Parametric International Equity Fund (EIISX)
The investment seeks long-term capital appreciation. Under normal market conditions, the fund invests at least 80% of its net assets (plus any borrowings for investment purposes) in a diversified portfolio of equity securities (the "80% Policy"). It invests primarily in companies domiciled in and tied economically to one or more countries represented in the MSCI Europe, Australasia, Far East Index ("MSCI EAFE Index") and may include securities trading in the form of depositary receipts.
Fund Info
US2779233897
277923389
Apr 1, 2010
$1,000,000
Expense Ratio
EIISX features an expense ratio of 0.50%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Parametric International Equity 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 International Equity Fund had a return of 0.99% year-to-date (YTD) and 2.66% in the last 12 months. Over the past 10 years, Parametric International Equity Fund had an annualized return of 5.19%, while the S&P 500 had an annualized return of 11.01%, indicating that Parametric International Equity Fund did not perform as well as the benchmark.
EIISX
0.99%
-1.98%
-2.18%
2.66%
3.50%
5.19%
^GSPC (Benchmark)
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
Monthly Returns
The table below presents the monthly returns of EIISX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.62% | 1.15% | 2.97% | -2.47% | 5.43% | -2.81% | 3.51% | 3.92% | 1.60% | -5.92% | -0.54% | 0.99% | |
| 2023 | 7.81% | -2.34% | 2.17% | 3.16% | -4.91% | 3.74% | 2.88% | -3.85% | -3.43% | -2.94% | 8.01% | 5.68% | 15.86% |
| 2022 | -4.02% | -2.66% | -0.20% | -5.61% | 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% | 3.06% | -4.30% | 4.08% | 8.76% |
| 2020 | -1.79% | -6.99% | -15.34% | 7.76% | 5.40% | 3.09% | 3.31% | 4.41% | -2.78% | -4.14% | 15.17% | 4.87% | 9.96% |
| 2019 | 6.68% | 2.32% | 1.27% | 2.56% | -3.76% | 5.39% | -2.08% | -1.59% | 2.24% | 3.39% | 1.39% | 3.03% | 22.35% |
| 2018 | 4.57% | -4.86% | 0.22% | 1.46% | -1.08% | -1.01% | 2.42% | -1.15% | -0.07% | -7.71% | 0.32% | -4.42% | -11.33% |
| 2017 | 3.02% | 1.38% | 3.40% | 2.88% | 4.55% | -0.53% | 2.76% | 0.37% | 1.86% | 1.46% | 0.86% | 1.20% | 25.71% |
| 2016 | -4.52% | -1.58% | 6.79% | 1.94% | -0.61% | -1.70% | 4.00% | -0.08% | 1.54% | -3.28% | -3.05% | 2.87% | 1.73% |
| 2015 | 0.97% | 5.51% | -1.49% | 4.21% | -0.24% | -2.59% | 1.91% | -6.69% | -3.67% | 6.17% | -0.43% | -0.69% | 2.21% |
| 2014 | -4.00% | 6.51% | 0.00% | 1.49% | 1.31% | 0.84% | -2.64% | 0.31% | -4.18% | -0.40% | 0.81% | -3.41% | -3.80% |
| 2013 | 3.99% | -1.07% | 2.26% | 3.71% | -3.66% | -2.91% | 5.28% | -1.65% | 6.77% | 2.47% | 0.48% | 1.94% | 18.41% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EIISX is 15, meaning it’s performing worse than 85% 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 International Equity Fund (EIISX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Parametric International Equity Fund provided a 3.26% dividend yield over the last twelve months, with an annual payout of $0.47 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.47 | $0.47 | $0.35 | $0.47 | $0.23 | $0.40 | $0.24 | $0.39 | $0.20 | $0.29 | $0.30 | $0.26 |
Dividend yield | 3.26% | 3.29% | 2.78% | 3.00% | 1.49% | 2.88% | 2.04% | 2.80% | 1.73% | 2.55% | 2.62% | 2.07% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 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 | $0.35 | $0.35 |
| 2021 | $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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.22 | $0.23 |
| 2019 | $0.00 | $0.03 | $0.03 | $0.03 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.28 | $0.40 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.20 | $0.24 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.20 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.00 | $0.25 | $0.26 |
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 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 10.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.36% | Jan 21, 2020 | 44 | Mar 23, 2020 | 162 | Nov 10, 2020 | 206 |
| -31.33% | Sep 7, 2021 | 278 | Oct 12, 2022 | 399 | May 15, 2024 | 677 |
| -23.42% | May 3, 2011 | 145 | Nov 25, 2011 | 295 | Feb 1, 2013 | 440 |
| -18.61% | Jan 29, 2018 | 229 | Dec 24, 2018 | 243 | Dec 11, 2019 | 472 |
| -17.99% | Apr 15, 2010 | 37 | Jun 7, 2010 | 79 | Sep 28, 2010 | 116 |
Volatility
Volatility Chart
The current Parametric International Equity Fund volatility is 3.08%, 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.