Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EAGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS A) | 3.82% | 11.33% | 9.28% | 6.08% | 4.60% | 3.57% | NA | … | … |
Data as of 06/05/2026, Common starting date is 08/30/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EAGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS A) | 08/30/2007 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | 11.33 | 9.28 | 6.08 | 4.60 | 3.57 | NA | … | … | 3.82 | 12.12 | 8.42 | 6.72 | -0.73 | 1.93 | 3.32 | 9.42 | -3.55 | 2.95 | 3.74 | 2.25 | 2.64 | -0.59 | 3.75 | -0.69 | 4.47 | 10.79 | 1.71 | 6.56 |
| Sharpe Ratio | NA | 4.47 | 3.16 | 1.32 | 1.17 | NA | NA | … | … | 2.60 | 5.65 | 2.48 | 1.63 | -0.46 | 1.12 | 0.85 | 4.00 | -2.49 | 1.23 | 1.56 | 0.77 | 1.15 | -0.35 | 1.47 | -0.26 | 2.07 | 3.54 | 0.18 | 4.72 |
| Standard Deviation(%) | NA | 1.94 | 1.91 | 2.70 | 2.54 | NA | NA | … | … | 2.55 | 1.64 | 1.94 | 1.89 | 4.68 | 1.70 | 3.59 | 1.99 | 1.99 | 1.88 | 2.27 | 2.87 | 2.29 | 1.80 | 2.53 | 2.76 | 2.12 | 3.02 | 4.16 | 3.91 |
| Draw Down(%) | NA | 1.47 | 1.47 | 7.47 | 9.31 | NA | NA | … | … | 1.47 | 1.19 | 0.97 | 1.14 | 7.47 | 1.25 | 9.31 | 1.25 | 4.81 | 0.91 | 2.54 | 2.91 | 2.23 | 3.57 | 2.40 | 3.15 | 0.87 | 1.21 | 4.00 | 0.87 |
| Yield(%) | 0.00 | 6.27 | 6.05 | 5.16 | 4.40 | 3.83 | 4.03 | … | … | 1.88 | 6.69 | 6.05 | 5.61 | 4.26 | 3.83 | 4.07 | 5.34 | 3.19 | 3.16 | 3.66 | 5.01 | 3.75 | 3.58 | 3.58 | 3.72 | 4.59 | 6.27 | 6.15 | 2.77 |
Data as of 06/05/2026, Common starting date is 08/30/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS A) |
0.02%
Mar 2017 – Mar 2020 |
1.06%
Sep 2010 – Sep 2015 |
1.51%
Mar 2010 – Mar 2020 |
2.62%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS A) |
9.70%
Oct 2022 – Oct 2025 |
6.28%
Feb 2021 – Feb 2026 |
4.82%
Feb 2016 – Feb 2026 |
3.60%
Feb 2011 – Feb 2026 |
Annualized Rolling Returns Comparison Chart