Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EIISX (PARAMETRIC INTERNATIONAL EQUITY FUND PARAMETRIC INTERNATIONAL EQUITY FUND INSTITUTIONAL CLASS) | 20.90% | 14.66% | 13.10% | 7.57% | 5.93% | 6.86% | NA | 6.30% |
Data as of 07/18/2025, AR inception is 04/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EIISX (PARAMETRIC INTERNATIONAL EQUITY FUND PARAMETRIC INTERNATIONAL EQUITY FUND INSTITUTIONAL CLASS) | 04/05/2010 | 07/18/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.60 | 14.66 | 13.10 | 7.57 | 5.93 | 6.86 | NA | 6.30 | 20.90 | 0.18 | 15.85 | -17.01 | 6.79 | 9.88 | 22.34 | -11.32 | 25.70 | 1.75 | 2.19 | -3.77 | 18.42 | 17.22 | -9.97 | 7.25 |
| Sharpe Ratio | NA | 0.84 | 0.67 | 0.39 | 0.29 | NA | NA | 0.32 | 2.65 | -0.57 | 0.94 | -0.88 | 0.59 | 0.33 | 2.18 | -1.05 | 3.63 | 0.10 | 0.15 | -0.36 | 1.63 | 1.17 | -0.39 | 0.45 |
| Standard Deviation(%) | NA | 13.73 | 14.43 | 14.68 | 15.69 | NA | NA | 16.24 | 14.78 | 11.28 | 12.40 | 21.02 | 11.50 | 28.94 | 9.61 | 12.13 | 6.94 | 16.06 | 14.39 | 10.65 | 11.31 | 14.79 | 25.84 | 21.30 |
| Draw Down(%) | NA | 12.42 | 18.25 | 32.57 | 33.36 | NA | NA | 33.36 | 10.55 | 11.83 | 11.58 | 29.55 | 7.24 | 33.36 | 7.24 | 18.61 | 2.71 | 9.75 | 14.94 | 13.59 | 9.83 | 13.56 | 23.42 | 17.99 |
| Yield(%) | 0.00 | 3.33 | 3.48 | 3.04 | 3.06 | 3.83 | 2.65 | 3.54 | 0.00 | 3.55 | 3.66 | 2.24 | 3.10 | 1.61 | 3.90 | 3.03 | 3.42 | 1.85 | 2.59 | 5.76 | 2.37 | 3.16 | 2.08 | 0.81 |
Data as of 07/18/2025, AR inception is 04/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIISX (PARAMETRIC INTERNATIONAL EQUITY FUND PARAMETRIC INTERNATIONAL EQUITY FUND INSTITUTIONAL CLASS) |
-3.08%
Sep 2019 - Sep 2022 |
-1.08%
Sep 2017 - Sep 2022 |
3.29%
Oct 2013 - Oct 2023 |
7.17%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIISX (PARAMETRIC INTERNATIONAL EQUITY FUND PARAMETRIC INTERNATIONAL EQUITY FUND INSTITUTIONAL CLASS) |
14.35%
May 2012 - May 2015 |
10.60%
May 2012 - May 2017 |
8.60%
Sep 2011 - Sep 2021 |
7.37%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart