Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EITEX (PARAMETRIC TAX-MANAGED EMERGING MARKETS FUND PARAMETRIC TAX-MANAGED EMERGING MARKETS FUND INSTITUTIO) | 11.73% | 30.51% | 16.80% | 3.97% | 6.09% | 3.13% | 5.36% | … | … |
Data as of 06/04/2026, Common starting date is 12/21/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EITEX (PARAMETRIC TAX-MANAGED EMERGING MARKETS FUND PARAMETRIC TAX-MANAGED EMERGING MARKETS FUND INSTITUTIO) | 12/21/1998 | 06/04/2026 |
| 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 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | 30.51 | 16.80 | 3.97 | 6.09 | 3.13 | 5.36 | … | … | 11.73 | 28.58 | 4.67 | 10.69 | -17.33 | -2.45 | 4.51 | 12.51 | -13.20 | 27.10 | 12.10 | -15.75 | -3.61 | 2.20 | 20.05 | -18.06 | 23.36 | 68.21 | -50.99 | 40.22 | 38.00 | 33.83 | 31.59 | 62.75 | 1.44 | -0.11 | -29.14 | 72.61 | 1.11 |
| Sharpe Ratio | NA | 2.36 | 1.27 | 0.14 | 0.33 | NA | NA | … | … | 1.81 | 2.34 | 0.11 | 0.75 | -1.17 | -0.18 | 0.16 | 1.16 | -1.18 | 3.63 | 0.81 | -1.09 | -0.34 | 0.19 | 1.55 | -0.87 | 1.32 | 2.51 | -1.40 | 1.97 | 2.18 | 3.05 | 2.27 | 6.33 | 0.03 | -0.16 | -2.02 | 4.48 | 11.23 |
| Standard Deviation(%) | NA | 11.83 | 11.07 | 12.46 | 13.96 | NA | NA | … | … | 15.45 | 11.05 | 9.71 | 9.43 | 16.02 | 13.47 | 26.49 | 9.52 | 12.39 | 7.32 | 14.63 | 14.45 | 10.57 | 11.39 | 13.02 | 20.83 | 17.67 | 27.12 | 37.09 | 18.87 | 15.95 | 10.34 | 13.51 | 9.79 | 11.36 | 16.15 | 16.53 | 15.45 | 4.02 |
| Draw Down(%) | NA | 9.88 | 11.86 | 30.89 | 43.10 | NA | NA | … | … | 9.88 | 10.92 | 6.68 | 11.02 | 23.37 | 12.54 | 37.88 | 8.07 | 21.73 | 3.02 | 11.00 | 23.86 | 18.01 | 13.02 | 14.24 | 26.30 | 15.13 | 22.61 | 58.26 | 14.21 | 22.33 | 8.46 | 15.69 | 7.55 | 21.43 | 24.51 | 37.39 | 9.53 | 0.18 |
| Yield(%) | 0.00 | 5.32 | 5.44 | 3.35 | 3.42 | 2.37 | 3.56 | … | … | 0.00 | 5.86 | 4.61 | 6.10 | 3.27 | 2.47 | 1.82 | 2.88 | 1.89 | 2.23 | 1.88 | 1.75 | 2.03 | 1.73 | 2.24 | 1.22 | 2.07 | 1.63 | 1.41 | 4.20 | 2.51 | 2.98 | 2.20 | 5.82 | 1.07 | 1.86 | 1.83 | 1.25 | 0.67 |
Data as of 06/04/2026, Common starting date is 12/21/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EITEX (PARAMETRIC TAX-MANAGED EMERGING MARKETS FUND PARAMETRIC TAX-MANAGED EMERGING MARKETS FUND INSTITUTIO) |
-11.43%
Feb 2000 – Feb 2003 |
-4.33%
Jan 2011 – Jan 2016 |
-0.74%
Mar 2010 – Mar 2020 |
-0.66%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EITEX (PARAMETRIC TAX-MANAGED EMERGING MARKETS FUND PARAMETRIC TAX-MANAGED EMERGING MARKETS FUND INSTITUTIO) |
49.14%
Mar 2003 – Mar 2006 |
43.75%
Oct 2002 – Oct 2007 |
19.83%
Mar 2001 – Mar 2011 |
13.85%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart