Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESISX (Parametric Intl Equity Fund Cl R6) | 6.33% | 15.08% | 14.47% | 6.06% | 8.09% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 08/11/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESISX (Parametric Intl Equity Fund Cl R6) | 08/11/2015 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.78 | 15.08 | 14.47 | 6.06 | 8.09 | NA | NA | … | … | 6.33 | 28.88 | 1.69 | 15.91 | -15.63 | 8.76 | 9.95 | 21.40 | -11.28 | 25.78 | 1.77 | -5.16 |
| Sharpe Ratio | NA | 1.27 | 0.96 | 0.27 | 0.43 | NA | NA | … | … | 1.22 | 2.06 | -0.17 | 1.00 | -0.82 | 0.76 | 0.33 | 2.08 | -1.05 | 3.66 | 0.10 | -0.81 |
| Standard Deviation(%) | NA | 11.42 | 12.25 | 14.34 | 15.40 | NA | NA | … | … | 13.67 | 12.69 | 11.11 | 12.37 | 21.00 | 11.54 | 28.89 | 9.60 | 12.14 | 6.90 | 16.05 | 15.60 |
| Draw Down(%) | NA | 8.94 | 11.60 | 31.31 | 33.38 | NA | NA | … | … | 8.94 | 10.52 | 10.53 | 11.60 | 29.52 | 7.25 | 33.38 | 7.17 | 18.60 | 2.64 | 9.75 | 11.31 |
| Yield(%) | 0.00 | 12.90 | 8.09 | 5.54 | 5.38 | 3.59 | 2.69 | … | … | 0.00 | 15.40 | 5.16 | 3.77 | 3.59 | 4.99 | 1.73 | 3.13 | 3.07 | 3.49 | 1.87 | 2.42 |
Data as of 06/04/2026, Common starting date is 08/11/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESISX (Parametric Intl Equity Fund Cl R6) |
-2.45%
Sep 2019 – Sep 2022 |
-0.85%
Sep 2017 – Sep 2022 |
7.29%
Oct 2015 – Oct 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESISX (Parametric Intl Equity Fund Cl R6) |
20.07%
Sep 2022 – Sep 2025 |
10.70%
Mar 2020 – Mar 2025 |
9.31%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart