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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

Eaton Vance International Small-Cap Fund (EILIX) is up 4.6% since the beginning of the year. EILIX is currently trading at $14 per share. Investors who bought $1,000 worth of EILIX shares 5 years ago would now be looking at an investment worth $1,048.


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S&P 500 Index

Returns By Period

Eaton Vance International Small-Cap Fund (EILIX) has returned 4.60% so far this year and 6.16% over the past 12 months. Over the last ten years, EILIX has returned 6.47% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Eaton Vance International Small-Cap Fund

1D
0.00%
1M
0.29%
YTD
4.60%
6M
6.38%
1Y
6.16%
3Y*
8.10%
5Y*
0.95%
10Y*
6.47%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EILIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, EILIX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +12.9%, while the worst month was Mar 2020 at -17.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EILIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 12, 2020 at -10.3%.


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 -2.73%, beta of 0.73, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • This fund participated in 102.03% 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 -2.73% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.73%
Beta
0.73
0.62
Upside Capture
74.81%
Downside Capture
102.03%

Expense Ratio

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


Return for Risk

Risk / Return Rank

EILIX ranks 7 for risk / return — in the bottom 7% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


EILIX Risk / Return Rank: 77
Overall Rank
EILIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EILIX Sortino Ratio Rank: 88
Sortino Ratio Rank
EILIX Omega Ratio Rank: 88
Omega Ratio Rank
EILIX Calmar Ratio Rank: 66
Calmar Ratio Rank
EILIX Martin Ratio Rank: 88
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 Eaton Vance International Small-Cap Fund (EILIX) and compare them to S&P 500 Index.


EILIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.63

2.39

-1.76

Sortino ratio

Return per unit of downside risk

0.98

3.25

-2.28

Omega ratio

Gain probability vs. loss probability

1.12

1.43

-0.31

Calmar ratio

Return relative to maximum drawdown

0.66

3.11

-2.45

Martin ratio

Return relative to average drawdown

2.31

14.38

-12.07

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.

The current Eaton Vance International Small-Cap Fund drawdown is 6.03%.


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

-39.98%

-56.78%

+16.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-9.10%

-4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-15.98%

-18.90%

+2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-39.98%

-25.43%

-14.55%

Max Drawdown (10Y)

Largest decline over 10 years

-39.98%

-33.92%

-6.06%

Current Drawdown

Current decline from peak

-6.03%

0.00%

-6.03%

Average Drawdown

Average peak-to-trough decline

-12.12%

-10.72%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

1.97%

+1.82%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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