EITEX vs. DESIX
Compare and contrast key facts about Parametric Tax-Managed Emerging Markets Fund (EITEX) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX).
EITEX is managed by BlackRock. It was launched on Jun 29, 1998. DESIX is managed by Dimensional. It was launched on Mar 26, 2018.
Performance
EITEX vs. DESIX - Performance Comparison
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EITEX vs. DESIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EITEX Parametric Tax-Managed Emerging Markets Fund | 1.05% | 28.58% | 4.67% | 10.69% | -12.11% | 4.47% | 4.51% | 12.51% | -5.26% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | -1.30% | 27.87% | 6.66% | 14.24% | -18.07% | 24.59% | 14.05% | 16.69% | -6.48% |
Returns By Period
In the year-to-date period, EITEX achieves a 1.05% return, which is significantly higher than DESIX's -1.30% return.
EITEX
- 1D
- -0.37%
- 1M
- -9.31%
- YTD
- 1.05%
- 6M
- 5.36%
- 1Y
- 26.04%
- 3Y*
- 13.39%
- 5Y*
- 6.30%
- 10Y*
- 6.47%
DESIX
- 1D
- -1.13%
- 1M
- -11.90%
- YTD
- -1.30%
- 6M
- 0.35%
- 1Y
- 24.39%
- 3Y*
- 13.31%
- 5Y*
- 8.46%
- 10Y*
- —
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EITEX vs. DESIX - Expense Ratio Comparison
EITEX has a 0.96% expense ratio, which is higher than DESIX's 0.46% expense ratio.
Return for Risk
EITEX vs. DESIX — Risk / Return Rank
EITEX
DESIX
EITEX vs. DESIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Tax-Managed Emerging Markets Fund (EITEX) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX). 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.
| EITEX | DESIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 1.54 | +0.55 |
Sortino ratioReturn per unit of downside risk | 2.65 | 2.03 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.29 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 1.68 | +0.77 |
Martin ratioReturn relative to average drawdown | 9.50 | 6.42 | +3.08 |
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
| EITEX | DESIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.54 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.47 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.49 | +0.02 |
Correlation
The correlation between EITEX and DESIX 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
EITEX vs. DESIX - Dividend Comparison
EITEX's dividend yield for the trailing twelve months is around 4.72%, more than DESIX's 2.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EITEX Parametric Tax-Managed Emerging Markets Fund | 4.72% | 4.77% | 4.58% | 5.85% | 10.39% | 9.72% | 1.79% | 2.63% | 2.26% | 1.80% | 1.67% | 2.11% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.67% | 2.63% | 2.79% | 2.85% | 2.51% | 22.49% | 1.38% | 1.99% | 1.21% | 0.00% | 0.00% | 0.00% |
Drawdowns
EITEX vs. DESIX - Drawdown Comparison
The maximum EITEX drawdown since its inception was -61.70%, which is greater than DESIX's maximum drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for EITEX and DESIX.
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Drawdown Indicators
| EITEX | DESIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.70% | -36.03% | -25.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.88% | -12.70% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -25.99% | -29.09% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -43.10% | — | — |
Current DrawdownCurrent decline from peak | -9.88% | -12.70% | +2.82% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -7.86% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.32% | -0.77% |
Volatility
EITEX vs. DESIX - Volatility Comparison
The current volatility for Parametric Tax-Managed Emerging Markets Fund (EITEX) is 5.60%, while DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) has a volatility of 7.33%. This indicates that EITEX experiences smaller price fluctuations and is considered to be less risky than DESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EITEX | DESIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 7.33% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 10.95% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 15.51% | -3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.05% | 18.17% | -6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.68% | 18.51% | -4.83% |