Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EAEMX (PARAMETRIC EMERGING MARKETS FUND PARAMETRIC EMERGING MARKETS FUND INVESTOR CLASS) | 16.87% | 21.04% | 10.83% | 7.95% | 4.55% | 2.98% | NA | 4.27% |
Data as of 08/06/2025, AR inception is 07/03/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EAEMX (PARAMETRIC EMERGING MARKETS FUND PARAMETRIC EMERGING MARKETS FUND INVESTOR CLASS) | 07/03/2006 | 08/06/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.99 | 21.04 | 10.83 | 7.95 | 4.55 | 2.98 | NA | 4.27 | 16.87 | 2.34 | 9.46 | -11.27 | 4.19 | 2.64 | 12.31 | -14.02 | 27.02 | 12.02 | -16.64 | -4.06 | 0.73 | 19.29 | -19.28 | 21.80 | 67.37 | -51.77 | 35.94 | 21.46 |
| Sharpe Ratio | NA | 1.00 | 0.65 | 0.50 | 0.20 | NA | NA | 0.17 | 1.83 | -0.42 | 0.56 | -0.84 | 0.38 | 0.09 | 1.15 | -1.26 | 3.67 | 0.81 | -1.15 | -0.38 | 0.06 | 1.46 | -0.92 | 1.22 | 2.44 | -1.34 | 1.83 | 3.86 |
| Standard Deviation(%) | NA | 11.78 | 10.82 | 11.71 | 13.97 | NA | NA | 17.65 | 12.50 | 10.03 | 9.42 | 15.15 | 10.89 | 26.63 | 9.44 | 12.17 | 7.23 | 14.60 | 14.46 | 10.68 | 11.57 | 13.29 | 21.01 | 17.74 | 27.62 | 39.11 | 18.04 | 11.55 |
| Draw Down(%) | NA | 11.74 | 12.12 | 25.43 | 44.17 | NA | NA | 62.71 | 10.76 | 9.10 | 10.92 | 22.89 | 8.71 | 38.29 | 8.63 | 22.38 | 2.83 | 11.22 | 24.27 | 18.14 | 13.19 | 14.83 | 26.81 | 15.50 | 23.68 | 59.92 | 14.23 | 6.40 |
| Yield(%) | 0.00 | 3.01 | 3.40 | 2.78 | 2.29 | 1.94 | 2.19 | 2.30 | 0.00 | 3.08 | 2.88 | 3.72 | 1.67 | 1.08 | 2.72 | 1.78 | 2.85 | 1.72 | 1.39 | 1.77 | 1.23 | 1.48 | 0.77 | 1.23 | 1.09 | 0.56 | 1.49 | 0.00 |
Data as of 08/06/2025, AR inception is 07/03/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAEMX (PARAMETRIC EMERGING MARKETS FUND PARAMETRIC EMERGING MARKETS FUND INVESTOR CLASS) |
-9.03%
Jan 2013 - Jan 2016 |
-5.34%
Jan 2011 - Jan 2016 |
-1.57%
Mar 2010 - Mar 2020 |
-0.94%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAEMX (PARAMETRIC EMERGING MARKETS FUND PARAMETRIC EMERGING MARKETS FUND INVESTOR CLASS) |
31.59%
Feb 2009 - Feb 2012 |
18.20%
Feb 2009 - Feb 2014 |
9.46%
Feb 2009 - Feb 2019 |
6.82%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart