Parametric Volatility Risk Premium - Defensive Fund (EIVPX)
The investment seeks total return. The fund pursues its objective by investing in a base portfolio that is generally comprised of an approximately equal mix of equity securities and money market instruments. It writes (sells) call options on the S&P 500 Index, a broad-based U.S. stock market index, and/or a substitute for the S&P 500 Index on substantially the full value of the fund's equity securities. The fund's equity investments consist of a diversified portfolio of common stocks that seeks to approximate the pretax total return performance of the S&P 500 Index.
Fund Info
US27826A1447
27826A144
Feb 8, 2017
$1,000,000
Expense Ratio
EIVPX has an expense ratio of 0.47%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
EIVPX
N/A
N/A
N/A
N/A
N/A
N/A
^GSPC (Benchmark)
-3.77%
5.53%
-5.60%
8.37%
14.61%
10.35%
Monthly Returns
The table below presents the monthly returns of EIVPX, 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 | 0.39% | 0.39% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EIVPX is 72, 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 Volatility Risk Premium - Defensive Fund (EIVPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Parametric Volatility Risk Premium - Defensive Fund provided a 2.36% dividend yield over the last twelve months, with an annual payout of $0.36 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.36 | $0.36 | $0.31 | $0.12 | $0.04 | $0.09 | $0.15 | $0.13 | $0.06 |
Dividend yield | 2.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Dividends
The table displays the monthly dividend distributions for Parametric Volatility Risk Premium - Defensive 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 | |||||||||||
| 2024 | $0.36 | $0.36 | |||||||||||
| 2023 | $0.31 | $0.31 | |||||||||||
| 2022 | $0.12 | $0.12 | |||||||||||
| 2021 | $0.04 | $0.04 | |||||||||||
| 2020 | $0.01 | $0.08 | $0.09 | ||||||||||
| 2019 | $0.15 | $0.15 | |||||||||||
| 2018 | $0.13 | $0.13 | |||||||||||
| 2017 | $0.06 | $0.06 |
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 Parametric Volatility Risk Premium - Defensive 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 Volatility Risk Premium - Defensive Fund was 0.26%, occurring on May 6, 2025. Recovery took 1 trading session.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.26% | May 6, 2025 | 1 | May 6, 2025 | 1 | May 7, 2025 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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