.34%
3 months	+11.06%	+0.43%
6 months	+9.96%	+0.95%
1 year	+22.43%	+4.62%
5 years(CAGR)	+8.61%	-0.23%
10 years(CAGR)	+12.69%	N/A
Max(CAGR)	+10.53%	-0.23%

Winner

ETO

+2.08%

TOTR

+0.34%

Winner

ETO

+11.06%

TOTR

+0.43%

Winner

ETO

+9.96%

TOTR

+0.95%

Winner

ETO

+22.43%

TOTR

+4.62%

5Y(CAGR)

Winner

ETO

+8.61%

TOTR

-0.23%

10Y(CAGR)

ETO

+12.69%

TOTR

N/A

Max(CAGR)

Winner

ETO

+10.53%

TOTR

-0.23%

ETO vs TOTR - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	ETO	TOTR
2026	+6.79%	+0.49%
2025	+30.49%	+7.38%
2024	+16.89%	+2.87%
2023	+21.38%	+5.73%
2022	-30.30%	-15.34%
2021	+38.76%	+0.14%
2020	+5.60%	N/A
2019	+48.13%	N/A
2018	-18.67%	N/A
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 TOTR Drawdown Comparison

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

The maximum drawdown for TOTR was -19.62%, occurring on Oct 24, 2022. This drawdown has not yet recovered.

The current ETO drawdown is -1.38%. The current TOTR drawdown is -1.80%.

Rank	ETO	TOTR
#1	-71.95% Oct 31, 2007 - May 2, 2013	-19.62% Nov 9, 2021 - Oct 24, 2022
#2	-51.93% Feb 20, 2020 - Dec 16, 2020	-0.88% Oct 1, 2021 - Nov 5, 2021
#3	-35.40% Nov 11, 2021 - Dec 4, 2024	-0.22% Nov 5, 2021 - Nov 9, 2021
#4	-29.75% Aug 28, 2018 - Mar 21, 2019	N/A
#5	-24.20% Apr 22, 2015 - Aug 23, 2016	N/A
#6	-23.75% Jul 12, 2007 - Oct 5, 2007	N/A
#7	-18.24% Feb 20, 2025 - May 13, 2025	N/A
#8	-16.44% May 21, 2013 - Nov 15, 2013	N/A
#9	-15.27% Feb 25, 2026 - May 6, 2026	N/A
#10	-14.73% Jun 1, 2004 - Nov 16, 2004	N/A
#11	-13.96% Jul 23, 2014 - Nov 6, 2014	N/A
#12	-13.70% May 10, 2006 - Aug 9, 2006	N/A
#13	-11.74% Dec 29, 2006 - Apr 3, 2007	N/A
#14	-11.38% Jan 24, 2018 - Aug 7, 2018	N/A
#15	-11.20% Sep 13, 2021 - Nov 11, 2021	N/A

Correlation

Correlation between ETO and TOTR is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2004 - 2026)

ETO vs TOTR dividend yield comparison.

Year	ETO	TOTR
2026	2.83%	2.15%
2025	6.85%	5.14%
2024	7.81%	5.32%
2023	6.97%	4.71%
2022	9.87%	3.45%
2021	5.82%	0.56%
2020	7.36%	0.00%
2019	8.32%	0.00%
2018	11.51%	0.00%
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%