EAEMX vs. EIAMX
Compare and contrast key facts about Parametric Emerging Markets Fund (EAEMX) and Eaton Vance Multi-Asset Credit Fund (EIAMX).
EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006. EIAMX is managed by Eaton Vance. It was launched on Oct 31, 2011.
Performance
EAEMX vs. EIAMX - Performance Comparison
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EAEMX vs. EIAMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAEMX Parametric Emerging Markets Fund | 2.89% | 27.16% | 5.39% | 9.46% | -11.27% | 4.19% | 2.65% | 12.32% | -14.02% | 27.03% |
EIAMX Eaton Vance Multi-Asset Credit Fund | -0.88% | 6.31% | 8.22% | 9.93% | -6.18% | 4.57% | 1.89% | 11.67% | -2.45% | 11.61% |
Returns By Period
In the year-to-date period, EAEMX achieves a 2.89% return, which is significantly higher than EIAMX's -0.88% return. Over the past 10 years, EAEMX has outperformed EIAMX with an annualized return of 6.23%, while EIAMX has yielded a comparatively lower 4.80% annualized return.
EAEMX
- 1D
- 1.89%
- 1M
- -6.17%
- YTD
- 2.89%
- 6M
- 6.54%
- 1Y
- 26.50%
- 3Y*
- 13.51%
- 5Y*
- 6.33%
- 10Y*
- 6.23%
EIAMX
- 1D
- 0.21%
- 1M
- -1.13%
- YTD
- -0.88%
- 6M
- 0.17%
- 1Y
- 4.85%
- 3Y*
- 6.66%
- 5Y*
- 3.95%
- 10Y*
- 4.80%
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EAEMX vs. EIAMX - Expense Ratio Comparison
EAEMX has a 1.58% expense ratio, which is higher than EIAMX's 0.71% expense ratio.
Return for Risk
EAEMX vs. EIAMX — Risk / Return Rank
EAEMX
EIAMX
EAEMX vs. EIAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Emerging Markets Fund (EAEMX) and Eaton Vance Multi-Asset Credit Fund (EIAMX). 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.
| EAEMX | EIAMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 1.80 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.86 | 2.96 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.55 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.50 | +0.18 |
Martin ratioReturn relative to average drawdown | 10.25 | 11.20 | -0.94 |
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
| EAEMX | EIAMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 1.80 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 1.25 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.21 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.22 | +0.05 |
Correlation
The correlation between EAEMX and EIAMX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EAEMX vs. EIAMX - Dividend Comparison
EAEMX's dividend yield for the trailing twelve months is around 2.75%, less than EIAMX's 6.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAEMX Parametric Emerging Markets Fund | 2.75% | 2.83% | 3.00% | 2.71% | 4.40% | 1.64% | 1.08% | 2.48% | 2.14% | 2.31% | 1.52% | 1.68% |
EIAMX Eaton Vance Multi-Asset Credit Fund | 6.51% | 7.04% | 7.35% | 5.52% | 5.46% | 4.10% | 4.46% | 4.94% | 2.41% | 2.88% | 3.15% | 3.77% |
Drawdowns
EAEMX vs. EIAMX - Drawdown Comparison
The maximum EAEMX drawdown since its inception was -62.70%, which is greater than EIAMX's maximum drawdown of -43.35%. Use the drawdown chart below to compare losses from any high point for EAEMX and EIAMX.
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Drawdown Indicators
| EAEMX | EIAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.70% | -43.35% | -19.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -2.14% | -7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -10.02% | -15.41% |
Max Drawdown (10Y)Largest decline over 10 years | -44.16% | -43.35% | -0.81% |
Current DrawdownCurrent decline from peak | -8.20% | -10.97% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -16.21% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 0.48% | +2.11% |
Volatility
EAEMX vs. EIAMX - Volatility Comparison
Parametric Emerging Markets Fund (EAEMX) has a higher volatility of 5.94% compared to Eaton Vance Multi-Asset Credit Fund (EIAMX) at 0.73%. This indicates that EAEMX's price experiences larger fluctuations and is considered to be riskier than EIAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAEMX | EIAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 0.73% | +5.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 1.72% | +7.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 2.74% | +9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.42% | 3.17% | +8.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 22.48% | -9.10% |