Parametric Dividend Income Fund (EAPDX)
The fund invests at least 80% of its net assets (plus any borrowings for investment purposes) in equity securities, which primarily include common stocks of U.S. companies selected from the Russell 3000 Index. It seeks to employ a top-down, disciplined and systematic investment process that emphasizes a diversified portfolio of quality companies that have historically demonstrated high current income and lower levels of risk on a sector relative basis.
Fund Info
| ISIN | US27826A8210 |
|---|---|
| CUSIP | 27826A821 |
| Issuer | Eaton Vance |
| Inception Date | Mar 26, 2014 |
| Category | Mid Cap Value Equities |
| Min. Investment | $1,000 |
| Asset Class | Equity |
Asset Class Size | Mid-Cap |
Asset Class Style | Value |
Expense Ratio
EAPDX has a high expense ratio of 0.65%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: EAPDX vs. VHYAX
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Parametric Dividend Income 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 Dividend Income Fund had a return of 1.42% year-to-date (YTD) and 8.06% in the last 12 months. Over the past 10 years, Parametric Dividend Income Fund had an annualized return of 8.48%, while the S&P 500 had an annualized return of 10.33%, indicating that Parametric Dividend Income Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.42% | 5.21% |
| 1 month | -3.42% | -4.30% |
| 6 months | 11.61% | 18.42% |
| 1 year | 8.06% | 21.82% |
| 5 years (annualized) | 7.65% | 11.27% |
| 10 years (annualized) | 8.48% | 10.33% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.98% | 1.18% | 5.24% | -3.58% | ||||||||
| 2023 | -2.30% | 5.71% | 4.59% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EAPDX is 30, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Parametric Dividend Income Fund(EAPDX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Parametric Dividend Income Fund (EAPDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Parametric Dividend Income Fund granted a 3.20% dividend yield in the last twelve months. The annual payout for that period amounted to $0.52 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.52 | $0.49 | $0.39 | $0.38 | $0.36 | $0.33 | $0.62 | $0.44 | $0.30 | $0.47 | $0.44 |
Dividend yield | 3.20% | 3.01% | 2.40% | 2.32% | 2.72% | 2.44% | 5.40% | 3.38% | 2.54% | 4.63% | 4.16% |
Monthly Dividends
The table displays the monthly dividend distributions for Parametric Dividend Income 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.13 | $0.00 | ||||||||
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.19 |
| 2021 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 |
| 2020 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 |
| 2019 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.01 | $0.08 | $0.00 | $0.00 | $0.10 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.00 | $0.05 | $0.08 | $0.00 | $0.00 | $0.36 |
| 2017 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.21 |
| 2016 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 |
| 2015 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.23 |
| 2014 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.32 |
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 Dividend Income 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 Dividend Income Fund was 39.71%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current Parametric Dividend Income Fund drawdown is 3.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.71% | Jan 21, 2020 | 44 | Mar 23, 2020 | 179 | Dec 4, 2020 | 223 |
| -18.41% | Sep 24, 2018 | 64 | Dec 24, 2018 | 213 | Oct 29, 2019 | 277 |
| -16.59% | Apr 21, 2022 | 113 | Sep 30, 2022 | 356 | Mar 4, 2024 | 469 |
| -11.68% | Feb 25, 2015 | 228 | Jan 20, 2016 | 32 | Mar 7, 2016 | 260 |
| -9.76% | Jan 29, 2018 | 39 | Mar 23, 2018 | 104 | Aug 21, 2018 | 143 |
Volatility
Volatility Chart
The current Parametric Dividend Income Fund volatility is 3.11%, 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.