Parametric Emerging Markets Fund (EAEMX)
The fund normally invests at least 80% of its net assets (plus any borrowings for investment purposes) in equity securities of companies located in emerging market countries. The advisor intends to invest primarily in securities issued by companies located in countries included in the MSCI Emerging Markets Index or the MSCI Frontier Markets Index. It may invest in securities issued by companies with a broad range of market capitalizations. More than 25% of its total assets may be denominated in any single currency.
Fund Info
| ISIN | US2779237773 |
|---|---|
| CUSIP | 277923777 |
| Issuer | Eaton Vance |
| Inception Date | Jun 29, 2006 |
| Category | Emerging Markets Diversified |
| Min. Investment | $1,000 |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
EAEMX has a high expense ratio of 1.58%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Parametric Emerging Markets Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Parametric Emerging Markets Fund had a return of 7.10% year-to-date (YTD) and 13.43% in the last 12 months. Over the past 10 years, Parametric Emerging Markets Fund had an annualized return of 1.52%, while the S&P 500 had an annualized return of 10.90%, indicating that Parametric Emerging Markets Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.10% | 11.05% |
| 1 month | 6.94% | 4.86% |
| 6 months | 11.58% | 17.50% |
| 1 year | 13.43% | 27.37% |
| 5 years (annualized) | 4.14% | 13.14% |
| 10 years (annualized) | 1.52% | 10.90% |
Monthly Returns
The table below presents the monthly returns of EAEMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.85% | 3.16% | 1.90% | 0.07% | 7.10% | ||||||||
| 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% |
| 2020 | -4.41% | -7.64% | -21.55% | 8.95% | 3.29% | 4.69% | 4.81% | 2.11% | -2.45% | -0.73% | 12.65% | 7.75% | 2.65% |
| 2019 | 7.85% | -0.56% | -0.14% | 1.27% | -4.11% | 4.79% | -1.59% | -4.23% | 1.25% | 2.69% | -0.07% | 5.25% | 12.32% |
| 2018 | 7.12% | -3.68% | -1.23% | -1.00% | -5.10% | -3.45% | 3.03% | -3.78% | -0.14% | -6.12% | 2.22% | -2.09% | -14.02% |
| 2017 | 5.21% | 2.32% | 2.12% | 1.43% | 1.77% | 0.21% | 4.68% | 2.34% | -0.65% | 0.92% | -0.13% | 4.13% | 27.03% |
| 2016 | -4.44% | 0.91% | 11.81% | 2.34% | -4.41% | 3.26% | 4.45% | 0.23% | 0.77% | 0.00% | -4.06% | 1.61% | 12.01% |
| 2015 | -0.93% | 3.32% | -3.00% | 6.41% | -3.23% | -2.20% | -4.93% | -7.85% | -3.47% | 4.88% | -3.76% | -2.38% | -16.67% |
| 2014 | -5.19% | 3.48% | 2.88% | 1.07% | 3.43% | 1.47% | 0.69% | 2.13% | -4.96% | -0.26% | -2.13% | -6.13% | -4.10% |
| 2013 | 2.28% | -1.51% | -1.00% | 1.07% | -1.86% | -5.49% | 1.86% | -2.96% | 6.31% | 4.37% | -1.70% | -0.11% | 0.69% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EAEMX is 44, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
EAEMX (Parametric Emerging Markets Fund)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Parametric Emerging Markets Fund (EAEMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Parametric Emerging Markets Fund granted a 2.53% dividend yield in the last twelve months. The annual payout for that period amounted to $0.37 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.37 | $0.37 | $0.57 | $0.25 | $0.16 | $0.36 | $0.28 | $0.36 | $0.19 | $0.19 | $0.25 | $0.18 |
Dividend yield | 2.53% | 2.71% | 4.40% | 1.64% | 1.08% | 2.48% | 2.14% | 2.31% | 1.51% | 1.65% | 1.80% | 1.23% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.14 | $0.16 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.36 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.36 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.19 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 |
| 2014 | $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 |
| 2013 | $0.18 | $0.18 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 62.72%, occurring on Mar 2, 2009. Recovery took 1357 trading sessions.
The current Parametric Emerging Markets Fund drawdown is 2.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.72% | Nov 1, 2007 | 333 | Mar 2, 2009 | 1357 | Jul 23, 2014 | 1690 |
| -44.16% | Jan 29, 2018 | 541 | Mar 23, 2020 | 301 | Jun 2, 2021 | 842 |
| -36.54% | Sep 8, 2014 | 346 | Jan 21, 2016 | 487 | Dec 26, 2017 | 833 |
| -25.43% | Jun 15, 2021 | 327 | Sep 29, 2022 | — | — | — |
| -14.23% | Jul 20, 2007 | 20 | Aug 16, 2007 | 27 | Sep 25, 2007 | 47 |
Volatility
Volatility Chart
The current Parametric Emerging Markets Fund volatility is 2.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.