EIVPX — Parametric Volatility Risk Premium - Defensive Fund
Data updated: 2026-06-26
EIVPX — Parametric Volatility Risk Premium - Defensive Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Total Return Allocation · $1.35B AUM · 0.46% expense ratio · 19.6% 1-yr return. From SEC regulatory filings.
EIVPX Fund Overview
EIVPX — Parametric Volatility Risk Premium - Defensive Fund is a US mutual fund managed by Eaton Vance Mutual Funds Trust, categorised as Total Return Allocation. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Eaton Vance Mutual Funds Trust
- Category: Total Return Allocation
- Assets under management: $1.35B
- 1-year return: 19.6%
- Ticker: EIVPX
- SEC CIK: 0000745463
- SEC series ID: S000056237
- Share class ID: C000177028
EIVPX Holdings
Top 10 holdings of Parametric Volatility Risk Premium - Defensive Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury | 7.00% |
| United States Treasury | 6.08% |
| NVIDIA Corp | 4.10% |
| United States Treasury | 3.84% |
| United States Treasury | 3.83% |
| Apple Inc | 3.42% |
| United States Treasury | 2.59% |
| Microsoft Corp | 2.49% |
| United States Treasury | 2.41% |
| Amazon.com Inc | 2.29% |
EIVPX Portfolio Allocation
Asset-class allocation of Parametric Volatility Risk Premium - Defensive Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 51.3% |
| Fixed Income | 27.7% |
| Cash & Equivalents | 21.5% |
EIVPX Performance
Total returns for EIVPX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 3.8% |
| 1 year | 19.6% |
| 3 years (annualised) | 14.1% |
| 5 years (annualised) | 9.8% |
EIVPX Risk Information
Risk metrics for EIVPX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 5.1%
EIVPX Costs and Fees
EIVPX costs about $46 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.46%
- Gross expense ratio: 0.46%
- Portfolio turnover: 25%
- Brokerage commissions: 0.18 bps of average net assets (SEC N-CEN)
EIVPX Cashflows
Over the 12 months to 2026-04, Parametric Volatility Risk Premium - Defensive Fund had net inflows of $96.43M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$2.99M |
| 2026-03 | −$4.47M |
| 2026-02 | $14.92M |
| 2026-01 | $50.30M |
| 2025-12 | $36.25M |
| 2025-11 | −$1.43M |
EIVPX Debt Constituents
Largest debt holdings of Parametric Volatility Risk Premium - Defensive Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 3.84% |
| United States Treasury | 3.83% |
| United States Treasury | 2.59% |
| United States Treasury | 2.41% |
| United States Treasury | 2.07% |
| United States Treasury | 1.52% |
| United States Treasury | 1.49% |
| United States Treasury | 1.42% |
| United States Treasury | 1.00% |
| United States Treasury | 0.86% |
EIVPX Prospectus and SEC Filings
Official Parametric Volatility Risk Premium - Defensive Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Total Return Allocation funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.