EITIX Performance — Parametric Tax-Managed International Equity Fund, Class I
Data updated: 2025-01-14
EITIX returned +20.06% over one year to Oct 2024. Annualised returns are +0.45% over 3 years and +4.71% over 5 years. The fund trailed its International Large Blend category average: $100 invested three years ago grew to $101, against $105 for the category, and to $120 over one year, against $122. Volatility over the past three years was 17.39% a year. In the 12 months to Oct 2024 the fund lost a net $3.1M, and assets reached $36.43M.
EITIX Growth of $100
What $100 invested in Parametric Tax-Managed 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 | EITIX | Category average |
|---|---|---|
| 1 year (Nov 2023 – Oct 2024) | $120 | $122 |
| 3 years (Nov 2021 – Oct 2024) | $101 | $105 |
| 5 years (Nov 2019 – Oct 2024) | $126 | $135 |
| Since data start (Aug 2019 – Oct 2024) | $131 | $140 |
EITIX Trailing Returns
Total returns to Oct 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +20.06% |
| 3 years (annualised) | +0.45% |
| 5 years (annualised) | +4.71% |
EITIX Annual Returns
Calendar-year total returns of Parametric Tax-Managed International Equity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Oct) | +5.27% |
| 2023 | +15.54% |
| 2022 | −16.37% |
| 2021 | +8.81% |
| 2020 | +9.19% |
| 2019 (Aug–Dec) | +8.26% |
EITIX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −1.7% | +1.3% | +2.8% | −2.6% | +5.4% | −2.7% | +3.5% | +3.8% | +1.4% | −5.6% | — | — |
| 2023 | +7.9% | −2.4% | +2.3% | +3.2% | −5.0% | +3.8% | +2.7% | −3.9% | −3.5% | −2.9% | +8.1% | +5.5% |
| 2022 | −4.6% | −2.6% | 0.0% | −5.8% | +0.9% | −8.3% | +4.3% | −5.7% | −10.3% | +5.0% | +12.6% | −1.0% |
| 2021 | −1.4% | +0.9% | +2.6% | +3.2% | +3.5% | −1.6% | +0.9% | +1.9% | −4.2% | +3.2% | −4.2% | +4.0% |
| 2020 | −1.6% | −6.8% | −15.1% | +7.3% | +5.2% | +3.2% | +3.2% | +4.1% | −2.5% | −4.1% | +14.6% | +4.6% |
| 2019 | — | — | — | — | — | — | — | −1.4% | +2.0% | +3.4% | +1.3% | +2.8% |
EITIX Risk
Risk measures from monthly returns over Nov 2021 – Oct 2024.
- 3-year volatility (annualised): 17.39%
- 3-year Sharpe ratio: -0.23 (vs 4.5% risk-free rate)
- Best month: +12.55% (Nov 2022)
- Worst month: −10.30% (Sep 2022)
EITIX Fund Flows
Monthly money in and out of Parametric Tax-Managed International Equity Fund, from SEC Form N-PORT.
- 12-month net flow: −$3.1M
- 12-month gross sales (incl. reinvestments): $10.0M
- Sales ÷ redemptions: 0.76×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2024 | $256K | $536K | −$280K |
| Sep 2024 | $474K | $185K | $289K |
| Aug 2024 | $170K | $1.3M | −$1.2M |
| Jul 2024 | $142K | $470K | −$328K |
| Jun 2024 | $79K | $221K | −$142K |
| May 2024 | $391K | $500K | −$108K |
| Apr 2024 | $6.4M | $6.6M | −$211K |
| Mar 2024 | $448K | $484K | −$36K |
| Feb 2024 | $99K | $909K | −$810K |
| Jan 2024 | $156K | $573K | −$417K |
| Dec 2023 | $1.2M | $940K | $258K |
| Nov 2023 | $174K | $319K | −$145K |
EITIX Assets Under Management
Net assets of Parametric Tax-Managed International Equity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-10-31 | $36.43M |
| 2024-07-31 | $37.84M |
| 2024-04-30 | $36.23M |
| 2024-01-31 | $36.76M |
| 2023-10-31 | $33.92M |
| 2023-07-31 | $38.78M |
| 2023-04-30 | $37.81M |
| 2023-01-31 | $37.67M |
| 2022-10-31 | $33.50M |
| 2022-07-31 | $38.34M |
| 2022-04-30 | $35.88M |
| 2022-01-31 | $37.45M |
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.