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
US27826A8210
27826A821
Mar 26, 2014
$1,000
Mid-Cap
Value
Expense Ratio
EAPDX features an expense ratio of 0.65%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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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 2.65% year-to-date (YTD) and 2.35% in the last 12 months. Over the past 10 years, Parametric Dividend Income Fund had an annualized return of 6.76%, while the S&P 500 had an annualized return of 11.04%, indicating that Parametric Dividend Income Fund did not perform as well as the benchmark.
EAPDX
2.65%
-0.25%
-6.38%
2.35%
6.53%
6.76%
^GSPC (Benchmark)
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
Monthly Returns
The table below presents the monthly returns of EAPDX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.46% | 2.65% | |||||||||||
| 2024 | -0.98% | 1.18% | 5.24% | -3.58% | 2.80% | -1.21% | 5.29% | 1.66% | 1.19% | -1.79% | 5.35% | -13.82% | -0.29% |
| 2023 | 4.11% | -3.77% | -0.37% | 0.19% | -6.52% | 6.37% | 3.88% | -2.57% | -3.58% | -2.30% | 5.71% | 4.60% | 4.82% |
| 2022 | -1.22% | 0.00% | 3.87% | -3.58% | 2.91% | -8.11% | 5.53% | -2.49% | -8.65% | 10.51% | 6.91% | -3.71% | 0.04% |
| 2021 | -0.07% | 5.84% | 7.01% | 2.86% | 3.04% | -0.99% | 0.19% | 0.95% | -3.73% | 4.68% | -2.64% | 6.98% | 26.09% |
| 2020 | -2.86% | -9.88% | -18.94% | 14.61% | 4.10% | 0.23% | 3.60% | 2.37% | -3.08% | 0.09% | 12.30% | 3.09% | 1.08% |
| 2019 | 8.51% | 3.04% | 0.18% | 2.11% | -6.65% | 6.84% | 0.54% | -3.52% | 3.81% | 0.46% | 2.22% | 3.06% | 21.57% |
| 2018 | 3.89% | -5.14% | -0.93% | 1.41% | 1.39% | 0.54% | 3.51% | 0.74% | 0.24% | -6.25% | 2.98% | -11.68% | -10.04% |
| 2017 | 0.85% | 2.70% | -0.62% | 0.33% | 0.25% | 0.84% | 1.57% | -0.81% | 3.28% | 1.28% | 3.47% | 0.36% | 14.24% |
| 2016 | -2.67% | 2.44% | 7.36% | 1.58% | 0.64% | 2.21% | 2.33% | -0.26% | -0.20% | -2.03% | 4.78% | 1.62% | 18.83% |
| 2015 | -1.97% | 4.69% | -1.05% | 0.37% | -0.09% | -2.02% | 1.05% | -4.45% | -1.66% | 7.40% | 0.75% | -4.73% | -2.32% |
| 2014 | 1.60% | 1.28% | 1.55% | 2.46% | -2.91% | 3.87% | -2.48% | 3.27% | 1.49% | -1.71% | 8.47% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EAPDX is 14, meaning it’s performing worse than 86% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 provided a 2.56% dividend yield over the last twelve months, with an annual payout of $0.42 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.42 | $0.42 | $0.49 | $0.39 | $0.38 | $0.36 | $0.33 | $0.31 | $0.31 | $0.25 | $0.30 | $0.20 |
Dividend yield | 2.56% | 2.62% | 3.01% | 2.41% | 2.33% | 2.72% | 2.38% | 2.66% | 2.33% | 2.12% | 2.98% | 1.85% |
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.42 |
| 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 | $0.49 |
| 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 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.38 |
| 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 | $0.36 |
| 2019 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.33 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.31 |
| 2017 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.31 |
| 2016 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.25 |
| 2015 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.30 |
| 2014 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.20 |
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.
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 11.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.71% | Jan 21, 2020 | 44 | Mar 23, 2020 | 179 | Dec 4, 2020 | 223 |
| -20.22% | Sep 24, 2018 | 64 | Dec 24, 2018 | 244 | Dec 12, 2019 | 308 |
| -16.59% | Apr 21, 2022 | 113 | Sep 30, 2022 | 356 | Mar 4, 2024 | 469 |
| -14.78% | Nov 26, 2024 | 30 | Jan 10, 2025 | — | — | — |
| -13.1% | Feb 25, 2015 | 228 | Jan 20, 2016 | 40 | Mar 17, 2016 | 268 |
Volatility
Volatility Chart
The current Parametric Dividend Income Fund volatility is 2.60%, 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.