- ISIN
- US2779237773
- CUSIP
- 277923777
- Issuer
- Eaton Vance
- Inception Date
- Jun 29, 2006
- Category
- Emerging Markets Diversified
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
EAEMX Performance Chart
Parametric Emerging Markets Fund (EAEMX) is up 12.3% since the beginning of the year. EAEMX is currently trading at $19 per share. Investors who bought $1,000 worth of EAEMX shares 5 years ago would now be looking at an investment worth $1,411.
Loading charts...
Returns By Period
Parametric Emerging Markets Fund (EAEMX) has returned 12.25% so far this year and 30.95% over the past 12 months. Over the last ten years, EAEMX has returned 7.19% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Parametric Emerging Markets Fund
- 1D
- 0.67%
- 1M
- 2.48%
- YTD
- 12.25%
- 6M
- 12.83%
- 1Y
- 30.95%
- 3Y*
- 15.31%
- 5Y*
- 7.13%
- 10Y*
- 7.19%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EAEMX Monthly Returns History
Based on dividend-adjusted daily data since Jun 30, 2006, EAEMX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.
Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +18.5%, while the worst month was Oct 2008 at -27.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, EAEMX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.0%, while the worst single day was Nov 6, 2008 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.51% | 3.60% | -7.63% | 6.35% | 1.95% | 0.62% | 12.25% | ||||||
| 2025 | 1.57% | 0.14% | 1.12% | 2.02% | 3.34% | 4.35% | 1.64% | 3.11% | 3.25% | 2.28% | -0.29% | 1.83% | 27.16% |
| 2024 | -2.85% | 3.16% | 1.90% | 0.07% | 1.79% | 0.35% | 1.40% | 1.52% | 4.29% | -3.33% | -1.62% | -1.12% | 5.39% |
| 2023 | 5.69% | -4.35% | 2.08% | 0.83% | -2.47% | 3.53% | 5.93% | -4.13% | -2.56% | -4.27% | 6.42% | 3.34% | 9.46% |
| 2022 | 0.07% | -3.04% | -0.48% | -4.53% | -0.07% | -6.97% | 1.24% | -0.08% | -8.56% | 1.84% | 10.75% | -0.76% | -11.27% |
| 2021 | -0.14% | 1.36% | 0.47% | 2.54% | 3.84% | 0.50% | -3.43% | 3.49% | -2.43% | 0.38% | -5.16% | 3.14% | 4.19% |
Benchmark Metrics
Parametric Emerging Markets Fund has an annualized alpha of -1.17%, beta of 0.72, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since June 30, 2006.
- This fund participated in 95.23% of S&P 500 Index downside but only 77.97% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.17%
- Beta
- 0.72
- R²
- 0.65
- Upside Capture
- 77.97%
- Downside Capture
- 95.23%
Expense Ratio
EAEMX has a high expense ratio of 1.58%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
EAEMX ranks 73 for risk / return — better than 73% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Parametric Emerging Markets Fund (EAEMX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EAEMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.37 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 2.78 | +0.27 |
| Martin ratioReturn relative to average drawdown | 11.00 | 12.44 | -1.44 |
Dividends
Dividend History
Parametric Emerging Markets Fund provided a 2.52% dividend yield over the last twelve months, with an annual payout of $0.49 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.49 | $0.49 | $0.42 | $0.37 | $0.57 | $0.25 | $0.16 | $0.36 | $0.28 | $0.36 | $0.19 | $0.19 |
Dividend yield | 2.52% | 2.83% | 3.00% | 2.71% | 4.40% | 1.64% | 1.08% | 2.48% | 2.14% | 2.31% | 1.52% | 1.68% |
Monthly Dividends
The table displays the monthly dividend distributions for Parametric Emerging Markets Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.57 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Parametric Emerging Markets Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Parametric Emerging Markets Fund was 62.70%, occurring on Mar 2, 2009. Recovery took 1357 trading sessions.
The current Parametric Emerging Markets Fund drawdown is 0.87%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -62.70%Mar 2009 | 1y 4mo | 5y 4mo | 6y 8moNov 2007 - Jul 2014 |
COVID crash2020 | -44.16%Mar 2020 | 2y 1mo | 1y 2mo | 3y 4moJan 2018 - Jun 2021 |
2016 bear market2016 | -36.49%Jan 2016 | 1y 4mo | 1y 11mo | 3y 3moSep 2014 - Dec 2017 |
Bear market2022 | -25.43%Sep 2022 | 1y 3mo | 1y 12mo | 3y 3moJun 2021 - Sep 2024 |
2007 correction2007 | -15.26%Aug 2007 | 23d | 1mo 12d | 2mo 5dJul 2007 - Sep 2007 |
Drawdown Indicators
| EAEMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.70% | -56.78% | -5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -9.10% | -0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -11.74% | -18.90% | +7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -24.73% | -25.43% | +0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -44.16% | -33.92% | -10.24% |
Current DrawdownCurrent decline from peak | -0.87% | -1.80% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -13.45% | -10.71% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.03% | +0.71% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with EAEMX
Add Parametric Emerging Markets Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with EAEMX