EIISX Performance — Parametric International Equity Fund, Class I
Data updated: 2026-09-24
EIISX returned +9.33% year to date and +18.37% over one year to Jul 2026. Annualised returns are +13.78% over 3 years and +6.95% over 5 years. The fund trailed its International Large Blend category average: $100 invested three years ago grew to $147, against $153 for the category, and to $118 over one year, against $123. Volatility over the past three years was 12.11% a year. In the 12 months to Jul 2026 the fund lost a net $93.4M, and assets reached $209.91M.
EIISX Growth of $100
What $100 invested in Parametric International Equity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Blend category average over the same months.
| Period | EIISX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $118 | $123 |
| 3 years (Aug 2023 – Jul 2026) | $147 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $140 | $147 |
| Since data start (Aug 2019 – Jul 2026) | $182 | $194 |
EIISX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.33% |
| 1 year | +18.37% |
| 3 years (annualised) | +13.78% |
| 5 years (annualised) | +6.95% |
EIISX Annual Returns
Calendar-year total returns of Parametric International Equity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +9.33% |
| 2025 | +28.77% |
| 2024 | +1.75% |
| 2023 | +15.79% |
| 2022 | −15.68% |
| 2021 | +8.67% |
| 2020 | +9.93% |
| 2019 (Aug–Dec) | +8.66% |
EIISX 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 | +3.9% | +4.3% | −6.1% | +4.3% | +1.3% | −2.0% | +3.9% | — | — | — | — | — |
| 2025 | +3.7% | +2.9% | +1.3% | +5.2% | +3.9% | +3.0% | −2.2% | +4.2% | +0.9% | −0.4% | +1.5% | +1.8% |
| 2024 | −1.6% | +1.1% | +3.0% | −2.5% | +5.4% | −2.8% | +3.5% | +3.9% | +1.6% | −5.9% | −0.5% | −2.8% |
| 2023 | +7.8% | −2.3% | +2.2% | +3.1% | −4.9% | +3.7% | +2.9% | −3.9% | −3.4% | −2.9% | +8.0% | +5.6% |
| 2022 | −4.0% | −2.7% | −0.2% | −5.6% | +1.2% | −8.6% | +4.2% | −5.6% | −10.4% | +5.1% | +12.7% | −0.9% |
| 2021 | −1.1% | +1.1% | +2.6% | +3.3% | +3.4% | −1.7% | +0.9% | +1.7% | −4.1% | +3.0% | −4.3% | +4.0% |
| 2020 | −1.8% | −7.0% | −15.3% | +7.8% | +5.4% | +3.1% | +3.3% | +4.4% | −2.8% | −4.1% | +15.2% | +4.9% |
| 2019 | — | — | — | — | — | — | — | −1.6% | +2.2% | +3.4% | +1.4% | +3.0% |
EIISX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.11%
- 3-year Sharpe ratio: 0.77 (vs 4.5% risk-free rate)
- Best month: +8.01% (Nov 2023)
- Worst month: −6.11% (Mar 2026)
EIISX Fund Flows
Monthly money in and out of Parametric International Equity Fund, from SEC Form N-PORT.
- 12-month net flow: −$93.4M
- 12-month gross sales (incl. reinvestments): $104.1M
- Sales ÷ redemptions: 0.53×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $5.6M | $4.4M | $1.2M |
| Jun 2026 | $19.5M | $5.1M | $14.4M |
| May 2026 | $3.0M | $10.3M | −$7.3M |
| Apr 2026 | $9.2M | $8.0M | $1.2M |
| Mar 2026 | $6.3M | $17.0M | −$10.7M |
| Feb 2026 | $10.1M | $6.8M | $3.3M |
| Jan 2026 | $4.2M | $41.3M | −$37.1M |
| Dec 2025 | $33.5M | $21.9M | $11.6M |
| Nov 2025 | $2.1M | $11.4M | −$9.3M |
| Oct 2025 | $2.5M | $43.6M | −$41.1M |
| Sep 2025 | $4.0M | $20.9M | −$17.0M |
| Aug 2025 | $4.3M | $6.9M | −$2.6M |
EIISX Assets Under Management
Net assets of Parametric International Equity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $209.91M |
| 2026-04-30 | $195.05M |
| 2026-01-31 | $197.52M |
| 2025-10-31 | $245.49M |
| 2025-07-31 | $291.85M |
| 2025-04-30 | $286.93M |
| 2025-01-31 | $267.24M |
| 2024-10-31 | $272.55M |
| 2024-07-31 | $328.84M |
| 2024-04-30 | $355.94M |
| 2024-01-31 | $389.29M |
| 2023-10-31 | $405.28M |
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.