- Inception Date
- Jan 1, 1990
- Category
- Europe Equities
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
EEA Performance Chart
The European Equity Fund (EEA) is up 7.7% since the beginning of the year. EEA is currently trading at $11 per share. Investors who bought $1,000 worth of EEA shares 5 years ago would now be looking at an investment worth $1,405.
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Returns By Period
The European Equity Fund (EEA) has returned 7.65% so far this year and 20.24% over the past 12 months. Over the last ten years, EEA has returned 8.74% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
The European Equity Fund
- 1D
- 0.00%
- 1M
- 3.72%
- YTD
- 7.65%
- 6M
- 7.65%
- 1Y
- 20.24%
- 3Y*
- 13.67%
- 5Y*
- 7.03%
- 10Y*
- 8.74%
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%
EEA Monthly Returns History
Based on dividend-adjusted daily data since Nov 5, 1987, EEA's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 55% of months were positive and 45% were negative. The best month was Sep 1989 with a return of +44.4%, while the worst month was Aug 1998 at -29.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, EEA closed higher 46% of trading days. The best single day was Sep 21, 1989 with a return of +27.3%, while the worst single day was Nov 13, 1997 at -17.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.31% | 1.83% | -11.30% | 7.28% | 3.26% | 1.21% | 7.65% | ||||||
| 2025 | 6.86% | 2.99% | 1.56% | 3.74% | 4.97% | 3.54% | -1.37% | 4.96% | 2.36% | -0.37% | -1.85% | 4.21% | 36.10% |
| 2024 | -1.62% | 2.00% | 3.01% | -3.03% | 4.83% | -0.42% | 1.43% | 2.85% | 0.11% | -5.86% | -2.60% | -3.70% | -3.53% |
| 2023 | 14.70% | -2.71% | 0.91% | 2.06% | -3.58% | 3.99% | 2.67% | -5.88% | -4.45% | -4.15% | 11.02% | 3.54% | 17.24% |
| 2022 | -6.28% | -8.95% | 3.62% | -7.85% | 3.28% | -10.08% | 6.72% | -7.09% | -12.29% | 12.24% | 12.20% | -2.23% | -18.97% |
| 2021 | -0.90% | 1.20% | 2.15% | 4.75% | 5.32% | -2.90% | 0.55% | 2.95% | -5.35% | 2.24% | -5.48% | 9.91% | 14.19% |
Benchmark Metrics
The European Equity Fund has an annualized alpha of 0.24%, beta of 0.89, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since November 05, 1987.
- This fund participated in 116.49% of S&P 500 Index downside but only 98.07% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.28 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.24%
- Beta
- 0.89
- R²
- 0.28
- Upside Capture
- 98.07%
- Downside Capture
- 116.49%
Expense Ratio
EEA has an expense ratio of 0.01%, which is considered low.
Return for Risk
Risk / Return Rank
EEA ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for The European Equity Fund (EEA) 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.
| EEA | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.78 | -1.27 |
| Martin ratioReturn relative to average drawdown | 4.93 | 12.44 | -7.51 |
Dividends
Dividend History
The European Equity Fund provided a 8.92% dividend yield over the last twelve months, with an annual payout of $0.97 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 | $0.97 | $0.78 | $0.18 | $0.17 | $0.87 | $1.50 | $0.19 | $0.52 | $0.07 | $0.09 | $0.08 | $0.17 |
Dividend yield | 8.92% | 7.55% | 2.19% | 1.99% | 11.60% | 14.42% | 1.86% | 5.49% | 0.95% | 0.87% | 0.97% | 2.10% |
Monthly Dividends
The table displays the monthly dividend distributions for The European Equity 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 | $0.22 | $0.00 | $0.22 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.78 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.18 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.17 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.87 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.46 | $1.50 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the The European Equity 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 The European Equity Fund was 72.28%, occurring on Mar 12, 2003. Recovery took 1041 trading sessions.
The current The European Equity Fund drawdown is 0.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2003 bear market2003 | -72.28%Mar 2003 | 13y 2mo | 4y 1mo | 17y 3moJan 1990 - May 2007 |
Financial crisis2007–2009 | -70.56%Mar 2009 | 1y 8mo | 8y 10mo | 10y 6moJul 2007 - Jan 2018 |
COVID crash2020 | -41.54%Mar 2020 | 2y 1mo | 5mo 18d | 2y 7moJan 2018 - Sep 2020 |
Bear market2022 | -37.51%Oct 2022 | 8mo 29d | 1y 7mo | 2y 3moJan 2022 - May 2024 |
1989 bear market1989 | -33.33%Nov 1989 | 1mo 12d | 1mo 18d | 3moSep 1989 - Dec 1989 |
Drawdown Indicators
| EEA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.28% | -56.78% | -15.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.45% | -9.10% | -4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -18.90% | +2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -37.51% | -25.43% | -12.08% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -33.92% | -7.62% |
Current DrawdownCurrent decline from peak | -0.56% | -1.80% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -29.77% | -10.71% | -19.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 2.03% | +2.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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