EXG vs LRGF

Comparison between Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG, ETF) and ISHARES U.S. EQUITY FACTOR ETF (LRGF, ETF).

5-Year PerformanceLRGF has outperformed EXG, delivering a return of +13.0% compared to +8.7%

EXG vs LRGF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EXG(ETF)	LRGF(ETF)
Net Assets	$2.90B	$2.90B
Expense Ratio	N/A	0.08%
Max Drawdown	76.12%	36.03%
Sharpe Ratio	1.49	1.71
5Y Beta	0.81	0.98
P/E Ratio	N/A	25.24
Forward P/E	N/A	19.26
5Y Dividends CAGR	2.93%	13.96%
5Y EPS CAGR	N/A	27.15%
Debt to Equity	N/A	-11.89%
P/S Ratio	N/A	2.73
P/B Ratio	N/A	5.06

Net Assets

EXG

$2.90B

LRGF

$2.90B

Expense Ratio

EXG

N/A

LRGF

0.08%

Max Drawdown

EXG

76.12%

Winner

LRGF

36.03%

Sharpe Ratio

EXG

1.49

Winner

LRGF

1.71

5Y Beta

Winner

EXG

0.81

LRGF

0.98

P/E Ratio

EXG

N/A

LRGF

25.24

Forward P/E

EXG

N/A

LRGF

19.26

5Y Dividends CAGR

EXG

2.93%

Winner

LRGF

13.96%

5Y EPS CAGR

EXG

N/A

LRGF

27.15%

Debt to Equity

EXG

N/A

LRGF

-11.89%

P/S Ratio

EXG

N/A

LRGF

2.73

P/B Ratio

EXG

N/A

LRGF

5.06

EXG vs LRGF - Historical Returns

Returns include dividend reinvestment.

Period	EXG	LRGF
1 month	+5.47%	+7.74%
3 months	+0.14%	+5.56%
6 months	+8.66%	+7.54%
1 year	+25.12%	+26.70%
5 years(CAGR)	+8.68%	+13.04%
10 years(CAGR)	+10.82%	+13.80%
Max(CAGR)	+7.12%	+12.29%

EXG

+5.47%

Winner

LRGF

+7.74%

EXG

+0.14%

Winner

LRGF

+5.56%

Winner

EXG

+8.66%

LRGF

+7.54%

EXG

+25.12%

Winner

LRGF

+26.70%

5Y(CAGR)

EXG

+8.68%

Winner

LRGF

+13.04%

10Y(CAGR)

EXG

+10.82%

Winner

LRGF

+13.80%

Max(CAGR)

EXG

+7.12%

Winner

LRGF

+12.29%

EXG vs LRGF - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	EXG	LRGF
2026	+3.27%	+6.33%
2025	+27.44%	+16.50%
2024	+16.79%	+27.41%
2023	+11.76%	+26.68%
2022	-22.10%	-14.72%
2021	+34.13%	+26.59%
2020	+9.21%	+10.71%
2019	+25.03%	+26.30%
2018	-13.16%	-10.12%
2017	+29.44%	+20.55%
2016	+3.19%	+14.88%
2015	+2.91%	-1.71%
2014	+4.69%	N/A
2013	+22.32%	N/A
2012	+17.95%	N/A
2011	-12.98%	N/A
2010	-3.10%	N/A
2009	+42.60%	N/A
2008	-31.74%	N/A
2007	-10.83%	N/A

EXG vs LRGF Drawdown Comparison

The maximum drawdown for EXG was -58.20%, occurring on Nov 20, 2008. Recovery took 1435 trading sessions.

The maximum drawdown for LRGF was -36.03%, occurring on Mar 23, 2020. Recovery took 182 trading sessions.

The current EXG drawdown is -0.83%.

Rank	EXG	LRGF
#1	-58.20% May 15, 2007 - Jan 25, 2013	-36.03% Feb 19, 2020 - Nov 5, 2020
#2	-45.30% Feb 12, 2020 - Dec 4, 2020	-21.61% Dec 29, 2021 - Jul 18, 2023
#3	-27.75% Jan 4, 2022 - Jul 3, 2024	-21.40% Aug 29, 2018 - Oct 28, 2019
#4	-24.66% Sep 11, 2018 - Nov 19, 2019	-19.44% Feb 18, 2025 - Jun 27, 2025
#5	-20.14% Jul 21, 2015 - Aug 17, 2016	-16.11% Jun 22, 2015 - Aug 15, 2016
#6	-15.13% Feb 18, 2025 - May 12, 2025	-10.29% Jan 26, 2018 - Aug 21, 2018
#7	-14.28% Feb 26, 2026 - May 6, 2026	-9.56% Jul 31, 2023 - Nov 30, 2023
#8	-11.25% Sep 19, 2014 - Mar 5, 2015	-8.92% Oct 28, 2025 - Apr 15, 2026
#9	-10.56% Sep 6, 2016 - Feb 3, 2017	-8.59% Jul 16, 2024 - Sep 19, 2024
#10	-9.91% Jan 23, 2018 - Jun 11, 2018	-6.40% Sep 2, 2021 - Nov 2, 2021
#11	-9.81% May 21, 2013 - Sep 18, 2013	-5.70% Mar 21, 2024 - May 14, 2024
#12	-9.68% Jul 16, 2024 - Sep 27, 2024	-5.62% Feb 12, 2021 - Mar 15, 2021
#13	-7.09% Jan 22, 2014 - Feb 24, 2014	-5.00% Nov 16, 2021 - Dec 10, 2021
#14	-6.80% Sep 3, 2021 - Nov 3, 2021	-4.87% Dec 6, 2024 - Feb 6, 2025
#15	-6.12% Mar 1, 2017 - Apr 17, 2017	-4.18% Sep 22, 2016 - Nov 10, 2016

Correlation

Correlation between EXG and LRGF is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2007 - 2026)

EXG vs LRGF dividend yield comparison.

Year	EXG	LRGF
2026	2.76%	0.24%
2025	8.27%	1.16%
2024	9.27%	1.23%
2023	8.60%	1.49%
2022	10.59%	1.78%
2021	7.27%	1.05%
2020	8.43%	1.35%
2019	8.42%	1.76%
2018	12.23%	3.27%
2017	9.84%	1.68%
2016	12.16%	1.56%
2015	11.02%	0.83%
2014	10.28%	0.00%
2013	9.76%	0.00%
2012	11.54%	0.00%
2011	13.78%	0.00%
2010	14.53%	0.00%
2009	15.41%	0.00%
2008	19.29%	0.00%
2007	8.63%	0.00%