Parametric Tax-Managed International Equity Fund (ETIGX)
Under normal market conditions, the fund invests at least 80% of its net assets (plus any borrowings for investment purposes) in a diversified portfolio of equity securities (the "80% Policy"). It invests primarily in companies domiciled in developed markets outside of the United States, including securities trading in the form of depositary receipts. The fund invests primarily in common stocks issued by companies domiciled in countries represented in the MSCI Europe, Australasia, Far East ("MSCI EAFE") Index.
Fund Info
US2779117314
277911731
Apr 22, 1998
$1,000
Large-Cap
Blend
Expense Ratio
ETIGX has a high expense ratio of 1.05%, indicating above-average management fees.
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
ETIGX
N/A
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^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of ETIGX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.64% | 1.34% | 2.72% | -2.57% | 5.35% | -2.66% | 3.45% | 3.80% | 1.42% | -5.67% | -2.81% | 0.00% | 2.13% |
| 2023 | 7.84% | -2.40% | 2.28% | 3.08% | -4.99% | 3.76% | 2.61% | -3.86% | -3.50% | -3.01% | 8.04% | 5.53% | 15.17% |
| 2022 | -4.61% | -2.70% | 0.00% | -5.79% | 0.87% | -8.32% | 4.21% | -5.57% | -10.36% | 4.98% | 12.52% | -0.97% | -16.55% |
| 2021 | -1.29% | 0.82% | 2.59% | 3.23% | 3.51% | -1.62% | 0.98% | 1.78% | -4.23% | 3.28% | -4.21% | 4.00% | 8.69% |
| 2020 | -1.56% | -6.95% | -15.04% | 7.24% | 5.19% | 3.16% | 3.06% | 4.18% | -2.50% | -4.20% | 14.60% | 4.54% | 8.80% |
| 2019 | 6.33% | 1.92% | 1.04% | 2.14% | -3.65% | 5.40% | -1.98% | -1.38% | 1.95% | 3.28% | 1.32% | 2.79% | 20.41% |
| 2018 | 4.62% | -5.01% | 0.09% | 1.52% | -1.23% | -0.89% | 2.34% | -1.14% | -0.09% | -7.82% | 0.29% | -4.14% | -11.46% |
| 2017 | 3.03% | 1.16% | 3.43% | 2.61% | 4.50% | -0.56% | 2.82% | 0.37% | 1.64% | 1.53% | 0.80% | 1.17% | 24.82% |
| 2016 | -4.19% | -1.80% | 6.51% | 1.72% | -0.42% | -1.27% | 3.65% | -0.21% | 1.45% | -3.27% | -3.28% | 2.79% | 1.14% |
| 2015 | 1.18% | 4.96% | -1.71% | 4.10% | -0.39% | -2.96% | 2.14% | -6.47% | -3.73% | 6.08% | -0.52% | -0.96% | 0.94% |
| 2014 | -4.00% | 6.35% | 0.10% | 1.47% | 1.25% | 0.86% | -2.74% | 0.29% | -4.26% | -0.41% | 0.71% | -3.34% | -4.11% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETIGX is 19, meaning it’s performing worse than 81% of other mutual funds on our website when it comes to balancing risk and reward. Below is 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 International Equity Fund (ETIGX) 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 Tax-Managed International Equity Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.30 | $0.00 | $0.27 | $0.00 | $0.26 | $0.00 | $0.01 |
Dividend yield | 0.00% | 2.50% | 0.00% | 2.08% | 0.00% | 2.24% | 0.00% | 0.08% |
Monthly Dividends
The table displays the monthly dividend distributions for Parametric Tax-Managed International Equity 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2017 | $0.01 | $0.01 |
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 Tax-Managed International Equity 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 International Equity Fund was 66.61%, occurring on Oct 9, 2002. Recovery took 1188 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.61% | Mar 29, 2000 | 632 | Oct 9, 2002 | 1188 | Jul 5, 2007 | 1820 |
| -62.61% | Nov 1, 2007 | 338 | Mar 9, 2009 | 2734 | Jan 17, 2020 | 3072 |
| -32.96% | Jan 21, 2020 | 44 | Mar 23, 2020 | 163 | Nov 11, 2020 | 207 |
| -31.73% | Sep 7, 2021 | 278 | Oct 12, 2022 | 464 | Aug 19, 2024 | 742 |
| -13.82% | Jul 24, 2007 | 18 | Aug 16, 2007 | 28 | Sep 26, 2007 | 46 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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