EAEMX vs. SFENX
Compare and contrast key facts about Parametric Emerging Markets Fund (EAEMX) and Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX).
EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006. SFENX is managed by Charles Schwab. It was launched on Jan 30, 2008.
Performance
EAEMX vs. SFENX - Performance Comparison
Loading graphics...
EAEMX vs. SFENX - 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% |
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 5.03% | 29.19% | 12.31% | 14.90% | -15.50% | 13.91% | -3.01% | 19.46% | -9.96% | 26.44% |
Returns By Period
In the year-to-date period, EAEMX achieves a 2.89% return, which is significantly lower than SFENX's 5.03% return. Over the past 10 years, EAEMX has underperformed SFENX with an annualized return of 6.23%, while SFENX has yielded a comparatively higher 10.08% 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%
SFENX
- 1D
- 1.97%
- 1M
- -4.95%
- YTD
- 5.03%
- 6M
- 8.38%
- 1Y
- 27.97%
- 3Y*
- 18.63%
- 5Y*
- 9.23%
- 10Y*
- 10.08%
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. SFENX - Expense Ratio Comparison
EAEMX has a 1.58% expense ratio, which is higher than SFENX's 0.39% expense ratio.
Return for Risk
EAEMX vs. SFENX — Risk / Return Rank
EAEMX
SFENX
EAEMX vs. SFENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Emerging Markets Fund (EAEMX) and Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX). 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 | SFENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 1.86 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.86 | 2.45 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.36 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.27 | +0.42 |
Martin ratioReturn relative to average drawdown | 10.25 | 9.76 | +0.49 |
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 | SFENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 1.86 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.60 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.60 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.41 | -0.14 |
Correlation
The correlation between EAEMX and SFENX is 0.94, 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. SFENX - Dividend Comparison
EAEMX's dividend yield for the trailing twelve months is around 2.75%, less than SFENX's 3.74% 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% |
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 3.74% | 3.93% | 4.67% | 5.00% | 5.46% | 4.61% | 2.95% | 3.82% | 2.90% | 2.37% | 2.16% | 3.23% |
Drawdowns
EAEMX vs. SFENX - Drawdown Comparison
The maximum EAEMX drawdown since its inception was -62.70%, which is greater than SFENX's maximum drawdown of -47.19%. Use the drawdown chart below to compare losses from any high point for EAEMX and SFENX.
Loading graphics...
Drawdown Indicators
| EAEMX | SFENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.70% | -47.19% | -15.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -12.41% | +2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -29.26% | +3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -44.16% | -39.59% | -4.57% |
Current DrawdownCurrent decline from peak | -8.20% | -7.03% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -13.00% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.91% | -0.32% |
Volatility
EAEMX vs. SFENX - Volatility Comparison
The current volatility for Parametric Emerging Markets Fund (EAEMX) is 5.94%, while Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) has a volatility of 6.37%. This indicates that EAEMX experiences smaller price fluctuations and is considered to be less risky than SFENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EAEMX | SFENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 6.37% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 10.46% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 15.50% | -3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.42% | 15.37% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 16.99% | -3.61% |