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FRDM vs EXG

Comparison between FREEDOM 100 EMERGING MARKETS ETF (FRDM, ETF) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG, ETF).

5-Year PerformanceFRDM has outperformed EXG, delivering a return of +16.9% compared to +7.4%

FRDM vs EXG - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FRDM
$3B
Winner
EXG
$3.10B
Expense Ratio
FRDM
0.49%
EXG
N/A
Max Drawdown
Winner
FRDM
40.49%
EXG
76.12%
Sharpe Ratio
Winner
FRDM
2.20
EXG
0.96
5Y Beta
FRDM
1.00
Winner
EXG
0.81
5Y Dividends CAGR
Winner
FRDM
25.82%
EXG
2.93%

FRDM vs EXG - Historical Returns

Returns include dividend reinvestment.

1M
Winner
FRDM
+2.87%
EXG
-0.35%
3M
Winner
FRDM
+19.18%
EXG
+1.73%
6M
Winner
FRDM
+38.31%
EXG
+4.65%
1Y
Winner
FRDM
+75.70%
EXG
+17.59%
5Y(CAGR)
Winner
FRDM
+16.91%
EXG
+7.42%
10Y(CAGR)
FRDM
N/A
EXG
+10.26%
Max(CAGR)
Winner
FRDM
+17.65%
EXG
+7.02%

FRDM vs EXG - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearFRDMEXG
2026+27.41%+1.93%
2025+60.85%+27.44%
2024+3.76%+16.79%
2023+24.18%+11.76%
2022-15.18%-22.10%
2021+4.26%+34.13%
2020+15.00%+9.21%
2019+12.33%+25.03%
2018N/A-13.16%
2017N/A+29.44%
2016N/A+3.19%
2015N/A+2.91%
2014N/A+4.69%
2013N/A+22.32%
2012N/A+17.95%
2011N/A-12.98%
2010N/A-3.10%
2009N/A+42.60%
2008N/A-31.74%
2007N/A-10.83%

FRDM vs EXG Drawdown Comparison

The maximum drawdown for FRDM was -40.49%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.

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

The current FRDM drawdown is -10.78%. The current EXG drawdown is -2.51%.

RankFRDMEXG
#1-40.49%
Jan 13, 2020 - Nov 11, 2020
-58.20%
May 15, 2007 - Jan 25, 2013
#2-29.25%
Jan 12, 2022 - Dec 27, 2023
-45.30%
Feb 12, 2020 - Dec 4, 2020
#3-16.86%
Feb 25, 2026 - Apr 17, 2026
-27.75%
Jan 4, 2022 - Jul 3, 2024
#4-15.43%
Sep 26, 2024 - May 2, 2025
-24.66%
Sep 11, 2018 - Nov 19, 2019
#5-13.73%
Jul 12, 2024 - Sep 26, 2024
-20.14%
Jul 21, 2015 - Aug 17, 2016
#6-10.78%
Jun 2, 2026 - Jun 5, 2026
-15.13%
Feb 18, 2025 - May 12, 2025
#7-10.39%
Jul 1, 2019 - Nov 4, 2019
-14.28%
Feb 26, 2026 - May 6, 2026
#8-9.14%
Dec 27, 2023 - Mar 7, 2024
-11.25%
Sep 19, 2014 - Mar 5, 2015
#9-8.54%
Sep 3, 2021 - Jan 12, 2022
-10.56%
Sep 6, 2016 - Feb 3, 2017
#10-7.16%
Apr 9, 2024 - May 9, 2024
-9.91%
Jan 23, 2018 - Jun 11, 2018
#11-6.75%
Feb 16, 2021 - Jun 2, 2021
-9.81%
May 21, 2013 - Sep 18, 2013
#12-6.39%
Nov 7, 2019 - Dec 16, 2019
-9.68%
Jul 16, 2024 - Sep 27, 2024
#13-6.26%
Nov 3, 2025 - Dec 9, 2025
-7.09%
Jan 22, 2014 - Feb 24, 2014
#14-6.14%
May 11, 2026 - May 26, 2026
-6.80%
Sep 3, 2021 - Nov 3, 2021
#15-5.80%
Jan 21, 2021 - Feb 11, 2021
-6.12%
Mar 1, 2017 - Apr 17, 2017

Correlation

Correlation between FRDM and EXG is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91
-101

Dividend Comparison (2007 - 2026)

FRDM vs EXG dividend yield comparison.

YearFRDMEXG
20260.34%3.52%
20252.26%8.27%
20242.53%9.27%
20232.66%8.60%
20222.72%10.59%
20212.17%7.27%
20201.11%8.43%
20191.07%8.42%
20180.00%12.23%
20170.00%9.84%
20160.00%12.16%
20150.00%11.02%
20140.00%10.28%
20130.00%9.76%
20120.00%11.54%
20110.00%13.78%
20100.00%14.53%
20090.00%15.41%
20080.00%19.29%
20070.00%8.63%

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