PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EAEMX vs. REMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EAEMX vs. REMVX

Last updated Apr 2, 2026

Compare and contrast key facts about Parametric Emerging Markets Fund (EAEMX) and RBC Emerging Markets Value Equity Fund (REMVX).

EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006. REMVX is managed by RBC Global Asset Management.. It was launched on Feb 8, 2018.

Performance

EAEMX vs. REMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Parametric Emerging Markets Fund (EAEMX) and RBC Emerging Markets Value Equity Fund (REMVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EAEMX vs. REMVX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
EAEMX
Parametric Emerging Markets Fund		2.89%27.16%5.39%9.46%-11.27%4.19%2.65%12.32%-9.11%
REMVX
RBC Emerging Markets Value Equity Fund		4.24%47.31%4.58%11.03%-16.99%3.71%18.03%16.00%-11.48%

Returns By Period

In the year-to-date period, EAEMX achieves a 2.89% return, which is significantly lower than REMVX's 4.24% 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%

REMVX

1D
3.15%
1M
-10.27%
YTD
4.24%
6M
13.05%
1Y
43.84%
3Y*
19.40%
5Y*
7.18%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Parametric Emerging Markets Fund

RBC Emerging Markets Value Equity Fund

Often compared with EAEMX:
EAEMX vs. DEMIXEAEMX vs. EITEXEAEMX vs. GLLSXEAEMX vs. EHSTXEAEMX vs. SIEMXEAEMX vs. DESIXEAEMX vs. FSSGX
Often compared with REMVX:
REMVX vs. ZROZREMVX vs. REEIXREMVX vs. ACCSXREMVX vs. RUSIXREMVX vs. TMCIXREMVX vs. AVALXREMVX vs. RSDIX

EAEMX vs. REMVX - Expense Ratio Comparison

EAEMX has a 1.58% expense ratio, which is higher than REMVX's 0.95% expense ratio.

EAEMX
Parametric Emerging Markets Fund
REMVX
RBC Emerging Markets Value Equity Fund

Return for Risk

EAEMX vs. REMVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EAEMX
EAEMX Risk / Return Rank: 9191
Overall Rank
EAEMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EAEMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
EAEMX Omega Ratio Rank: 9292
Omega Ratio Rank
EAEMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EAEMX Martin Ratio Rank: 8888
Martin Ratio Rank
REMVX
REMVX Risk / Return Rank: 9292
Overall Rank
REMVX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
REMVX Sortino Ratio Rank: 9393
Sortino Ratio Rank
REMVX Omega Ratio Rank: 9292
Omega Ratio Rank
REMVX Calmar Ratio Rank: 9090
Calmar Ratio Rank
REMVX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EAEMX vs. REMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parametric Emerging Markets Fund (EAEMX) and RBC Emerging Markets Value Equity Fund (REMVX). 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.

EAEMXREMVXDifference

Sharpe ratio

Return per unit of total volatility

2.25

2.35

-0.10

Sortino ratio

Return per unit of downside risk

2.86

2.92

-0.06

Omega ratio

Gain probability vs. loss probability

1.46

1.46

0.00

Calmar ratio

Return relative to maximum drawdown

2.68

2.72

-0.03

Martin ratio

Return relative to average drawdown

10.25

11.14

-0.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EAEMX vs. REMVX - Sharpe Ratio Comparison

The current EAEMX Sharpe Ratio is 2.25, which is comparable to the REMVX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of EAEMX and REMVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

EAEMXREMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

2.35

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.41

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.44

-0.16

Correlation

The correlation between EAEMX and REMVX is 0.92, 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. REMVX - Dividend Comparison

EAEMX's dividend yield for the trailing twelve months is around 2.75%, more than REMVX's 1.95% yield.

TTM20252024202320222021202020192018201720162015
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%
REMVX
RBC Emerging Markets Value Equity Fund		1.95%2.03%5.02%4.02%7.02%13.30%0.38%3.82%2.51%0.00%0.00%0.00%

Drawdowns

EAEMX vs. REMVX - Drawdown Comparison

The maximum EAEMX drawdown since its inception was -62.70%, which is greater than REMVX's maximum drawdown of -36.92%. Use the drawdown chart below to compare losses from any high point for EAEMX and REMVX.

Loading graphics...

Drawdown Indicators

EAEMXREMVXDifference

Max Drawdown

Largest peak-to-trough decline

-62.70%

-36.92%

-25.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-15.08%

+5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-36.42%

+10.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.16%

—

—

Current Drawdown

Current decline from peak

-8.20%

-12.41%

+4.21%

Average Drawdown

Average peak-to-trough decline

-13.58%

-11.54%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.68%

-1.09%

Volatility

EAEMX vs. REMVX - Volatility Comparison

The current volatility for Parametric Emerging Markets Fund (EAEMX) is 5.94%, while RBC Emerging Markets Value Equity Fund (REMVX) has a volatility of 10.22%. This indicates that EAEMX experiences smaller price fluctuations and is considered to be less risky than REMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

EAEMXREMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

10.22%

-4.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

13.98%

-5.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

18.99%

-6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.42%

17.57%

-6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.38%

19.49%

-6.11%