EAEMX vs. EXG
Compare and contrast key facts about Parametric Emerging Markets Fund (EAEMX) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG).
EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006. EXG is an actively managed fund by Eaton Vance. It was launched on Feb 27, 2007.
Performance
EAEMX vs. EXG - Performance Comparison
Loading graphics...
EAEMX vs. EXG - 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% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | -5.16% | 27.79% | 16.04% | 11.46% | -22.24% | 31.53% | 10.19% | 28.71% | -12.09% | 29.58% |
Returns By Period
In the year-to-date period, EAEMX achieves a 2.89% return, which is significantly higher than EXG's -5.16% return. Over the past 10 years, EAEMX has underperformed EXG with an annualized return of 6.23%, while EXG has yielded a comparatively higher 9.93% 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%
EXG
- 1D
- 2.19%
- 1M
- -6.94%
- YTD
- -5.16%
- 6M
- 0.81%
- 1Y
- 18.78%
- 3Y*
- 14.03%
- 5Y*
- 8.06%
- 10Y*
- 9.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EAEMX vs. EXG - Expense Ratio Comparison
EAEMX has a 1.58% expense ratio, which is higher than EXG's 1.07% expense ratio.
Return for Risk
EAEMX vs. EXG — Risk / Return Rank
EAEMX
EXG
EAEMX vs. EXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Emerging Markets Fund (EAEMX) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG). 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 | EXG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 1.03 | +1.22 |
Sortino ratioReturn per unit of downside risk | 2.86 | 1.55 | +1.32 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.23 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.68 | 1.32 | +1.37 |
Martin ratioReturn relative to average drawdown | 10.25 | 5.81 | +4.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EAEMX | EXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 1.03 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.47 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.50 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.29 | -0.02 |
Correlation
The correlation between EAEMX and EXG is 0.63, 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. EXG - Dividend Comparison
EAEMX's dividend yield for the trailing twelve months is around 2.75%, less than EXG's 8.91% 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% |
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund | 8.91% | 8.27% | 9.27% | 8.60% | 10.59% | 7.27% | 8.43% | 8.42% | 12.23% | 9.84% | 12.16% | 11.02% |
Drawdowns
EAEMX vs. EXG - Drawdown Comparison
The maximum EAEMX drawdown since its inception was -62.70%, which is greater than EXG's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for EAEMX and EXG.
Loading graphics...
Drawdown Indicators
| EAEMX | EXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.70% | -58.45% | -4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -14.28% | +4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -27.82% | +2.39% |
Max Drawdown (10Y)Largest decline over 10 years | -44.16% | -45.36% | +1.20% |
Current DrawdownCurrent decline from peak | -8.20% | -8.37% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -9.68% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 3.23% | -0.64% |
Volatility
EAEMX vs. EXG - Volatility Comparison
The current volatility for Parametric Emerging Markets Fund (EAEMX) is 5.94%, while Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG) has a volatility of 7.47%. This indicates that EAEMX experiences smaller price fluctuations and is considered to be less risky than EXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EAEMX | EXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 7.47% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 10.65% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 18.36% | -6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.42% | 17.38% | -5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 19.94% | -6.56% |