PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Eaton Vance International Small-Cap Fund (EILIX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Jul 14, 2026

The fund invests at least 80% of its net assets (plus any borrowings for investment purposes) in equity securities of foreign small-cap companies. The manager intends to invest in not less than five different countries (primarily developed-marked countries but may include emerging market countries) and more than 25% of the fund's total assets may be denominated in any single currency. The fund may invest in exchange-traded funds ("ETFs"), a type of pooled investment vehicle, in order to manage cash positions or seek exposure to certain markets or market sectors.

Sharpe ratio is not yet available for EILIX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares Eaton Vance International Small-Cap Fund's Sharpe Ratio with other mutual funds in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how EILIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HRIOXHood River International Opportunity Fund2.70
HRIIXHood River International Opportunity Fund Investor Class2.69
ALOIXVirtus International Small-Cap Fund2.37
AVANXAvantis International Small Cap Value Fund Class G2.03
AVDVXAvantis International Small Cap Value Fund Institutional Class2.01
DWUSXDFA World ex U.S. Targeted Value Portfolio1.92
FMNEXRBB Free Market International Equity Fund1.88
DISVXDFA International Small Cap Value Portfolio Institutional Class1.87
GICIXGoldman Sachs International Small Cap Insights Fund1.69
DFVQXDFA International Vector Equity Portfolio1.66
EILIXEaton Vance International Small-Cap Fund—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EILIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EILIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does EILIX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio