EIISX vs. FSOSX
Compare and contrast key facts about Parametric International Equity Fund (EIISX) and Fidelity Series Overseas Fund (FSOSX).
EIISX is managed by Eaton Vance. It was launched on Apr 1, 2010. FSOSX is managed by Fidelity. It was launched on Jun 21, 2019.
Performance
EIISX vs. FSOSX - Performance Comparison
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EIISX vs. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EIISX Parametric International Equity Fund | -0.71% | 28.86% | 7.31% | 15.85% | -15.68% | 8.76% | 9.96% | 6.21% |
FSOSX Fidelity Series Overseas Fund | -5.69% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
Returns By Period
In the year-to-date period, EIISX achieves a -0.71% return, which is significantly higher than FSOSX's -5.69% return.
EIISX
- 1D
- 0.59%
- 1M
- -8.31%
- YTD
- -0.71%
- 6M
- 2.32%
- 1Y
- 18.38%
- 3Y*
- 13.93%
- 5Y*
- 7.28%
- 10Y*
- 8.33%
FSOSX
- 1D
- 0.36%
- 1M
- -11.39%
- YTD
- -5.69%
- 6M
- -5.28%
- 1Y
- 7.28%
- 3Y*
- 10.01%
- 5Y*
- 5.83%
- 10Y*
- —
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EIISX vs. FSOSX - Expense Ratio Comparison
EIISX has a 0.50% expense ratio, which is higher than FSOSX's 0.01% expense ratio.
Return for Risk
EIISX vs. FSOSX — Risk / Return Rank
EIISX
FSOSX
EIISX vs. FSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric International Equity Fund (EIISX) and Fidelity Series Overseas Fund (FSOSX). 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 | FSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.34 | +0.99 |
Sortino ratioReturn per unit of downside risk | 1.75 | 0.58 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.08 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.40 | +1.50 |
Martin ratioReturn relative to average drawdown | 7.10 | 1.51 | +5.59 |
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 | FSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.34 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.34 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.43 | 0.00 |
Correlation
The correlation between EIISX and FSOSX 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
EIISX vs. FSOSX - Dividend Comparison
EIISX's dividend yield for the trailing twelve months is around 13.55%, more than FSOSX's 9.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIISX Parametric International Equity Fund | 13.55% | 13.46% | 10.34% | 3.29% | 4.37% | 4.77% | 1.55% | 3.10% | 3.18% | 2.80% | 1.81% | 2.59% |
FSOSX Fidelity Series Overseas Fund | 9.70% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EIISX vs. FSOSX - Drawdown Comparison
The maximum EIISX drawdown since its inception was -33.36%, smaller than the maximum FSOSX drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for EIISX and FSOSX.
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Drawdown Indicators
| EIISX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.36% | -35.36% | +2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -12.39% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -35.36% | +4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.36% | — | — |
Current DrawdownCurrent decline from peak | -8.31% | -11.89% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -7.90% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 3.31% | -0.92% |
Volatility
EIISX vs. FSOSX - Volatility Comparison
The current volatility for Parametric International Equity Fund (EIISX) is 4.93%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 8.28%. This indicates that EIISX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIISX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 8.28% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.00% | 11.94% | -3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.15% | 18.25% | -5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 17.35% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 18.93% | -3.57% |