BESIX vs. EAEMX
Compare and contrast key facts about William Blair Emerging Markets Small Cap Growth Fund (BESIX) and Parametric Emerging Markets Fund (EAEMX).
BESIX is managed by William Blair. It was launched on Oct 23, 2011. EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006.
Performance
BESIX vs. EAEMX - Performance Comparison
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BESIX vs. EAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BESIX William Blair Emerging Markets Small Cap Growth Fund | 4.77% | 13.93% | 8.37% | 22.25% | -27.95% | 15.52% | 32.60% | 20.58% | -23.29% | 40.54% |
EAEMX Parametric Emerging Markets Fund | 0.98% | 27.16% | 5.39% | 9.46% | -11.27% | 4.19% | 2.65% | 12.32% | -14.02% | 27.03% |
Returns By Period
In the year-to-date period, BESIX achieves a 4.77% return, which is significantly higher than EAEMX's 0.98% return. Over the past 10 years, BESIX has outperformed EAEMX with an annualized return of 8.29%, while EAEMX has yielded a comparatively lower 6.03% annualized return.
BESIX
- 1D
- 0.95%
- 1M
- -8.78%
- YTD
- 4.77%
- 6M
- 6.34%
- 1Y
- 34.76%
- 3Y*
- 14.53%
- 5Y*
- 4.85%
- 10Y*
- 8.29%
EAEMX
- 1D
- -0.29%
- 1M
- -7.91%
- YTD
- 0.98%
- 6M
- 4.57%
- 1Y
- 24.15%
- 3Y*
- 12.81%
- 5Y*
- 6.13%
- 10Y*
- 6.03%
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BESIX vs. EAEMX - Expense Ratio Comparison
BESIX has a 1.30% expense ratio, which is lower than EAEMX's 1.58% expense ratio.
Return for Risk
BESIX vs. EAEMX — Risk / Return Rank
BESIX
EAEMX
BESIX vs. EAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Emerging Markets Small Cap Growth Fund (BESIX) and Parametric Emerging Markets Fund (EAEMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BESIX | EAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 2.02 | -0.01 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.58 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.33 | +0.54 |
Martin ratioReturn relative to average drawdown | 9.98 | 9.07 | +0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BESIX | EAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.02 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.54 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.45 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.27 | +0.34 |
Correlation
The correlation between BESIX and EAEMX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BESIX vs. EAEMX - Dividend Comparison
BESIX's dividend yield for the trailing twelve months is around 9.10%, more than EAEMX's 2.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BESIX William Blair Emerging Markets Small Cap Growth Fund | 9.10% | 9.53% | 0.00% | 0.26% | 4.84% | 8.51% | 0.04% | 0.16% | 2.32% | 3.17% | 2.67% | 4.17% |
EAEMX Parametric Emerging Markets Fund | 2.80% | 2.83% | 3.00% | 2.71% | 4.40% | 1.64% | 1.08% | 2.48% | 2.14% | 2.31% | 1.52% | 1.68% |
Drawdowns
BESIX vs. EAEMX - Drawdown Comparison
The maximum BESIX drawdown since its inception was -38.05%, smaller than the maximum EAEMX drawdown of -62.70%. Use the drawdown chart below to compare losses from any high point for BESIX and EAEMX.
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Drawdown Indicators
| BESIX | EAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.05% | -62.70% | +24.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -9.90% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -31.41% | -25.43% | -5.98% |
Max Drawdown (10Y)Largest decline over 10 years | -38.05% | -44.16% | +6.11% |
Current DrawdownCurrent decline from peak | -10.62% | -9.90% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -10.28% | -13.58% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.54% | +0.75% |
Volatility
BESIX vs. EAEMX - Volatility Comparison
William Blair Emerging Markets Small Cap Growth Fund (BESIX) has a higher volatility of 8.37% compared to Parametric Emerging Markets Fund (EAEMX) at 5.60%. This indicates that BESIX's price experiences larger fluctuations and is considered to be riskier than EAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BESIX | EAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 5.60% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 8.63% | +5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.61% | 12.06% | +5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 11.39% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 13.37% | +2.64% |