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ISIN
US27830N8847
CUSIP
27830N884
Inception Date
Dec 15, 2015
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

EILIX Performance Chart


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S&P 500 Index

Returns By Period


Eaton Vance International Small-Cap Fund

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EILIX Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.76%3.99%-10.52%8.42%-0.07%4.60%
20251.40%0.49%0.08%5.48%4.96%2.76%-3.82%3.75%1.21%-2.52%0.65%0.98%16.07%
2024-3.81%0.89%2.40%-3.91%3.91%-2.51%7.07%2.48%1.90%-6.97%1.77%-4.25%-1.94%
20236.84%-3.44%1.00%2.55%-3.44%2.49%3.07%-4.24%-5.49%-4.60%10.82%7.32%11.91%
2022-8.18%-2.97%-2.21%-7.79%-0.39%-11.01%9.35%-7.82%-9.89%4.80%12.91%-2.05%-25.03%
2021-1.77%1.60%2.12%5.42%2.28%-1.55%3.59%2.86%-3.96%3.39%-4.59%4.44%14.05%

Benchmark Metrics

Eaton Vance International Small-Cap Fund has an annualized alpha of -2.61%, beta of 0.73, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participated in 101.24% of S&P 500 Index downside but only 74.81% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.61% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.61%
Beta
0.73
0.62
Upside Capture
74.81%
Downside Capture
101.24%

Expense Ratio

EILIX has a high expense ratio of 1.11%, indicating above-average management fees.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Eaton Vance International Small-Cap Fund (EILIX) 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.


EILIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.46

Martin ratioReturn relative to average drawdown

10.92

Dividends

Dividend History

Eaton Vance International Small-Cap Fund provided a 8.10% dividend yield over the last twelve months, with an annual payout of $1.10 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$1.10$1.10$0.44$0.22$0.13$0.96$0.15$0.23$0.52$0.46$0.25

Dividend yield

8.10%8.47%3.60%1.73%1.12%6.11%1.03%1.78%4.89%3.49%2.49%

Monthly Dividends

The table displays the monthly dividend distributions for Eaton Vance International Small-Cap 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.10$1.10
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.44
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96$0.96

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 Eaton Vance International Small-Cap 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 Eaton Vance International Small-Cap Fund was 39.98%, occurring on Oct 14, 2022. The portfolio has not yet recovered.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-39.98%Oct 2022
9mo 17d
4y 5moDec 2021 - now
COVID crash2020
-36.69%Mar 2020
2y 1mo6mo 16d
2y 8moJan 2018 - Oct 2020
2016 correction2016
-11.25%Jun 2016
18d2mo 11d
2mo 29dJun 2016 - Sep 2016
2016 correction2016
-11.23%Feb 2016
1mo 7d1mo 5d
2mo 12dJan 2016 - Mar 2016
2021 pullback2021
-7.80%Dec 2021
2mo 25d29d
3mo 24dSep 2021 - Dec 2021

Drawdown Indicators


EILIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.21%

Average Drawdown

Average peak-to-trough decline

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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