EIISX vs. PPYPX
Compare and contrast key facts about Parametric International Equity Fund (EIISX) and PIMCO RAE International Fund (PPYPX).
EIISX is managed by Eaton Vance. It was launched on Apr 1, 2010. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
EIISX vs. PPYPX - Performance Comparison
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EIISX vs. PPYPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIISX Parametric International Equity Fund | -0.71% | 28.86% | 7.31% | 15.85% | -15.68% | 8.76% | 9.96% | 22.12% | -11.62% | 25.72% |
PPYPX PIMCO RAE International Fund | 8.42% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
Returns By Period
In the year-to-date period, EIISX achieves a -0.71% return, which is significantly lower than PPYPX's 8.42% return. Over the past 10 years, EIISX has underperformed PPYPX with an annualized return of 8.33%, while PPYPX has yielded a comparatively higher 8.80% annualized 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%
PPYPX
- 1D
- 0.63%
- 1M
- -6.12%
- YTD
- 8.42%
- 6M
- 13.11%
- 1Y
- 31.25%
- 3Y*
- 15.99%
- 5Y*
- 8.93%
- 10Y*
- 8.80%
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EIISX vs. PPYPX - Expense Ratio Comparison
EIISX has a 0.50% expense ratio, which is lower than PPYPX's 0.60% expense ratio.
Return for Risk
EIISX vs. PPYPX — Risk / Return Rank
EIISX
PPYPX
EIISX vs. PPYPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric International Equity Fund (EIISX) and PIMCO RAE International Fund (PPYPX). 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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.96 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.75 | 2.52 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.46 | -0.55 |
Martin ratioReturn relative to average drawdown | 7.10 | 11.58 | -4.48 |
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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.96 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.46 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.46 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.45 | -0.02 |
Correlation
The correlation between EIISX and PPYPX 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. PPYPX - Dividend Comparison
EIISX's dividend yield for the trailing twelve months is around 13.55%, more than PPYPX's 7.17% 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% |
PPYPX PIMCO RAE International Fund | 7.17% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
Drawdowns
EIISX vs. PPYPX - Drawdown Comparison
The maximum EIISX drawdown since its inception was -33.36%, smaller than the maximum PPYPX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for EIISX and PPYPX.
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Drawdown Indicators
| EIISX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.36% | -42.48% | +9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -10.21% | +1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -35.65% | +4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.36% | -42.48% | +9.12% |
Current DrawdownCurrent decline from peak | -8.31% | -6.12% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -10.28% | +3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.47% | -0.08% |
Volatility
EIISX vs. PPYPX - Volatility Comparison
Parametric International Equity Fund (EIISX) and PIMCO RAE International Fund (PPYPX) have volatilities of 4.93% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIISX | PPYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.98% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.00% | 9.98% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.15% | 15.30% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 19.59% | -5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 19.07% | -3.71% |