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ISIN
US2779233897
CUSIP
277923389
Inception Date
Apr 1, 2010
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

EIISX Performance Chart

Parametric International Equity Fund (EIISX) is up 5.4% since the beginning of the year. EIISX is currently trading at $16 per share. Investors who bought $1,000 worth of EIISX shares 5 years ago would now be looking at an investment worth $1,442.


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S&P 500 Index

Returns By Period

Parametric International Equity Fund (EIISX) has returned 5.40% so far this year and 15.04% over the past 12 months. Over the last ten years, EIISX has returned 8.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Parametric International Equity Fund

1D
-0.06%
1M
-1.20%
YTD
5.40%
6M
5.94%
1Y
15.04%
3Y*
14.97%
5Y*
7.59%
10Y*
8.79%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIISX Monthly Returns History

Based on dividend-adjusted daily data since Apr 1, 2010, EIISX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +15.2%, while the worst month was Mar 2020 at -15.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EIISX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.8%, while the worst single day was Mar 12, 2020 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.86%4.27%-6.11%4.30%1.27%-1.86%5.40%
20253.71%2.88%1.30%5.19%3.91%2.96%-2.22%4.23%0.88%-0.35%1.46%1.92%28.86%
2024-1.62%1.15%2.97%-2.47%5.43%-2.81%3.51%3.92%1.60%-5.92%-0.54%2.48%7.31%
20237.81%-2.34%2.17%3.15%-4.91%3.74%2.88%-3.85%-3.43%-2.94%8.01%5.68%15.85%
2022-4.02%-2.66%-0.20%-5.60%1.23%-8.58%4.23%-5.56%-10.41%5.15%12.66%-0.90%-15.68%
2021-1.06%1.07%2.64%3.28%3.36%-1.69%0.86%1.70%-4.12%3.05%-4.30%4.08%8.76%

Benchmark Metrics

Parametric International Equity Fund has an annualized alpha of -1.58%, beta of 0.76, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since April 01, 2010.

  • This fund participated in 92.26% of S&P 500 Index downside but only 73.80% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.58%
Beta
0.76
0.67
Upside Capture
73.80%
Downside Capture
92.26%

Expense Ratio

EIISX has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EIISX ranks 23 for risk / return — below 23% 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.


EIISX Risk / Return Rank: 2323
Overall Rank
EIISX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EIISX Sortino Ratio Rank: 2121
Sortino Ratio Rank
EIISX Omega Ratio Rank: 2121
Omega Ratio Rank
EIISX Calmar Ratio Rank: 2222
Calmar Ratio Rank
EIISX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Parametric International Equity Fund (EIISX) 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.


EIISXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

1.62

2.78

-1.17

Martin ratioReturn relative to average drawdown

5.77

12.44

-6.67

Dividends

Dividend History

Parametric International Equity Fund provided a 12.77% dividend yield over the last twelve months, with an annual payout of $2.09 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.09$2.09$1.42$0.47$0.55$0.75$0.24$0.43$0.38$0.39$0.20$0.29

Dividend yield

12.77%13.46%10.34%3.29%4.37%4.77%1.55%3.10%3.18%2.80%1.81%2.59%

Monthly Dividends

The table displays the monthly dividend distributions for Parametric International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$2.09$2.09
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.42$1.42
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75

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 Parametric International 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 Parametric International Equity Fund was 33.36%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Parametric International Equity Fund drawdown is 2.67%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.36%Mar 2020
2mo 2d7mo 22d
9mo 24dJan 2020 - Nov 2020
Bear market2022
-31.33%Oct 2022
1y 1mo1y 7mo
2y 8moSep 2021 - May 2024
2011 bear market2011
-23.42%Nov 2011
6mo 26d1y 2mo
1y 9moMay 2011 - Feb 2013
Rate-hike selloffLate 2018
-18.88%Dec 2018
10mo 29d11mo 24d
1y 10moJan 2018 - Dec 2019
2010 correction2010
-17.99%Jun 2010
1mo 23d3mo 26d
5mo 19dApr 2010 - Oct 2010

Drawdown Indicators


EIISXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.36%

-56.78%

+23.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-9.10%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

-18.90%

+7.32%

Max Drawdown (5Y)

Largest decline over 5 years

-31.33%

-25.43%

-5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.36%

-33.92%

+0.56%

Current Drawdown

Current decline from peak

-2.67%

-1.80%

-0.87%

Average Drawdown

Average peak-to-trough decline

-6.62%

-10.71%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.03%

+0.46%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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