TOTR vs ETO

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

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

TOTR vs ETO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

TOTR

$562M

ETO

$561M

Expense Ratio

TOTR

0.31%

ETO

N/A

Max Drawdown

Winner

TOTR

24.59%

ETO

75.20%

Sharpe Ratio

TOTR

0.38

Winner

ETO

1.23

5Y Beta

Winner

TOTR

0.04

ETO

0.84

5Y Dividends CAGR

TOTR

N/A

ETO

5.67%

TOTR vs ETO - Historical Returns

Returns include dividend reinvestment.

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

TOTR

+0.34%

Winner

ETO

+2.08%

TOTR

+0.43%

Winner

ETO

+11.06%

TOTR

+0.95%

Winner

ETO

+9.96%

TOTR

+4.62%

Winner

ETO

+22.43%

5Y(CAGR)

TOTR

-0.23%

Winner

ETO

+8.61%

10Y(CAGR)

TOTR

N/A

ETO

+12.69%

Max(CAGR)

TOTR

-0.23%

Winner

ETO

+10.53%

TOTR vs ETO - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	TOTR	ETO
2026	+0.49%	+6.79%
2025	+7.38%	+30.49%
2024	+2.87%	+16.89%
2023	+5.73%	+21.38%
2022	-15.34%	-30.30%
2021	+0.14%	+38.76%
2020	N/A	+5.60%
2019	N/A	+48.13%
2018	N/A	-18.67%
2017	N/A	+33.20%
2016	N/A	+9.91%
2015	N/A	-3.13%
2014	N/A	+13.76%
2013	N/A	+30.52%
2012	N/A	+24.01%
2011	N/A	-12.34%
2010	N/A	+11.90%
2009	N/A	+40.57%
2008	N/A	-52.19%
2007	N/A	+19.59%
2006	N/A	+33.45%
2005	N/A	+31.87%
2004	N/A	+6.89%

TOTR vs ETO Drawdown Comparison

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

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

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

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

Correlation

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

0.83

-101

Dividend Comparison (2004 - 2026)

TOTR vs ETO dividend yield comparison.

Year	TOTR	ETO
2026	2.15%	2.83%
2025	5.14%	6.85%
2024	5.32%	7.81%
2023	4.71%	6.97%
2022	3.45%	9.87%
2021	0.56%	5.82%
2020	0.00%	7.36%
2019	0.00%	8.32%
2018	0.00%	11.51%
2017	0.00%	8.50%
2016	0.00%	9.51%
2015	0.00%	9.29%
2014	0.00%	12.51%
2013	0.00%	8.49%
2012	0.00%	6.48%
2011	0.00%	7.55%
2010	0.00%	6.26%
2009	0.00%	6.62%
2008	0.00%	14.74%
2007	0.00%	5.66%
2006	0.00%	5.82%
2005	0.00%	6.16%
2004	0.00%	4.31%