Parametric Tax-Managed Emerging Markets Fund (EITEX)
The fund normally invests at least 80% of its net assets (plus any borrowings for investment purposes) in equity securities of companies located in emerging market countries. Emerging market countries are generally countries not considered to be developed market countries, and therefore not included in the MSCI World Index. It invests primarily in securities issued by companies located in countries included in the MSCI Emerging Markets Index or the MSCI Frontier Markets Index. More than 25% of the fund's total assets may be denominated in any single currency.
Fund Info
US2779076064
277907606
Jun 29, 1998
$1,000,000
Large-Cap
Blend
Expense Ratio
EITEX has a high expense ratio of 0.96%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Parametric Tax-Managed Emerging Markets 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 Tax-Managed Emerging Markets Fund had a return of 4.47% year-to-date (YTD) and 8.91% in the last 12 months. Over the past 10 years, Parametric Tax-Managed Emerging Markets Fund had an annualized return of 1.19%, while the S&P 500 had an annualized return of 11.26%, indicating that Parametric Tax-Managed Emerging Markets Fund did not perform as well as the benchmark.
EITEX
4.47%
4.02%
0.85%
8.91%
0.28%
1.19%
^GSPC (Benchmark)
3.96%
1.97%
9.03%
22.16%
12.60%
11.26%
Monthly Returns
The table below presents the monthly returns of EITEX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.79% | 4.47% | |||||||||||
| 2024 | -3.26% | 3.19% | 2.00% | -0.10% | 2.04% | 0.37% | 1.24% | 1.44% | 4.11% | -3.54% | -1.69% | -1.91% | 3.59% |
| 2023 | 5.87% | -4.44% | 2.06% | 0.77% | -2.21% | 3.79% | 5.81% | -4.30% | -2.72% | -3.94% | 6.69% | 1.63% | 8.34% |
| 2022 | -0.10% | -3.22% | -0.52% | -4.70% | -0.02% | -6.98% | 1.36% | 0.02% | -8.71% | 1.55% | 10.63% | -6.72% | -17.33% |
| 2021 | 0.06% | 1.44% | 0.32% | 2.62% | 3.91% | 0.85% | -3.26% | 3.42% | -2.67% | 0.34% | -5.13% | -3.89% | -2.45% |
| 2020 | -4.38% | -7.39% | -21.01% | 9.34% | 3.60% | 4.77% | 5.00% | 2.22% | -2.40% | -0.69% | 12.04% | 7.99% | 4.51% |
| 2019 | 7.64% | -0.50% | 0.02% | 1.20% | -3.89% | 4.93% | -1.55% | -4.04% | 1.00% | 2.74% | -0.44% | 5.43% | 12.51% |
| 2018 | 7.06% | -3.70% | -0.96% | -1.07% | -5.02% | -3.15% | 3.07% | -3.81% | 0.06% | -6.04% | 2.34% | -2.08% | -13.20% |
| 2017 | 4.99% | 2.25% | 2.27% | 1.78% | 1.71% | 0.27% | 4.90% | 2.36% | -0.74% | 0.73% | -0.25% | 4.15% | 27.10% |
| 2016 | -4.18% | 0.80% | 11.50% | 2.22% | -4.37% | 3.43% | 4.30% | 0.21% | 0.90% | 0.11% | -4.21% | 1.81% | 12.10% |
| 2015 | -0.87% | 3.66% | -3.02% | 6.43% | -3.26% | -2.16% | -4.76% | -7.70% | -3.37% | 4.89% | -3.67% | -2.23% | -15.75% |
| 2014 | -5.06% | 3.45% | 3.11% | 1.13% | 3.42% | 1.43% | 0.63% | 2.20% | -4.86% | -0.21% | -2.11% | -6.13% | -3.61% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EITEX is 42, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Parametric Tax-Managed Emerging Markets Fund (EITEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Parametric Tax-Managed Emerging Markets Fund provided a 3.39% dividend yield over the last twelve months, with an annual payout of $1.40 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.40 | $1.40 | $1.47 | $1.56 | $1.24 | $0.89 | $1.28 | $1.00 | $0.94 | $0.70 | $0.80 | $0.98 |
Dividend yield | 3.39% | 3.54% | 3.71% | 4.13% | 2.61% | 1.79% | 2.63% | 2.26% | 1.80% | 1.67% | 2.11% | 2.13% |
Monthly Dividends
The table displays the monthly dividend distributions for Parametric Tax-Managed Emerging Markets 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.40 | $1.40 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.47 | $1.47 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.56 | $1.56 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.24 | $1.24 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $0.89 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.28 | $1.28 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $1.00 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.94 | $0.94 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.80 | $0.80 |
| 2014 | $0.98 | $0.98 |
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 Tax-Managed Emerging Markets 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 Tax-Managed Emerging Markets Fund was 62.29%, occurring on Mar 2, 2009. Recovery took 532 trading sessions.
The current Parametric Tax-Managed Emerging Markets Fund drawdown is 14.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.29% | Nov 1, 2007 | 333 | Mar 2, 2009 | 532 | Apr 8, 2011 | 865 |
| -45.43% | Feb 11, 2000 | 412 | Oct 8, 2001 | 539 | Dec 1, 2003 | 951 |
| -43.1% | Jan 29, 2018 | 541 | Mar 23, 2020 | 284 | May 7, 2021 | 825 |
| -35.61% | Sep 8, 2014 | 346 | Jan 21, 2016 | 411 | Sep 7, 2017 | 757 |
| -30.89% | Jun 15, 2021 | 338 | Oct 14, 2022 | — | — | — |
Volatility
Volatility Chart
The current Parametric Tax-Managed Emerging Markets Fund volatility is 2.36%, 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.