Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESVCX (EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND CLASS C) | NA | 12.81% | 2.33% | 4.11% | 5.21% | 8.03% | 6.79% | … | … |
Data as of 10/16/2023, Common starting date is 01/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESVCX (EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND CLASS C) | 01/07/2003 | 10/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.81 | 2.33 | 4.11 | 5.21 | 8.03 | 6.79 | … | … | 4.09 | -21.88 | 16.51 | 13.43 | 27.60 | -9.98 | 23.48 | 7.14 | -7.72 | 3.98 | 36.68 | 7.26 | 1.17 | 17.39 | 23.64 | -25.21 | 2.89 | 12.47 | 3.64 | 18.31 | 29.51 |
| Sharpe Ratio | NA | 0.79 | 0.04 | 0.13 | 0.25 | NA | NA | … | … | 0.08 | -0.95 | 1.15 | 0.40 | 2.40 | -0.83 | 3.11 | 0.47 | -0.54 | 0.29 | 2.89 | 0.48 | 0.04 | 0.87 | 0.83 | -0.68 | -0.01 | 0.69 | 0.11 | 1.28 | 1.87 |
| Standard Deviation(%) | NA | 15.60 | 18.14 | 21.16 | 17.41 | NA | NA | … | … | 12.37 | 24.69 | 14.32 | 33.16 | 10.90 | 13.57 | 7.39 | 14.92 | 14.24 | 13.68 | 12.66 | 15.18 | 28.25 | 19.91 | 28.50 | 38.46 | 17.38 | 13.34 | 14.02 | 13.54 | 15.72 |
| Draw Down(%) | NA | 9.17 | 31.27 | 37.91 | 37.91 | NA | NA | … | … | 9.17 | 30.51 | 7.87 | 37.91 | 5.33 | 20.42 | 3.47 | 13.48 | 16.02 | 11.70 | 4.97 | 11.00 | 24.54 | 18.57 | 28.90 | 40.67 | 12.46 | 11.10 | 9.31 | 7.97 | 10.87 |
| Yield(%) | 0.00 | 5.75 | 9.53 | 8.28 | 8.16 | 10.30 | 8.63 | … | … | 0.00 | 4.15 | 20.60 | 1.46 | 4.84 | 9.73 | 4.32 | 0.00 | 35.67 | 9.34 | 15.50 | 7.79 | 3.82 | 5.74 | 0.00 | 0.00 | 10.54 | 8.24 | 5.93 | 0.00 | 0.00 |
Data as of 10/16/2023, Common starting date is 01/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESVCX (EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND CLASS C) |
-13.26%
Feb 2006 – Feb 2009 |
-3.68%
Feb 2004 – Feb 2009 |
4.48%
Jan 2006 – Jan 2016 |
5.10%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESVCX (EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND CLASS C) |
24.59%
Feb 2009 – Feb 2012 |
22.44%
Feb 2009 – Feb 2014 |
13.27%
Feb 2009 – Feb 2019 |
9.65%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart