EAEMX Performance — Parametric Emerging Markets Fund, Class A
Data updated: 2026-09-24
EAEMX returned +9.30% year to date and +20.84% over one year to Jul 2026. Annualised returns are +12.93% over 3 years and +7.11% over 5 years. The fund trailed its Emerging Markets Equity category average: $100 invested three years ago grew to $144, against $164 for the category, and to $121 over one year, against $134. Volatility over the past three years was 11.15% a year. In the 12 months to Jul 2026 the fund lost a net $13.0M, and assets reached $211.31M.
EAEMX Growth of $100
What $100 invested in Parametric Emerging Markets Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | EAEMX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $121 | $134 |
| 3 years (Aug 2023 – Jul 2026) | $144 | $164 |
| 5 years (Aug 2021 – Jul 2026) | $141 | $143 |
| Since data start (Aug 2019 – Jul 2026) | $159 | $188 |
EAEMX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.30% |
| 1 year | +20.84% |
| 3 years (annualised) | +12.93% |
| 5 years (annualised) | +7.11% |
EAEMX Annual Returns
Calendar-year total returns of Parametric Emerging Markets Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +9.30% |
| 2025 | +27.16% |
| 2024 | +5.40% |
| 2023 | +9.43% |
| 2022 | −11.29% |
| 2021 | +4.20% |
| 2020 | +2.63% |
| 2019 (Aug–Dec) | +4.73% |
EAEMX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.5% | +3.6% | −7.6% | +6.3% | +1.9% | −1.8% | −0.2% | — | — | — | — | — |
| 2025 | +2.2% | −0.5% | +1.1% | +2.0% | +3.3% | +4.3% | +1.6% | +3.1% | +3.2% | +2.3% | −0.3% | +1.8% |
| 2024 | −2.9% | +3.2% | +1.9% | +0.1% | +1.8% | +0.4% | +1.4% | +1.5% | +4.3% | −3.3% | −1.6% | −1.1% |
| 2023 | +5.7% | −4.3% | +2.1% | +0.8% | −2.5% | +3.5% | +5.9% | −4.1% | −2.6% | −4.3% | +6.4% | +3.3% |
| 2022 | +0.1% | −3.0% | −0.5% | −4.5% | −0.1% | −7.0% | +1.2% | −0.1% | −8.6% | +1.8% | +10.8% | −0.8% |
| 2021 | −0.1% | +1.4% | +0.5% | +2.5% | +3.8% | +0.5% | −3.4% | +3.5% | −2.4% | +0.4% | −5.2% | +3.1% |
| 2020 | −4.4% | −7.6% | −21.6% | +8.9% | +3.3% | +4.7% | +4.8% | +2.1% | −2.5% | −0.7% | +12.7% | +7.7% |
| 2019 | — | — | — | — | — | — | — | −4.2% | +1.2% | +2.7% | −0.1% | +5.2% |
EAEMX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 11.15%
- 3-year Sharpe ratio: 0.76 (vs 4.5% risk-free rate)
- Best month: +7.51% (Jan 2026)
- Worst month: −7.63% (Mar 2026)
EAEMX Fund Flows
Monthly money in and out of Parametric Emerging Markets Fund, from SEC Form N-PORT.
- 12-month net flow: −$13.0M
- 12-month gross sales (incl. reinvestments): $19.9M
- Sales ÷ redemptions: 0.61×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $1.2M | $2.3M | −$1.1M |
| Jun 2026 | $1.2M | $3.3M | −$2.0M |
| May 2026 | $1.9M | $2.2M | −$274K |
| Apr 2026 | $1.1M | $2.9M | −$1.8M |
| Mar 2026 | $805K | $2.5M | −$1.7M |
| Feb 2026 | $2.0M | $5.0M | −$3.0M |
| Jan 2026 | $1.2M | $2.5M | −$1.4M |
| Dec 2025 | $5.7M | $4.2M | $1.5M |
| Nov 2025 | $1.1M | $1.9M | −$833K |
| Oct 2025 | $1.9M | $2.7M | −$818K |
| Sep 2025 | $1.2M | $1.2M | −$9K |
| Aug 2025 | $664K | $2.2M | −$1.5M |
EAEMX Assets Under Management
Net assets of Parametric Emerging Markets Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $211.31M |
| 2026-04-30 | $214.76M |
| 2026-01-31 | $217.36M |
| 2025-10-31 | $205.71M |
| 2025-07-31 | $191.07M |
| 2025-04-30 | $177.06M |
| 2025-01-31 | $176.00M |
| 2024-10-31 | $186.63M |
| 2024-07-31 | $185.10M |
| 2024-04-30 | $188.55M |
| 2024-01-31 | $181.79M |
| 2023-10-31 | $177.53M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.