Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EGRCX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) | 6.37% | 18.27% | 12.37% | 7.59% | 5.47% | 4.32% | NA | … | … |
Data as of 06/05/2026, Common starting date is 09/15/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EGRCX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) | 09/15/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.42 | 18.27 | 12.37 | 7.59 | 5.47 | 4.32 | NA | … | … | 6.37 | 19.07 | 8.41 | 7.23 | -2.90 | 2.65 | 3.71 | 13.60 | -9.23 | 4.72 | 4.87 | 3.08 | 5.27 | -1.76 | 5.76 | -2.39 | 0.48 |
| Sharpe Ratio | NA | 4.39 | 2.77 | 1.25 | 0.97 | NA | NA | … | … | 2.77 | 5.58 | 1.49 | 1.23 | -0.68 | 1.00 | 0.60 | 3.64 | -3.14 | 1.38 | 1.21 | 0.62 | 1.25 | -0.60 | 1.65 | -0.58 | 0.54 |
| Standard Deviation(%) | NA | 3.56 | 3.29 | 4.05 | 3.97 | NA | NA | … | … | 4.70 | 2.91 | 3.21 | 2.92 | 6.42 | 2.63 | 5.76 | 3.33 | 3.39 | 2.96 | 3.84 | 4.91 | 4.19 | 2.98 | 3.48 | 4.15 | 2.80 |
| Draw Down(%) | NA | 3.53 | 3.53 | 10.64 | 14.22 | NA | NA | … | … | 3.53 | 2.10 | 2.05 | 2.44 | 10.64 | 2.45 | 14.22 | 2.14 | 10.85 | 0.98 | 4.31 | 5.22 | 4.27 | 6.62 | 3.68 | 4.98 | 1.18 |
| Yield(%) | 0.00 | 7.16 | 5.21 | 4.40 | 3.47 | 3.19 | 2.42 | … | … | 0.00 | 7.65 | 5.31 | 2.38 | 3.56 | 3.85 | 4.49 | 3.32 | 0.00 | 2.47 | 0.86 | 5.64 | 2.50 | 0.00 | 5.49 | 1.99 | 0.18 |
Data as of 06/05/2026, Common starting date is 09/15/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRCX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) |
-1.92%
Mar 2017 – Mar 2020 |
0.33%
Mar 2015 – Mar 2020 |
1.69%
Sep 2012 – Sep 2022 |
3.71%
Oct 2010 – Oct 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRCX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) |
12.83%
Feb 2023 – Feb 2026 |
7.89%
Feb 2021 – Feb 2026 |
5.76%
Feb 2016 – Feb 2026 |
4.39%
Feb 2011 – Feb 2026 |
Annualized Rolling Returns Comparison Chart