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

Mutual Fund · Currency in USD · Last updated Jun 24, 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.

Sortino 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 Sortino 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 Jun 24, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
HRIOXHood River International Opportunity Fund4.53
HRIIXHood River International Opportunity Fund Investor Class4.52
AVANXAvantis International Small Cap Value Fund Class G3.78
ALOIXVirtus International Small-Cap Fund3.76
AVDVXAvantis International Small Cap Value Fund3.74
DWUSXDFA World ex U.S. Targeted Value Portfolio3.62
DISVXDFA International Small Cap Value Portfolio3.39
TIISXTIAA-CREF Quant International Small-Cap Equity Fund3.35
FMNEXRBB Free Market International Equity Fund3.31
GICIXGoldman Sachs International Small Cap Insights Fund3.18
EILIXEaton Vance International Small-Cap Fund—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows EILIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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.

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