- ISIN
- US2779233897
- CUSIP
- 277923389
- Issuer
- Eaton Vance
- Inception Date
- Apr 1, 2010
- Category
- Foreign Large Cap Equities
- 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 10.4% since the beginning of the year. EIISX is currently trading at $17 per share. Investors who bought $1,000 worth of EIISX shares 5 years ago would now be looking at an investment worth $1,492.
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Returns By Period
Parametric International Equity Fund (EIISX) has returned 10.35% so far this year and 19.05% over the past 12 months. Over the last ten years, EIISX has returned 9.06% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Parametric International Equity Fund
- 1D
- 1.48%
- 1M
- 3.68%
- 6M
- 6.25%
- YTD
- 10.35%
- 1Y
- 19.05%
- 3Y*
- 16.22%
- 5Y*
- 8.33%
- 10Y*
- 9.06%
- ALL TIME*
- 7.45%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
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 +0.69%. At this rate, an investment would double in approximately 8.4 years.
Historically, 60% of months were positive and 40% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.86% | 4.27% | -6.11% | 4.30% | 1.27% | -1.97% | 4.82% | 10.35% | |||||
| 2025 | 3.71% | 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% |
| 2023 | 7.81% | -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 -1.25%, 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 90.33% of S&P 500 Index downside but only 73.80% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.25%
- Beta
- 0.76
- R²
- 0.67
- Upside Capture
- 73.80%
- Downside Capture
- 90.33%
Expense Ratio
EIISX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EIISX ranks 59 for risk / return — above 59% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return 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.
| EIISX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.00 | +0.09 |
| Martin ratioReturn relative to average drawdown | 7.42 | 8.49 | -1.07 |
Dividends
Dividend History
Parametric International Equity Fund provided a 12.20% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 12.20% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $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.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-33.36%Mar 2020 | 2mo 2d | 7mo 22d | 9mo 24dJan 2020 - Nov 2020 | COVID crash2020 |
-31.33%Oct 2022 | 1y 1mo | 1y 7mo | 2y 8moSep 2021 - May 2024 | Bear market2022 |
-23.42%Nov 2011 | 6mo 26d | 1y 2mo | 1y 9moMay 2011 - Feb 2013 | — |
-18.88%Dec 2018 | 10mo 29d | 11mo 24d | 1y 10moJan 2018 - Dec 2019 | Rate-hike selloffLate 2018 |
-17.99%Jun 2010 | 1mo 23d | 3mo 26d | 5mo 19dApr 2010 - Oct 2010 | — |
Drawdown Indicators
| EIISX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -10.55% | -18.90% | +8.35% |
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 DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -6.59% | -10.70% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.14% | +0.37% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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