EITEX Performance — Parametric Tax-Managed Emerging Markets Fund, Class I
Data updated: 2026-08-31
EITEX returned +9.54% year to date and +23.90% over one year to Jun 2026. Annualised returns are +15.60% over 3 years and +6.45% over 5 years. The fund trailed its Emerging Markets Equity category average: $100 invested three years ago grew to $154, against $179 for the category, and to $124 over one year, against $141. Volatility over the past three years was 11.59% a year. In the 12 months to Jun 2026 the fund lost a net $33.2M, and assets reached $589.58M.
EITEX Growth of $100
What $100 invested in Parametric Tax-Managed 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 | EITEX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $124 | $141 |
| 3 years (Jul 2023 – Jun 2026) | $154 | $179 |
| 5 years (Jul 2021 – Jun 2026) | $137 | $144 |
| Since data start (Jul 2019 – Jun 2026) | $161 | $195 |
EITEX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.54% |
| 1 year | +23.90% |
| 3 years (annualised) | +15.60% |
| 5 years (annualised) | +6.45% |
EITEX Annual Returns
Calendar-year total returns of Parametric Tax-Managed Emerging Markets Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +9.54% |
| 2025 | +28.26% |
| 2024 | +4.94% |
| 2023 | +10.65% |
| 2022 | −12.23% |
| 2021 | +4.57% |
| 2020 | +4.53% |
| 2019 (Jul–Dec) | +2.89% |
EITEX 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% | +6.5% | +1.7% | −1.7% | — | — | — | — | — | — |
| 2025 | +1.6% | 0.0% | +1.2% | +2.0% | +3.4% | +4.5% | +1.9% | +3.0% | +3.3% | +2.6% | −0.2% | +1.7% |
| 2024 | −3.3% | +3.2% | +2.0% | −0.1% | +2.0% | +0.4% | +1.2% | +1.4% | +4.1% | −3.5% | −1.7% | −0.7% |
| 2023 | +5.9% | −4.4% | +2.1% | +0.8% | −2.2% | +3.8% | +5.8% | −4.3% | −2.7% | −3.9% | +6.7% | +3.8% |
| 2022 | −0.1% | −3.2% | −0.5% | −4.7% | 0.0% | −7.0% | +1.4% | 0.0% | −8.7% | +1.6% | +10.6% | −0.9% |
| 2021 | +0.1% | +1.4% | +0.3% | +2.6% | +3.9% | +0.9% | −3.3% | +3.4% | −2.7% | +0.3% | −5.1% | +3.0% |
| 2020 | −4.4% | −7.4% | −21.0% | +9.3% | +3.6% | +4.8% | +5.1% | +2.2% | −2.4% | −0.7% | +12.0% | +8.0% |
| 2019 | — | — | — | — | — | — | −1.6% | −4.0% | +1.0% | +2.7% | −0.4% | +5.4% |
EITEX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 11.59%
- 3-year Sharpe ratio: 0.96 (vs 4.5% risk-free rate)
- Best month: +7.51% (Jan 2026)
- Worst month: −7.65% (Mar 2026)
EITEX Fund Flows
Monthly money in and out of Parametric Tax-Managed Emerging Markets Fund, from SEC Form N-PORT.
- 12-month net flow: −$33.2M
- 12-month gross sales (incl. reinvestments): $24.7M
- Sales ÷ redemptions: 0.43×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $242K | $1.7M | −$1.5M |
| May 2026 | $452K | $1.3M | −$880K |
| Apr 2026 | $335K | $5.7M | −$5.3M |
| Mar 2026 | $474K | $2.9M | −$2.4M |
| Feb 2026 | $753K | $3.2M | −$2.4M |
| Jan 2026 | $304K | $2.9M | −$2.6M |
| Dec 2025 | $19.7M | $30.7M | −$11.0M |
| Nov 2025 | $279K | $1.6M | −$1.3M |
| Oct 2025 | $539K | $2.7M | −$2.1M |
| Sep 2025 | $456K | $1.6M | −$1.1M |
| Aug 2025 | $255K | $813K | −$558K |
| Jul 2025 | $907K | $2.8M | −$1.9M |
EITEX Assets Under Management
Net assets of Parametric Tax-Managed Emerging Markets Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $589.58M |
| 2026-03-31 | $561.27M |
| 2025-12-31 | $552.41M |
| 2025-09-30 | $568.63M |
| 2025-06-30 | $527.53M |
| 2025-03-31 | $482.77M |
| 2024-12-31 | $475.66M |
| 2024-09-30 | $526.54M |
| 2024-06-30 | $497.58M |
| 2024-03-31 | $490.67M |
| 2023-12-31 | $482.39M |
| 2023-09-30 | $483.29M |
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.