Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ECGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS C) | 3.71% | 10.71% | 8.44% | 5.35% | 3.96% | 2.93% | NA | … | … |
Data as of 06/08/2026, Common starting date is 10/07/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS C) | 10/07/2009 | 06/08/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.71 | 8.44 | 5.35 | 3.96 | 2.93 | NA | … | … | 3.71 | 11.40 | 7.61 | 5.92 | -1.53 | 1.22 | 2.70 | 8.64 | -4.20 | 3.28 | 2.78 | 1.61 | 2.01 | -1.28 | 3.00 | -1.38 | 3.70 | -0.19 |
| Sharpe Ratio | NA | 4.31 | 2.76 | 1.07 | 0.94 | NA | NA | … | … | 2.67 | 4.71 | 2.10 | 1.19 | -0.65 | 0.70 | 0.68 | 3.60 | -2.89 | 1.59 | 1.16 | 0.54 | 0.84 | -0.74 | 1.23 | -0.53 | 1.79 | -0.50 |
| Standard Deviation(%) | NA | 1.93 | 1.94 | 2.68 | 2.51 | NA | NA | … | … | 2.48 | 1.81 | 1.90 | 1.92 | 4.59 | 1.72 | 3.57 | 1.99 | 1.94 | 1.66 | 2.20 | 2.91 | 2.37 | 1.79 | 2.42 | 2.67 | 2.01 | 1.73 |
| Draw Down(%) | NA | 1.60 | 1.60 | 7.72 | 9.33 | NA | NA | … | … | 1.60 | 1.25 | 0.94 | 1.25 | 7.72 | 1.24 | 9.33 | 1.25 | 5.29 | 0.54 | 2.49 | 3.14 | 2.34 | 3.75 | 2.46 | 3.20 | 0.87 | 1.15 |
| Yield(%) | 0.00 | 5.83 | 5.38 | 4.51 | 3.72 | 3.22 | 2.64 | … | … | 1.89 | 5.92 | 5.28 | 4.85 | 3.58 | 3.13 | 3.37 | 4.62 | 2.51 | 2.47 | 2.73 | 4.27 | 3.03 | 2.89 | 2.86 | 3.03 | 3.75 | 0.00 |
Data as of 06/08/2026, Common starting date is 10/07/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS C) |
-0.33%
Mar 2017 – Mar 2020 |
0.40%
Sep 2010 – Sep 2015 |
0.90%
Mar 2010 – Mar 2020 |
2.06%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECGMX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS C) |
8.88%
Oct 2022 – Oct 2025 |
5.50%
Feb 2021 – Feb 2026 |
4.15%
Feb 2016 – Feb 2026 |
2.94%
Feb 2011 – Feb 2026 |
Annualized Rolling Returns Comparison Chart