EGMSX Performance — Eaton Vance Global Macro Absolute Return Fund, Class R6
Data updated: 2026-09-29
EGMSX returned +5.50% year to date and +11.79% over one year to Jul 2026. Annualised returns are +9.47% over 3 years and +6.72% over 5 years. The fund beat its Bond category average: $100 invested three years ago grew to $131, against $126 for the category, and to $112 over one year, against $111. Volatility over the past three years was 2.46% a year. In the 12 months to Jul 2026 the fund took in a net $1.5B, and assets reached $4.18B.
EGMSX Growth of $100
What $100 invested in Eaton Vance Global Macro Absolute Return Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Bond category average over the same months.
| Period | EGMSX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $112 | $111 |
| 3 years (Aug 2023 – Jul 2026) | $131 | $126 |
| 5 years (Aug 2021 – Jul 2026) | $138 | $119 |
| Since data start (Aug 2019 – Jul 2026) | $151 | $132 |
EGMSX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +5.50% |
| 1 year | +11.79% |
| 3 years (annualised) | +9.47% |
| 5 years (annualised) | +6.72% |
EGMSX Annual Returns
Calendar-year total returns of Eaton Vance Global Macro Absolute Return Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +5.50% |
| 2025 | +12.52% |
| 2024 | +8.64% |
| 2023 | +7.08% |
| 2022 | −0.39% |
| 2021 | +2.24% |
| 2020 | +3.65% |
| 2019 (Aug–Dec) | +3.63% |
EGMSX 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 | +2.5% | +1.2% | −1.3% | +1.2% | +0.4% | +0.9% | +0.4% | — | — | — | — | — |
| 2025 | +1.6% | +0.8% | +0.5% | +0.2% | +1.4% | +0.9% | +0.6% | +1.1% | +1.0% | +1.5% | +1.0% | +1.2% |
| 2024 | +0.9% | +1.1% | +1.6% | 0.0% | +1.3% | −0.1% | +1.0% | 0.0% | +0.8% | −0.1% | +0.6% | +1.3% |
| 2023 | +1.5% | +0.6% | −0.2% | +0.2% | +1.2% | +1.6% | +0.2% | +0.2% | −0.6% | +0.1% | +0.5% | +1.5% |
| 2022 | −0.3% | −1.3% | −2.1% | +1.6% | −1.0% | −1.6% | −1.6% | +1.9% | −0.8% | +0.8% | +2.3% | +1.7% |
| 2021 | +0.4% | +0.1% | −0.5% | +0.5% | +0.7% | +0.5% | −0.1% | +0.5% | 0.0% | −0.4% | −0.4% | +0.9% |
| 2020 | +0.7% | −0.4% | −6.8% | +2.7% | +2.7% | +1.1% | 0.0% | +1.4% | −0.3% | +0.2% | +1.5% | +1.1% |
| 2019 | — | — | — | — | — | — | — | −0.6% | +1.1% | +0.1% | +1.2% | +1.7% |
EGMSX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 2.46%
- 3-year Sharpe ratio: 2.02 (vs 4.5% risk-free rate)
- Best month: +2.46% (Jan 2026)
- Worst month: −1.32% (Mar 2026)
EGMSX Fund Flows
Monthly money in and out of Eaton Vance Global Macro Absolute Return Fund, from SEC Form N-PORT.
- 12-month net flow: $1.5B
- 12-month gross sales (incl. reinvestments): $2.1B
- Sales ÷ redemptions: 3.23×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $181.1M | $59.8M | $121.3M |
| Jun 2026 | $189.0M | $57.6M | $131.4M |
| May 2026 | $172.8M | $60.1M | $112.7M |
| Apr 2026 | $155.5M | $57.6M | $97.8M |
| Mar 2026 | $132.8M | $73.5M | $59.3M |
| Feb 2026 | $245.3M | $54.2M | $191.1M |
| Jan 2026 | $233.7M | $62.9M | $170.8M |
| Dec 2025 | $222.6M | $56.8M | $165.8M |
| Nov 2025 | $109.5M | $36.9M | $72.5M |
| Oct 2025 | $207.4M | $51.5M | $155.9M |
| Sep 2025 | $193.4M | $34.2M | $159.2M |
| Aug 2025 | $90.8M | $56.3M | $34.5M |
EGMSX Assets Under Management
Net assets of Eaton Vance Global Macro Absolute Return Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $4.18B |
| 2026-04-30 | $3.79B |
| 2026-01-31 | $3.45B |
| 2025-10-31 | $2.98B |
| 2025-07-31 | $2.58B |
| 2025-04-30 | $2.06B |
| 2025-01-31 | $1.89B |
| 2024-10-31 | $1.77B |
| 2024-07-31 | $1.74B |
| 2024-04-30 | $1.68B |
| 2024-01-31 | $1.62B |
| 2023-10-31 | $1.79B |
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.