EIISX vs. BROIX
Compare and contrast key facts about Parametric International Equity Fund (EIISX) and BlackRock Advantage International Fund (BROIX).
EIISX is managed by Eaton Vance. It was launched on Apr 1, 2010. BROIX is managed by Blackrock. It was launched on Jan 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIISX or BROIX.
Key characteristics
| EIISX | BROIX | |
|---|---|---|
| YTD Return | 5.99% | 9.28% |
| 1Y Return | 20.98% | 24.14% |
| 3Y Return (Ann) | 1.04% | 4.71% |
| 5Y Return (Ann) | 5.13% | 7.28% |
| 10Y Return (Ann) | 5.52% | 6.13% |
| Sharpe Ratio | 1.89 | 1.91 |
| Sortino Ratio | 2.73 | 2.66 |
| Omega Ratio | 1.34 | 1.33 |
| Calmar Ratio | 1.26 | 2.45 |
| Martin Ratio | 10.99 | 11.20 |
| Ulcer Index | 1.95% | 2.18% |
| Daily Std Dev | 11.33% | 12.79% |
| Max Drawdown | -33.36% | -54.49% |
| Current Drawdown | -5.76% | -5.65% |
Correlation
The correlation between EIISX and BROIX is 0.93, 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.
Performance
EIISX vs. BROIX - Performance Comparison
In the year-to-date period, EIISX achieves a 5.99% return, which is significantly lower than BROIX's 9.28% return. Over the past 10 years, EIISX has underperformed BROIX with an annualized return of 5.52%, while BROIX has yielded a comparatively higher 6.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EIISX vs. BROIX - Expense Ratio Comparison
Both EIISX and BROIX have an expense ratio of 0.50%.
Risk-Adjusted Performance
EIISX vs. BROIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric International Equity Fund (EIISX) and BlackRock Advantage International Fund (BROIX). 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.
Dividends
EIISX vs. BROIX - Dividend Comparison
EIISX's dividend yield for the trailing twelve months is around 3.10%, more than BROIX's 2.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIISX Parametric International Equity Fund | 3.10% | 3.29% | 4.37% | 4.77% | 1.55% | 3.27% | 3.56% | 2.79% | 1.81% | 2.58% | 6.24% | 2.06% |
BROIX BlackRock Advantage International Fund | 2.91% | 2.71% | 3.37% | 3.31% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.79% | 1.80% | 0.00% |
Drawdowns
EIISX vs. BROIX - Drawdown Comparison
The maximum EIISX drawdown since its inception was -33.36%, smaller than the maximum BROIX drawdown of -54.49%. Use the drawdown chart below to compare losses from any high point for EIISX and BROIX. For additional features, visit the drawdowns tool.
Volatility
EIISX vs. BROIX - Volatility Comparison
The current volatility for Parametric International Equity Fund (EIISX) is 2.23%, while BlackRock Advantage International Fund (BROIX) has a volatility of 3.08%. This indicates that EIISX experiences smaller price fluctuations and is considered to be less risky than BROIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.