EIISX vs. ETG
Compare and contrast key facts about Parametric International Equity Fund (EIISX) and Eaton Vance Tax Advantaged Global Dividend Income Closed Fund (ETG).
EIISX is managed by Eaton Vance. It was launched on Apr 1, 2010. ETG is an actively managed fund by Eaton Vance. It was launched on Jan 30, 2004.
Performance
EIISX vs. ETG - Performance Comparison
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EIISX vs. ETG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIISX Parametric International Equity Fund | 1.67% | 28.86% | 7.31% | 15.85% | -15.68% | 8.76% | 9.96% | 22.12% | -11.62% | 25.72% |
ETG Eaton Vance Tax Advantaged Global Dividend Income Closed Fund | -8.73% | 36.92% | 15.46% | 21.97% | -27.62% | 33.08% | 10.08% | 43.62% | -15.90% | 33.55% |
Returns By Period
In the year-to-date period, EIISX achieves a 1.67% return, which is significantly higher than ETG's -8.73% return. Over the past 10 years, EIISX has underperformed ETG with an annualized return of 8.59%, while ETG has yielded a comparatively higher 11.99% annualized return.
EIISX
- 1D
- 2.39%
- 1M
- -4.58%
- YTD
- 1.67%
- 6M
- 4.22%
- 1Y
- 20.65%
- 3Y*
- 14.83%
- 5Y*
- 7.55%
- 10Y*
- 8.59%
ETG
- 1D
- 2.98%
- 1M
- -8.64%
- YTD
- -8.73%
- 6M
- 0.80%
- 1Y
- 22.64%
- 3Y*
- 17.32%
- 5Y*
- 10.00%
- 10Y*
- 11.99%
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EIISX vs. ETG - Expense Ratio Comparison
EIISX has a 0.50% expense ratio, which is lower than ETG's 2.57% expense ratio.
Return for Risk
EIISX vs. ETG — Risk / Return Rank
EIISX
ETG
EIISX vs. ETG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric International Equity Fund (EIISX) and Eaton Vance Tax Advantaged Global Dividend Income Closed Fund (ETG). 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.
| EIISX | ETG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.13 | +0.48 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.73 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 1.35 | +0.91 |
Martin ratioReturn relative to average drawdown | 8.39 | 5.79 | +2.60 |
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
| EIISX | ETG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.13 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.51 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.57 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.36 | +0.08 |
Correlation
The correlation between EIISX and ETG is 0.69, 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
EIISX vs. ETG - Dividend Comparison
EIISX's dividend yield for the trailing twelve months is around 13.24%, more than ETG's 7.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIISX Parametric International Equity Fund | 13.24% | 13.46% | 10.34% | 3.29% | 4.37% | 4.77% | 1.55% | 3.10% | 3.18% | 2.80% | 1.81% | 2.59% |
ETG Eaton Vance Tax Advantaged Global Dividend Income Closed Fund | 7.49% | 6.72% | 8.03% | 7.02% | 9.94% | 6.02% | 6.74% | 6.83% | 9.08% | 7.69% | 8.74% | 7.93% |
Drawdowns
EIISX vs. ETG - Drawdown Comparison
The maximum EIISX drawdown since its inception was -33.36%, smaller than the maximum ETG drawdown of -74.76%. Use the drawdown chart below to compare losses from any high point for EIISX and ETG.
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Drawdown Indicators
| EIISX | ETG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.36% | -74.76% | +41.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -16.64% | +7.74% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -31.64% | +0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.36% | -51.53% | +18.17% |
Current DrawdownCurrent decline from peak | -6.11% | -11.20% | +5.09% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -13.55% | +6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 3.88% | -1.49% |
Volatility
EIISX vs. ETG - Volatility Comparison
The current volatility for Parametric International Equity Fund (EIISX) is 5.49%, while Eaton Vance Tax Advantaged Global Dividend Income Closed Fund (ETG) has a volatility of 7.67%. This indicates that EIISX experiences smaller price fluctuations and is considered to be less risky than ETG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIISX | ETG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 7.67% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 11.90% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.32% | 20.21% | -6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 19.73% | -5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.38% | 21.17% | -5.79% |