EAEMX vs. QTERX
Compare and contrast key facts about Parametric Emerging Markets Fund (EAEMX) and AQR Emerging Multi-Style II Fund Class R6 (QTERX).
EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006. QTERX is an actively managed fund by AQR Funds. It was launched on Feb 11, 2012.
Performance
EAEMX vs. QTERX - Performance Comparison
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EAEMX vs. QTERX - 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% |
QTERX AQR Emerging Multi-Style II Fund Class R6 | 5.84% | 32.94% | 12.02% | 12.66% | -21.13% | 0.95% | 17.08% | 16.87% | -16.22% | 37.22% |
Returns By Period
In the year-to-date period, EAEMX achieves a 2.89% return, which is significantly lower than QTERX's 5.84% return. Over the past 10 years, EAEMX has underperformed QTERX with an annualized return of 6.23%, while QTERX has yielded a comparatively higher 8.82% 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%
QTERX
- 1D
- 2.68%
- 1M
- -8.99%
- YTD
- 5.84%
- 6M
- 11.30%
- 1Y
- 35.78%
- 3Y*
- 19.52%
- 5Y*
- 5.71%
- 10Y*
- 8.82%
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EAEMX vs. QTERX - Expense Ratio Comparison
EAEMX has a 1.58% expense ratio, which is higher than QTERX's 0.62% expense ratio.
Return for Risk
EAEMX vs. QTERX — Risk / Return Rank
EAEMX
QTERX
EAEMX vs. QTERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Emerging Markets Fund (EAEMX) and AQR Emerging Multi-Style II Fund Class R6 (QTERX). 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 | QTERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 2.06 | +0.19 |
Sortino ratioReturn per unit of downside risk | 2.86 | 2.66 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.40 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.74 | -0.05 |
Martin ratioReturn relative to average drawdown | 10.25 | 10.57 | -0.32 |
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 | QTERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 2.06 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.35 | +0.21 |
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 | 0.51 | -0.24 |
Correlation
The correlation between EAEMX and QTERX is 0.91, 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
EAEMX vs. QTERX - Dividend Comparison
EAEMX's dividend yield for the trailing twelve months is around 2.75%, less than QTERX's 4.01% 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% |
QTERX AQR Emerging Multi-Style II Fund Class R6 | 4.01% | 4.25% | 4.91% | 5.76% | 4.73% | 2.53% | 1.68% | 4.48% | 2.40% | 1.63% | 2.57% | 0.00% |
Drawdowns
EAEMX vs. QTERX - Drawdown Comparison
The maximum EAEMX drawdown since its inception was -62.70%, which is greater than QTERX's maximum drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for EAEMX and QTERX.
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Drawdown Indicators
| EAEMX | QTERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.70% | -39.15% | -23.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -13.32% | +3.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -37.53% | +12.10% |
Max Drawdown (10Y)Largest decline over 10 years | -44.16% | -39.15% | -5.01% |
Current DrawdownCurrent decline from peak | -8.20% | -10.99% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -12.21% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 3.45% | -0.86% |
Volatility
EAEMX vs. QTERX - Volatility Comparison
The current volatility for Parametric Emerging Markets Fund (EAEMX) is 5.94%, while AQR Emerging Multi-Style II Fund Class R6 (QTERX) has a volatility of 8.75%. This indicates that EAEMX experiences smaller price fluctuations and is considered to be less risky than QTERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAEMX | QTERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 8.75% | -2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 13.61% | -4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 17.93% | -5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.42% | 16.63% | -5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 17.69% | -4.31% |