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EXG vs NEA

Comparison between Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG, ETF) and Nuveen AMT-Free Quality Municipal Income Fund (NEA, ETF).

5-Year PerformanceEXG has outperformed NEA, delivering a return of +8.4% compared to -0.8%

EXG vs NEA - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EXG
$3.30B
Winner
NEA
$3.40B
Max Drawdown
EXG
76.12%
Winner
NEA
48.25%
Sharpe Ratio
Winner
EXG
1.40
NEA
0.78
5Y Beta
EXG
0.80
Winner
NEA
0.23
5Y Dividends CAGR
EXG
2.93%
Winner
NEA
5.07%

EXG vs NEA - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EXG
+3.15%
NEA
-1.14%
3M
Winner
EXG
+7.57%
NEA
+0.38%
6M
Winner
EXG
+7.83%
NEA
+0.76%
1Y
Winner
EXG
+23.84%
NEA
+11.90%
5Y(CAGR)
Winner
EXG
+8.41%
NEA
-0.78%
10Y(CAGR)
Winner
EXG
+11.10%
NEA
+2.68%
Max(CAGR)
Winner
EXG
+7.42%
NEA
+4.54%

EXG vs NEA - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

YearEXGNEA
2026+10.74%+2.22%
2025+27.44%+10.42%
2024+16.79%+9.00%
2023+11.76%-0.58%
2022-22.10%-23.00%
2021+34.13%+8.45%
2020+9.21%+10.47%
2019+25.03%+20.56%
2018-13.16%-5.87%
2017+29.44%+9.35%
2016+3.19%+1.99%
2015+2.91%+6.25%
2014+4.69%+21.40%
2013+22.32%-16.42%
2012+17.95%+6.78%
2011-12.98%+17.35%
2010-3.10%+1.80%
2009+42.60%+34.36%
2008-31.74%-24.81%
2007-10.83%+5.52%
2006N/A+11.55%
2005N/A+4.15%
2004N/A-4.83%
2003N/A+8.59%
2002N/A+0.07%

EXG vs NEA Drawdown Comparison

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

The maximum drawdown for NEA was -43.81%, occurring on Oct 10, 2008. Recovery took 405 trading sessions.

The current NEA drawdown is -4.79%.

RankEXGNEA
#1-58.20%
May 15, 2007 - Jan 25, 2013
-43.81%
Feb 12, 2008 - Sep 21, 2009
#2-45.30%
Feb 12, 2020 - Dec 4, 2020
-36.56%
Sep 15, 2021 - Oct 23, 2023
#3-27.75%
Jan 4, 2022 - Jul 3, 2024
-25.03%
Mar 6, 2020 - Aug 10, 2020
#4-24.66%
Sep 11, 2018 - Nov 19, 2019
-23.18%
Nov 30, 2012 - Jan 7, 2015
#5-20.14%
Jul 21, 2015 - Aug 17, 2016
-18.08%
Sep 10, 2010 - Dec 2, 2011
#6-15.13%
Feb 18, 2025 - May 12, 2025
-16.44%
Mar 5, 2004 - Jun 29, 2005
#7-14.28%
Feb 26, 2026 - May 6, 2026
-12.37%
Jul 8, 2016 - Mar 7, 2019
#8-11.25%
Sep 19, 2014 - Mar 5, 2015
-12.29%
Feb 12, 2007 - Jan 15, 2008
#9-10.56%
Sep 6, 2016 - Feb 3, 2017
-10.90%
Jul 28, 2005 - Jul 12, 2006
#10-9.91%
Jan 23, 2018 - Jun 11, 2018
-10.61%
Jul 14, 2003 - Dec 31, 2003
#11-9.81%
May 21, 2013 - Sep 18, 2013
-9.23%
Feb 2, 2015 - Dec 24, 2015
#12-9.68%
Jul 16, 2024 - Sep 27, 2024
-9.15%
Oct 7, 2009 - Feb 2, 2010
#13-7.09%
Jan 22, 2014 - Feb 24, 2014
-6.54%
Mar 12, 2012 - May 16, 2012
#14-6.80%
Sep 3, 2021 - Nov 3, 2021
-4.92%
Jan 27, 2021 - Apr 13, 2021
#15-6.12%
Mar 1, 2017 - Apr 17, 2017
-4.73%
Nov 30, 2006 - Feb 12, 2007

Correlation

Correlation between EXG and NEA is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88
-101

Dividend Comparison (2003 - 2026)

EXG vs NEA dividend yield comparison.

YearEXGNEA
20264.60%4.16%
20258.27%7.36%
20249.27%6.63%
20238.60%3.95%
202210.59%5.49%
20217.27%4.50%
20208.43%4.45%
20198.42%4.46%
201812.23%5.40%
20179.84%5.33%
201612.16%5.70%
201511.02%5.71%
201410.28%5.95%
20139.76%6.24%
201211.54%5.65%
201113.78%5.64%
201014.53%6.09%
200915.41%5.37%
200819.29%6.81%
20078.63%4.93%
20060.00%5.10%
20050.00%5.93%
20040.00%6.81%
20030.00%6.11%

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